# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-23-009108
**Filing Date:** 2023-2
**Character Count:** 290037
**Document Hash:** 21e3c5389a65ad9edf052fb2265bdb8f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009108.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 23663081

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Global Strategic Income Fund (Series ID: S000019860)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000055697 | Columbia Variable Portfolio - Global Strategic Income Fund Class 3 |  |
| C000088791 | Columbia Variable Portfolio - Global Strategic Income Fund Class 1 |  |
| C000088792 | Columbia Variable Portfolio - Global Strategic Income Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - Global Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000019860

- **c. LEI of Series:** 6PJD8HWXFL0VNI53CH04

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $81338983.99

**Total Liabilities:** $747869.16

**Net Assets:** $80591114.83

**Cash Not Reported:** $1561432.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 24.612400000000 | **1-Year:** 799.423800000000 | **5-Year:** 5889.449300000000 | **10-Year:** 8107.251700000000 | **30-Year:** 8878.935400000000

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

- **3-Month:** 2.117200000000 | **1-Year:** 1031.525200000000 | **5-Year:** 5013.587400000000 | **10-Year:** 4804.022900000000 | **30-Year:** 5168.706000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055697 | -0.42%               | 3.97%                | -0.82%               |
| Class ID C000088791 | -0.42%               | 4.08%                | -0.81%               |
| Class ID C000088792 | -0.57%               | 4.01%                | -0.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-172682.05              | $234616.05                                 |
| Month 2  | $-537504.63              | $4312123.27                                |
| Month 3  | $-176249.35              | $69396.12                                  |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BHMS MORTGAGE TRUST BHMS_18-ATLS                                 | BHMS_18-ATLS                       | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $481945.00    | 0.60%             | 2035-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $503635.26    | 0.62%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                         | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $398457.70    | 0.49%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $461913.05    | 0.57%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96757.80     | 0.12%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    345000 | PA      | $309416.99    | 0.38%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $4478.39      | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COMPANIES INC        | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $13070.75     | 0.02%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $7057.83      | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      1000 | PA      | $594.04       | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BVRT FINANCING TRUST BVRT_21-3F                                  | BVRT_21-3F                         | CUSIP: 07335NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500000.00    | 0.62%             | 2033-07-12      | Variable      | 4.19%                 | No            |                  3 | On Loan: No      |
| BEACON ROOFING                                                   | BEACON ROOFING SUPPLY INC          | CUSIP: 073685AF6<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11247.66     | 0.01%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY       | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177768.56    | 0.22%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-1A                                     | BMIR_19-1A                         | CUSIP: 07876RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16719 | PA      | $16701.20     | 0.02%             | 2029-03-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_20-4                                      | BMIR_20-4A                         | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225613 | PA      | $225350.15    | 0.28%             | 2030-06-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT BMIR_19-3A                                      | BMIR_19-3A                         | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     26057 | PA      | $26023.25     | 0.03%             | 2029-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP    | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72638.11     | 0.09%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     98000 | PA      | $86221.19     | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $132236.99    | 0.16%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20018.48     | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 10554TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $155132.82    | 0.19%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47570.98     | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     51000 | PA      | $36808.70     | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                         | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27507.99     | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $29365.39     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17388.42     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                       | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40535.46     | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                            | CD&R SMOKEY BUYER INC              | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $31049.15     | 0.04%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $12443.85     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $36253.67     | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-NR2                                             | CIM_21-NR2                         | CUSIP: 12565CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    293950 | PA      | $270465.05    | 0.34%             | 2059-07-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION             | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    682000 | PA      | $649817.80    | 0.81%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $31437.27     | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $7915.93      | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $18351.61     | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $13206.95     | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $2794.37      | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $415726.73    | 0.52%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $80460.78     | 0.10%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.88      | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11998.82     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4797.49      | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                        | CNX MIDSTREAM PARTNERS LP          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16509.44     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-UVIL             | CSMC_19-UVIL                       | CUSIP: 12656DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $212149.92    | 0.26%             | 2041-12-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $243720.58    | 0.30%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $41473.15     | 0.05%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                      | CAESARS RESORT                     | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24500.07     | 0.03%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETRO CO                                                  | CALLON PETROLEUM COMPANY           | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41386.79     | 0.05%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                               | CAMELOT FINANCE SA                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     12000 | PA      | $11281.62     | 0.01%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |      9000 | PA      | $7874.57      | 0.01%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US LLC                                        | CANPACK SA/CANPACK US LLC          | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     33000 | PA      | $26128.83     | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $19967.00     | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION               | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     25000 | PA      | $17837.26     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     19000 | PA      | $15479.13     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                  | CARNIVAL HOLDINGS BERMUDA LTD      | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     14000 | PA      | $14370.80     | 0.02%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    487000 | PA      | $410412.45    | 0.51%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7472.53      | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4779.40      | 0.01%             | 2029-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 14879EAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9464.89      | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP        | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24703.05     | 0.03%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADAS WONDERLAND CO/MAGNUM MANAGEMENT CORP/MILLE | CEDAR FAIR LP/CANADA WONDERLAND    | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7782.07      | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 4.75      | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     34964 | PA      | $31369.71     | 0.04%             | 2026-07-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14671.18     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13541.52     | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     32000 | PA      | $26216.17     | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40057.96     | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34718.67     | 0.04%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12252.16     | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9611.30      | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $16998.88     | 0.02%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $35669.32     | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $24437.75     | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HBOS PLC                                                         | HBOS PLC                           | CUSIP: 000000000<br>LEI: 213800RS21X7UUH5QU25 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $261663.23    | 0.32%             | 2030-03-18      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                     | TESCO PROPERTY FINANCE 3 PLC       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    271635 | PA      | $307118.94    | 0.38%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CO-OPERATIVE GROUP HOLDINGS (2011) LTD                           | CO-OPERATIVE GROUP HOLDINGS        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107799.00    | 0.13%             | 2026-07-08      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE HOLDING LLC          | CUSIP: 36267VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202933.74    | 0.25%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14930.51     | 0.02%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55492.11     | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                      | GARTNER INC                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7889.30      | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1010000 | PA      | $47841.88     | 0.06%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $108115.93    | 0.13%             | 2049-12-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                                 | GATES GLOBAL LLC/GATES GLOBAL CO   | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36646.32     | 0.05%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CO                | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34658.88     | 0.04%             | 2049-12-31      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC      | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208645.98    | 0.26%             | 2025-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $424907.88    | 0.53%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $193848.16    | 0.24%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                                     | DS SMITH PLC                       | CUSIP: 000000000<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $269479.56    | 0.33%             | 2029-07-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY              | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $167150.34    | 0.21%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                   | GLOBAL AIRCRAFT LEASING CO LTD     | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     23382 | PA      | $19930.12     | 0.02%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |  17990000 | PA      | $25493.45     | 0.03%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $337470.67    | 0.42%             | 2026-03-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    158000 | PA      | $122480.77    | 0.15%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    127000 | PA      | $103560.93    | 0.13%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EURO BV                                               | TELEFONICA EUROPE BV               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97082.50     | 0.12%             | 2049-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    250000 | PA      | $251068.00    | 0.31%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY (TH | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14180.54     | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-141             | GNMA_17-141                        | CUSIP: 38380HKU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     93433 | PA      | $10590.74     | 0.01%             | 2047-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE BV                                        | DARLING GLOBAL FINANCE BV          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104045.95    | 0.13%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                 | LHMC FINCO SARL                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     24133 | PA      | $25641.70     | 0.03%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA_18-155                                                      | GNMA_18-155                        | CUSIP: 38381A3Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     68645 | PA      | $5653.44      | 0.01%             | 2048-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RQK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    291017 | PA      | $28914.36     | 0.04%             | 2049-02-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELLSCHAFT 674 MBH                           | TECHEM VERWALTUNGSGESELLSCHAFT 674 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     87920 | PA      | $88300.83     | 0.11%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sagax                                                            | SAGAX AB                           | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    365000 | PA      | $374265.05    | 0.46%             | 2024-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-23              | GNMA_19-23                         | CUSIP: 38381RWR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    315868 | PA      | $40919.06     | 0.05%             | 2049-02-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-153             | GNMA_20-153                        | CUSIP: 38382KSF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    790413 | PA      | $120607.99    | 0.15%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PLAYTECH PLC                                                     | PLAYTECH PLC                       | CUSIP: 000000000<br>LEI: 21380068TTB6Z9ZEU548 | Long             | DBT              | CORP              | IM        |     37736 | PA      | $39997.21     | 0.05%             | 2023-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION PLC                       | WESTERN POWER DISTRIBUTION PLC     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    205000 | PA      | $231168.88    | 0.29%             | 2026-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FIN NV                                  | VOLKSWAGEN INTL FINANCE NV         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $97146.63     | 0.12%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THYSSENKRUPP AG                                                  | THYSSENKRUPP AG                    | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $105301.95    | 0.13%             | 2024-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-46              | GNMA_21-46                         | CUSIP: 38382P4J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    311315 | PA      | $32320.09     | 0.04%             | 2051-03-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                        | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      8000 | PA      | $6921.63      | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    400000 | PA      | $393358.23    | 0.49%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELIS SA                                                          | ELIS SA                            | CUSIP: 000000000<br>LEI: 969500UX71LCE8MAY492 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103916.18    | 0.13%             | 2024-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                       | H&E EQUIPMENT SERVICES INC         | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21283.50     | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                     | H.B. FULLER CO                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29931.29     | 0.04%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $92128.39     | 0.11%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                               | EIRCOM FINANCE DAC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $96709.32     | 0.12%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    179000 | PA      | $140182.53    | 0.17%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $173682.85    | 0.22%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                 | FIDELITY NATIONAL INFORMATION SERV | CUSIP: 000000000<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    271000 | PA      | $260080.54    | 0.32%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                               | CREDIT AGRICOLE SA                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179160.82    | 0.22%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     32000 | PA      | $24504.79     | 0.03%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                         | HAWAIIAN BRAND/HAWAIIAN MILES      | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     30741 | PA      | $27814.28     | 0.03%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101826.38    | 0.13%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $506196.57    | 0.63%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21322.29     | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS INC       | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $16744.93     | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94068.05     | 0.12%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                  | NGG FINANCE PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $221278.78    | 0.27%             | 2082-09-05      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17713.65     | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | LONZA SPECIALTY INGREDIENTS        | CUSIP: 427169AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     19000 | PA      | $15195.25     | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                          | VIER GAS TRANSPORT GMBH            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $80898.92     | 0.10%             | 2029-09-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                               | PINEWOOD FINANCE CO PLC            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111315.22    | 0.14%             | 2025-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM OPERATIONS LP       | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8575.35      | 0.01%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11719.24     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9979.62      | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6254.98      | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                               | KONDOR FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $33391.07     | 0.04%             | 2026-11-08      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS SA                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $93477.70     | 0.12%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $18675.22     | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13423.64     | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAURECIA SE                                                      | FAURECIA SE                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89433.81     | 0.11%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                   | COMMERZBANK AG                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $330350.30    | 0.41%             | 2026-12-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7732.00      | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13879.35     | 0.02%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $167019.00    | 0.21%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98439.06     | 0.12%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $508336.57    | 0.63%             | 2035-11-05      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AH5<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19244.37     | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLLY ENERGY                                                     | HOLLY ENERGY PARTNERS LP / FIN     | CUSIP: 435765AJ1<br>LEI: 529900NVV7ODCT0QCG29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10855.51     | 0.01%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                     | HOF_20-2                           | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389000 | PA      | $343464.90    | 0.43%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                               | CELLNEX TELECOM SA                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $91147.35     | 0.11%             | 2027-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND SERVICES BV                                              | ASHLAND LLC                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91187.94     | 0.11%             | 2028-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | HOSPITALITY PROPERTIES TRUST       | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8639.18      | 0.01%             | 2024-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58896.86     | 0.07%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sagax                                                            | SAGAX AB                           | CUSIP: 000000000<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $258741.41    | 0.32%             | 2027-01-30      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                    | CHEPLAPHARM ARZNEIMITTEL GMBH      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93665.46     | 0.12%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25431.90     | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20050.71     | 0.02%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                    | CATALENT PHARMA SOLUTIONS INC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87283.79     | 0.11%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                               | CADENT FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $79390.37     | 0.10%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hudbay                                                           | HUDBAY MINERALS INC                | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4565.07      | 0.01%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IAA INC                                                          | IAA SPINCO INC                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24295.81     | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $79167.08     | 0.10%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA                                          | ANHEUSER BUSCH INBEV SA            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    150000 | PA      | $147368.96    | 0.18%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     36000 | PA      | $33435.95     | 0.04%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     37000 | PA      | $33558.13     | 0.04%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                           | APT PIPELINES LTD                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    300000 | PA      | $265331.11    | 0.33%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181298.71    | 0.22%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SOUTHERN WATER SERVICES FINANCE LTD                              | SOUTHERN WATER SERVICES FIN LTD    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203984.36    | 0.25%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPSOL INTERNATIONAL FINANCE BV                                  | REPSOL INTERNATIONAL FINANCE BV    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99265.82     | 0.12%             | 2049-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP                   | CUSIP: 44988MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15956.53     | 0.02%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10082 | PA      | $9273.89      | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                    | SIG COMBIBLOC PURCHASECO SARL      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103020.46    | 0.13%             | 2025-06-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196674.71    | 0.24%             | 2049-12-31      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25385 | PA      | $21620.49     | 0.03%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20333.21     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                    | SYNTHOMER PLC                      | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98266.86     | 0.12%             | 2025-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST GMBH                                                 | HT TROPLAST GMBH                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97499.48     | 0.12%             | 2025-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | ILLUMINATE BUYER LLC/HOLDINGS IV   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $26089.67     | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD    | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $172687.03    | 0.21%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | BAYER AG                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $264066.61    | 0.33%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL SA                                     | B&M EUROPEAN VALUE RETAIL SA       | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112155.32    | 0.14%             | 2025-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                    | INGEVITY CORP                      | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12939.72     | 0.02%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | IRIS MERGER SUB 2019               | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11765.27     | 0.01%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSM                                 | NATIONAL GRID ELECTRICITY TRANS    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $159504.67    | 0.20%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                | TENNET HOLDING BV                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NL        |    250000 | PA      | $246545.26    | 0.31%             | 2049-12-31      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                        | INTRUM AB                          | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $97445.39     | 0.12%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX PIB DUTCH FINANCE BV                                     | PHOENIX PIB DUTCH FINANCE BV       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100308.94    | 0.12%             | 2025-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PL                                 | INTERNATIONAL GAME TECHNOLOGY PLC  | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $8061.15      | 0.01%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                    | ION TRADING TECHNOLOGIES SARL      | CUSIP: 46205YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     19000 | PA      | $15859.75     | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $154680.03    | 0.19%             | 2049-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93971.05     | 0.12%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                                                | IRIS HOLDINGS INC PIK              | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8707.18      | 0.01%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                   | JBS USA LUX SA/JBS FOOD CO/JBS FIN | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     19000 | PA      | $15499.86     | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    120000 | PA      | $115343.11    | 0.14%             | 2031-05-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                    | MEDTRONIC GLOBAL HOLDINGS SCA      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $172322.53    | 0.21%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | J P MORGAN & CO INC                | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    311000 | PA      | $248812.45    | 0.31%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                           | OCI NV                             | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $95292.39     | 0.12%             | 2025-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | SCHAEFFLER AG                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101719.63    | 0.13%             | 2025-10-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE GMBH                                      | PEACH PROPERTY GROUP AG            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $79356.76     | 0.10%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                        | SIX FLAGS THEME PARKS INC          | CUSIP: 83001WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7058.57      | 0.01%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     20000 | PA      | $18838.18     | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $146833.96    | 0.18%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8336.03      | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                           | SOUTHWESTERN ENERGY COMPANY        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39276.28     | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 84611WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7928.80      | 0.01%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27710.12     | 0.03%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 84762LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10496.81     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS HOLDINGS INC       | CUSIP: 84762LAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1775.26      | 0.00%             | 2030-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14420.24     | 0.02%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29018.00     | 0.04%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9484.48      | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION         | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39517.89     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                       | SPRINT CORP                        | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30516.96     | 0.04%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7150.71      | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                          | STANDARD INDUSTRIES INC            | CUSIP: 853496AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9249.31      | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | STAPLES INC                        | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12051.58     | 0.01%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8746.74      | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5082.24      | 0.01%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22068.08     | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    229000 | PA      | $189061.61    | 0.23%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    373000 | PA      | $323042.36    | 0.40%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA  | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33925.26     | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY       | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $219564.91    | 0.27%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                            | TEMPO ACQUISITION LLC/TEMPO FIN    | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9028.95      | 0.01%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL INC                                   | TEMPUR SEALY INTERNATIONAL INC     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5479.87      | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17289.12     | 0.02%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16796.43     | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8962.99      | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28715.71     | 0.04%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                                | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18194.23     | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24480.00     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                               | TIBCO SOFTWARE INC                 | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23708.93     | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62264.32     | 0.08%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18234.03     | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $21598.26     | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14937.52     | 0.02%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $14821.75     | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGE PARTNERS LP / FIN CO | CUSIP: 89376VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39139.83     | 0.05%             | 2026-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                          | TRANSOCEAN GUARDIAN LIMITED        | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     11399 | PA      | $11168.00     | 0.01%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN SENTRY LTD                                            | TRANSOCEAN SENTRY LTD              | CUSIP: 89385AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     56892 | PA      | $56439.84     | 0.07%             | 2023-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-1                | TMIR_21-1                          | CUSIP: 89600FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $495441.90    | 0.61%             | 2033-08-25      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $14021.21     | 0.02%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                     | TRIVIUM PACKAGING FINANCE BV       | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     14000 | PA      | $12872.93     | 0.02%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)               | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $144731.20    | 0.18%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)               | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $228240.26    | 0.28%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC               | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11306.92     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54412.00     | 0.07%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17249.83     | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23497.22     | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37407.54     | 0.05%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3101.40      | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10731.48     | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5957.18      | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8883.07      | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                             | NEXTERA ENERGY OP PARTNERS LP      | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $16569.57     | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45539.46     | 0.06%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18730.83     | 0.02%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                         | NFP CORP                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23500.00     | 0.03%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     93000 | PA      | $78231.44     | 0.10%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |      6000 | PA      | $5664.63      | 0.01%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     22000 | PA      | $19763.49     | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     24000 | PA      | $19602.78     | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22103.10     | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10754.88     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12274.15     | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18800.94     | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9658.30      | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10626.19     | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_18-1                                         | OMIR_18-1A                         | CUSIP: 67400CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498726.25    | 0.62%             | 2028-07-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_20-2A                                        | OMIR_20-2A                         | CUSIP: 67401JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498241.05    | 0.62%             | 2030-10-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13924.06     | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45908.83     | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41166.02     | 0.05%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57863.97     | 0.07%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                               | THAMES WATER UTILITIES FINANCE PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $364524.60    | 0.45%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53635.59     | 0.07%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                       | CUSIP: 67576FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $480673.00    | 0.60%             | 2031-04-16      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| EXPERIAN EUROPE DAC                                              | EXPERIAN EUROPE DAC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $176428.74    | 0.22%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182485.41    | 0.23%             | 2029-02-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BERK HATH FIN                                                    | BERKSHIRE HATHAWAY FINANCE CORP    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $135484.58    | 0.17%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | VONOVIA SE                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $182008.71    | 0.23%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24580.77     | 0.03%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 681639AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6079.12      | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL BV                                                | DIAGEO CAPITAL BV                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89038.15     | 0.11%             | 2034-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOARRE INVESTMENTS SARL                                          | LOARRE INVESTMENTS SARL            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $99112.54     | 0.12%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | RESTAURANT BRANDS                  | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13929.70     | 0.02%             | 2025-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                                                   | 1375209 BC LTD                     | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4870.93      | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC        | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    234000 | PA      | $245203.47    | 0.30%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    450000 | PA      | $480346.09    | 0.60%             | 2023-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1494.96      | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38958.43     | 0.05%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                                 | BUPA FINANCE PLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229961.25    | 0.29%             | 2026-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN EUROPEAN HOLDINGS SA                                       | CROWN EUROPEAN HOLDINGS SA         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104633.15    | 0.13%             | 2024-09-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIONAL AIRPORT LTD                          | GMR HYDERABAD INTL AIRPORT LTD     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    300000 | PA      | $260052.77    | 0.32%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY       | CUSIP: 000000000<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298810.74    | 0.37%             | 2026-12-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                  | UNITED GROUP BV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99551.85     | 0.12%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392833.97    | 0.49%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON FINANCE 1 LLC              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31184.08     | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6634.41      | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7465.29      | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                | OWENS & MINOR INC                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16337.85     | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                    | TEVA PHARMACEUTICAL FINANCE NL II  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102434.25    | 0.13%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $102798.87    | 0.13%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91909.06     | 0.11%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100179.83    | 0.12%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_18-GT2                             | PNMSR_18-GT2                       | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $981516.70    | 1.22%             | 2025-08-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_20-1                                               | PRPM_21-1                          | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105098 | PA      | $95468.63     | 0.12%             | 2026-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                    | DEUTSCHLAND (BUNDESREPUBLIC)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $402340.15    | 0.50%             | 2026-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                               | CADENT FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    330000 | PA      | $334268.07    | 0.41%             | 2024-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_22-NPL1                                            | PRET_22-NPL1                       | CUSIP: 69362NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407765 | PA      | $364132.77    | 0.45%             | 2052-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58759.18     | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE LITAL                                                 | AUTOSTRADE PER LITALIA SPA         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $93338.63     | 0.12%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                          | AVIS BUDGET FINANCE PLC            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101411.81    | 0.13%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                        | ADANI PORTS & SPECIAL ECON ZONE    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    400000 | PA      | $349247.76    | 0.43%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Azerbaijan                                                       | AZERBAIJAN (REPUBLIC OF)           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $125142.08    | 0.16%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)               | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $172108.23    | 0.21%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)               | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $258820.65    | 0.32%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                            | TELENET FINANCE LUXEMBOURG NOTES   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $96678.09     | 0.12%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LKQ EUROPEAN HOLDINGS BV                                         | LKQ EUROPEAN HOLDINGS BV           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101210.05    | 0.13%             | 2028-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $187178.10    | 0.23%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                                 | JAGUAR LAND ROVER AUTOMOTIVE PLC   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $92102.39     | 0.11%             | 2026-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | AROUNDTOWN SA                      | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $210613.67    | 0.26%             | 2028-01-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96901.87     | 0.12%             | 2078-10-03      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | PANTHER BF AGGREGATOR 2 LP         | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     26000 | PA      | $25436.32     | 0.03%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $173000.00    | 0.21%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                              | VIRGIN MONEY UK PLC                | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205019.54    | 0.25%             | 2025-06-24      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO               | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $275421.32    | 0.34%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12697.08     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PPF TELECOM GROUP BV                                             | PPF ARENA 1 BV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100170.25    | 0.12%             | 2026-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AK RABOBANK CERTIFICATEN STG                                     | AK RABOBANK CERTIFICATEN STG       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $154136.69    | 0.19%             | 2049-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    425000 | PA      | $441658.30    | 0.55%             | 2026-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $188408.84    | 0.23%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                  | NETWORK I2I LTD                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    450000 | PA      | $428642.91    | 0.53%             | 2049-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                           | ABU DHABI (EMIRATE OF)             | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    250000 | PA      | $185043.65    | 0.23%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                             | ANGOLA (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $156510.08    | 0.19%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VONOVIA FINANCE BV                                               | VONOVIA FINANCE BV                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $126138.54    | 0.16%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98375.90     | 0.12%             | 2025-11-25      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | HEIMSTADEN BOSTAD AB               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $61175.73     | 0.08%             | 2049-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                          | GARFUNKELUX HOLDCO 3 SA            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $86033.78     | 0.11%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $106509.78    | 0.13%             | 2026-02-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                           | BERKSHIRE HATHAWAY INC             | CUSIP: 000000000<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57773.79     | 0.07%             | 2041-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | ILIAD SA                           | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96533.21     | 0.12%             | 2026-06-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 000000000<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340307.70    | 0.42%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                  | ZF FINANCE GMBH                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $83576.73     | 0.10%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                             | PROLOGIS INTERNATIONAL FUNDING II  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    250000 | PA      | $177613.95    | 0.22%             | 2033-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                         | LORCA TELECOM BONDCO SAU           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $95791.82     | 0.12%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    375000 | PA      | $277351.22    | 0.34%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TEOLLISUDN VOIMA                                                 | TEOLLISUUDEN VOIMA OYJ             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |    100000 | PA      | $101611.29    | 0.13%             | 2025-02-04      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |    250000 | PA      | $241786.68    | 0.30%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108044.38    | 0.13%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $395101.03    | 0.49%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SANEF SA                                                         | SANEF SA                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198872.73    | 0.25%             | 2026-03-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT BVI LTD                           | STATE GRID OVERSEAS INVESTMENT     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    200000 | PA      | $190918.29    | 0.24%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (GOVERNMENT OF)            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $21255.74     | 0.03%             | 2028-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELARUS (REPUBLIC OF)                                            | BELARUS (REPUBLIC OF)              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BY        |    200000 | PA      | $84319.22     | 0.10%             | 2027-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                               | TELECOM ITALIA SPA                 | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $104395.32    | 0.13%             | 2024-01-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $178046.69    | 0.22%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA DISTRIBUCION SAU                                | NORTEGAS ENERGIA DISTRIBUCION SAU  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    235000 | PA      | $223243.24    | 0.28%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE LITAL                                                 | AUTOSTRADE PER LITALIA SPA         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $169952.08    | 0.21%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM NV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103086.25    | 0.13%             | 2026-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | HU        | -10000000 | OU      | $-925.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE MAR 23                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        95 | NC      | $-67351.44    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                                              | SILGAN HOLDINGS INC                | CUSIP: U82239AN1<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90871.52     | 0.11%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | XX        | -20712000 | OU      | $-83510.78    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32343 | PA      | $29589.32     | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64110.86     | 0.08%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3797.33      | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE CO INC           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4611.55      | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5029.20      | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                    | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $24682.44     | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                        | AG TTMT ESCROW ISSUER LLC          | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18168.27     | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12437.52     | 0.02%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4416.73      | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC         | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21935.29     | 0.03%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29734.35     | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14412.14     | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER   | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $18937.91     | 0.02%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     16000 | PA      | $14606.14     | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     24000 | PA      | $18843.21     | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE SA                   | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     23000 | PA      | $17202.53     | 0.02%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE HOLDING SA           | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     50000 | PA      | $29521.81     | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771S58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $29047.61     | 0.04%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1813.27      | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                         | ABC SUPPLY CO INC                  | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $33876.91     | 0.04%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48196.72     | 0.06%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION         | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11891.43     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    117000 | PA      | $93859.56     | 0.12%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    173000 | PA      | $154054.44    | 0.19%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                   | ANGLOGOLD ASHANTI HOLDINGS PLC     | CUSIP: 03512TAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    200000 | PA      | $174650.76    | 0.22%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN | ANHEUSER-BUSCH COS LLC / INBEV     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $86934.42     | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7380.00      | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                      | APACHE CORPORATION                 | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14330.51     | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JW89<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    355000 | PA      | $236717.66    | 0.29%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JX54<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $148092.86    | 0.18%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27451.08     | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20061.32     | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROCK                                  | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13786.51     | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                 | ARDAGH PACKAGING FIN PLC/HLDGS USA | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $21671.92     | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     43000 | PA      | $34108.65     | 0.04%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $19595.39     | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                         | ARETEC ESCROW ISSUER INC           | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11530.44     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5062.31      | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.5        | CUSIP: 04349HAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32670 | PA      | $30832.31     | 0.04%             | 2028-12-11      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TL 2LN 5.75    | CUSIP: 04349HAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $17075.00     | 0.02%             | 2029-12-10      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14582.90     | 0.02%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | ASSUREDPARTNERS INC                | CUSIP: 04624VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $26584.65     | 0.03%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $19068.70     | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $32771.11     | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                 | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17705.01     | 0.02%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $11617.94     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US HOLDINGS INC / AXALTA COATING SYSTEMS  | AXALTA COATING SYSTEMS/HOLDING BV  | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7392.58      | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-DSNY       | BAMLL_18-DSNY                      | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472441.85    | 0.59%             | 2034-09-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $271001.41    | 0.34%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC               | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21906.32     | 0.03%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5520.99      | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11493.86     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7787.84      | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11045.65     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3076.75      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS    | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $122132.02    | 0.15%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $127020.10    | 0.16%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $113185.17    | 0.14%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                        | OLYMPUS WATER US HOLDINGS CORP     | CUSIP: 16308NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19071.80     | 0.02%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6372.09      | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23294.00     | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8170.56      | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137506.48    | 0.17%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137266.96    | 0.17%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10410.14     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $33160.99     | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTERNATIONAL BV                                   | CLEAR CHANNEL INTERNATIONAL B.V.   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     30000 | PA      | $28630.29     | 0.04%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                  | ROLLS-ROYCE PLC                    | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103566.04    | 0.13%             | 2026-02-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANPACK SA                                                       | CANPACK SA/EASTERN PA LAND INVEST  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    100000 | PA      | $83977.39     | 0.10%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16463.49     | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $13944.76     | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $24003.23     | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29214.21     | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                                                       | GETLINK SE                         | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $104138.55    | 0.13%             | 2025-10-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $321889.19    | 0.40%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7272.72      | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $26691.34     | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $459026.64    | 0.57%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148629.76    | 0.18%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100943.68    | 0.13%             | 2025-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | DEUTSCHE BANK AG                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $83748.88     | 0.10%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND      | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4090172 | NS      | $4088945.43   | 5.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                        | COMMERCIAL METALS COMPANY          | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4216.12      | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES FINANCE LLC | CUSIP: 20337YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10920.74     | 0.01%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10834.14     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                               | PINNACLE BIDCO PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93692.46     | 0.12%             | 2025-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER PLC                                            | MARKS & SPENCER PLC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105354.59    | 0.13%             | 2026-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10377.41     | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R01              | CAS_19-R01                         | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $714508.76    | 0.89%             | 2031-07-25      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| BOPARAN FINANCE PLC                                              | BOPARAN FINANCE PLC                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $81416.92     | 0.10%             | 2025-11-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AUTOSTRADE LITAL                                                 | AUTOSTRADE PER LITALIA SPA         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $176279.38    | 0.22%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01                   | CAS_22-R01                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $427785.15    | 0.53%             | 2041-12-25      | Variable      | 9.93%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      9000 | PA      | $8322.19      | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     43000 | PA      | $35012.69     | 0.04%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                     | CROWNROCK LP/CROWNROCK FINANCE INC | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10756.83     | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASINO GUICHARD PERRACHON SA                                     | CASINO GUICHARD PERRACHON SA       | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $58150.09     | 0.07%             | 2026-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166379.81    | 0.21%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                         | GRAND CITY PROPERTIES SA           | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $71510.64     | 0.09%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                           | CREDIT SUISSE GROUP AG             | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    450000 | PA      | $264226.59    | 0.33%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                              | VERISURE HOLDING AB                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $92695.43     | 0.12%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAB SELAS                                                        | CAB SELAS                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $85945.11     | 0.11%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                 | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    490000 | PA      | $451534.29    | 0.56%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                   | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12010.89     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                            | DEUTSCHE LUFTHANSA AG              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $100819.12    | 0.13%             | 2025-02-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $92562.75     | 0.11%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC            | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25482.15     | 0.03%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAB8<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4837.36      | 0.01%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VICTORIA PLC                                                     | VICTORIA PLC                       | CUSIP: 000000000<br>LEI: 2138002K6ECECHVCQN25 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87786.44     | 0.11%             | 2026-08-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                               | ARDAGH METAL PACKAGING FIN/FIN PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86171.23     | 0.11%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10761.25     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     28000 | PA      | $17542.00     | 0.02%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                               | CADENT FINANCE PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $168003.86    | 0.21%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $577476.38    | 0.72%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25708.42     | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $14526.11     | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $31610.47     | 0.04%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PAJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    642000 | PA      | $668411.51    | 0.83%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115128.74    | 0.14%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EMERIA SAS                                                       | FONCIA MANAGEMENT SASU             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89088.94     | 0.11%             | 2028-03-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                                | STEDIN HOLDING NV                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | MUN               | NL        |    250000 | PA      | $221857.75    | 0.28%             | 2049-12-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS AG (LONDON BRANCH)                                           | UBS AG LONDON                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162191.81    | 0.20%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                         | NEXI SPA                           | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $86964.93     | 0.11%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    200000 | PA      | $155577.42    | 0.19%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | GRUENENTHAL GMBH                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $97917.28     | 0.12%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REXEL SA                                                         | REXEL SA                           | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94040.27     | 0.12%             | 2028-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                       | MAHLE GMBH                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    100000 | PA      | $76885.95     | 0.10%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE PLC                                        | PREMIER FOODS FINANCE PLC          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105723.11    | 0.13%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOBEL BIDCO BV                                                   | NOBEL BIDCO BV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $72002.25     | 0.09%             | 2028-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INPOST SA                                                        | INPOST SA                          | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $87730.75     | 0.11%             | 2027-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SANI/IKOS FINANCIAL HOLDINGS 1 SARL                              | SANI/IKOS FINANCIAL HLDG           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $99565.03     | 0.12%             | 2026-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)             | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83537.41     | 0.10%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | AMPRION GMBH                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    300000 | PA      | $224344.64    | 0.28%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SUNSET DEBT MERGER SUB INC                                       | SPRINGS WINDOW FASHIONS TLB 4.0    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48755 | PA      | $39710.95     | 0.05%             | 2028-10-06      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | AUSGRID FINANCE PTY LTD            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    200000 | PA      | $158538.27    | 0.20%             | 2031-10-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99016.63     | 0.12%             | 2026-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC (FINANCE I) BV                          | THERMO FISHER SCIENTIFIC FIN I BV  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $71098.57     | 0.09%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                                           | SHERWOOD FINANCING PLC             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86169.85     | 0.11%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERALLIA SAS                                                     | VERALLIA SA                        | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $83122.60     | 0.10%             | 2031-11-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 1LN 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19478 | PA      | $18504.33     | 0.02%             | 2026-05-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG - ULTIMATE INC TL 2LN 5.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38000 | PA      | $34789.00     | 0.04%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                    | P3 GROUP SARL                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    350000 | PA      | $274590.95    | 0.34%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    174000 | PA      | $165592.79    | 0.21%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    157000 | PA      | $108814.82    | 0.14%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                    | APX GROUP INC                      | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17411.03     | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44120 | PA      | $42428.56     | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST                                  | PEACHTREE CORNERS FUNDING TRUST    | CUSIP: 70466WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1063163.83   | 1.32%             | 2025-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $15030.84     | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III  | PERUSAHAAN PENERBIT SBSN INDONESIA | CUSIP: 71567PAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $189316.83    | 0.23%             | 2025-06-23      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    587000 | PA      | $462144.55    | 0.57%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    273000 | PA      | $189155.23    | 0.23%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | PETRONAS CAPITAL LTD               | CUSIP: 716743AP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $182775.39    | 0.23%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP     | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17217.35     | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC/PETSMART FIN CORP     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20523.74     | 0.03%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28418.22     | 0.04%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     97000 | PA      | $82564.20     | 0.10%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25013.04     | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    475000 | PA      | $359490.01    | 0.45%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP              | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $34528.69     | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EON INTERNATIONAL FINANCE BV                                     | INNOGY FINANCE BV                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    315000 | PA      | $396466.63    | 0.49%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8715.06      | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15529.28     | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23650.61     | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | PRESTIGE BRANDS INC                | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13224.02     | 0.02%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $20727.31     | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR1                          | PROG_20-SFR1                       | CUSIP: 74331CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90629.07     | 0.11%             | 2037-04-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR GOVT INTERNATIONAL BOND      | CUSIP: 74727PBD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $193486.62    | 0.24%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $165809.08    | 0.21%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11902.01     | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/QUICKEN LOANS    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $40159.01     | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8900.61      | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8979.57      | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                             | RADIOLOGY PARTNERS INC             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $16825.06     | 0.02%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REDDING RIDGE ASSET MANAGEMENT RRAM_18-3A                        | RRAM_18-3A                         | CUSIP: 74988LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246666.50    | 0.31%             | 2030-01-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $16903.68     | 0.02%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC                                               | RADIATE HOLDCO LLC/RADIATE FIN INC | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $14668.99     | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $12908.82     | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS AUCTIONEERS INC                                     | RITCHIE BROS AUCTIONEERS INC       | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5916.24      | 0.01%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                      | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $18117.32     | 0.02%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $40392.18     | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC       | CUSIP: 77340RAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13213.90     | 0.02%             | 2025-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    232000 | PA      | $230723.36    | 0.29%             | 2024-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    342000 | PA      | $227011.13    | 0.28%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)              | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    128000 | PA      | $113349.22    | 0.14%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     33000 | PA      | $24489.00     | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     19000 | PA      | $15177.41     | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     19000 | PA      | $15384.04     | 0.02%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     20000 | PA      | $16826.80     | 0.02%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     11000 | PA      | $8948.43      | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD        | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     20000 | PA      | $20114.10     | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                         | RYAN SPECIALTY GROUP LLC           | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2622.20      | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR_19-3                           | SGR_19-3                           | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $352897.04    | 0.44%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $19651.40     | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12174.74     | 0.02%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                             | SRS DISTRIBUTION INC               | CUSIP: 78471RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $17595.24     | 0.02%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4009.58      | 0.00%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC                     | CUSIP: 78573NAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3087.70      | 0.00%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                        | SAUDI ARABIA INTERNATIONAL         | CUSIP: 80413TAR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    625000 | PA      | $491903.11    | 0.61%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $40531.56     | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL                                   | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12430.32     | 0.02%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE          | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7679.03      | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW INC                 | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13434.04     | 0.02%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORP                | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $31450.44     | 0.04%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                    | SEMPRA ENERGY                      | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240417.82    | 0.30%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV            | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     16000 | PA      | $15155.61     | 0.02%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                   | SHEA HOMES LP/SHEA HOMES FUNDING   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $33205.79     | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN     | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15093.04     | 0.02%             | 2026-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP     | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16364.70     | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20653.50     | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15981.77     | 0.02%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20238.22     | 0.03%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    173000 | PA      | $136708.60    | 0.17%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                       | JD.COM INC                         | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $175161.79    | 0.22%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KAR AUCTION SERVICES INC                                         | KAR AUCTION SERVICES INC           | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10752.95     | 0.01%             | 2025-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3506.71      | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $24102.51     | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP   | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89889.64     | 0.11%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40061.84     | 0.05%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34319.28     | 0.04%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44926.27     | 0.06%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17779.31     | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8876.71      | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5358.23      | 0.01%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5627.56      | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/CAP FIN    | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47096.84     | 0.06%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $10946.65     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $26644.48     | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17696.20     | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12227.77     | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5196.32      | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8206.31      | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLEND_21-1A                                                      | LLEND_21-1A                        | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88822 | PA      | $85766.36     | 0.11%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                   | LOGAN MERGER SUB INC               | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     35000 | PA      | $18891.26     | 0.02%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    139000 | PA      | $108836.46    | 0.14%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $34143.31     | 0.04%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $11005.41     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | MAGALLANES INC                     | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $182406.43    | 0.23%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_21-1A                                 | MFT_21-1A                          | CUSIP: 57110NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $362065.56    | 0.45%             | 2031-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21232.37     | 0.03%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21600.61     | 0.03%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11422.55     | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7371.24      | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC                         | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37794.60     | 0.05%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20189.60     | 0.03%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     58000 | PA      | $49221.96     | 0.06%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $23070.68     | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $21484.04     | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72943.38     | 0.09%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    136000 | PA      | $106295.73    | 0.13%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77775.33     | 0.10%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6447.67      | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                       | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $19074.71     | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20128.35     | 0.02%             | 2027-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21451.12     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3297.53      | 0.00%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                         | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5854.06      | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9688.65      | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    102000 | PA      | $78043.17     | 0.10%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     30000 | PA      | $25888.72     | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9798.38      | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)               | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $259502.85    | 0.32%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $14138.14     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16022.83     | 0.02%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11561.20     | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC              | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39231.92     | 0.05%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISSUER CORP                                       | UNIFRAX ESCROW ISSUER CORP         | CUSIP: 90473LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12079.39     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9313.74      | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                      | CUSIP: 912796X53<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1000000 | PA      | $979948.41    | 1.22%             | 2023-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15310.45     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST6                          | UPSPT_21-ST6                       | CUSIP: 91680VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369228 | PA      | $344281.91    | 0.43%             | 2027-08-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| USIS MERGER SUB INC                                              | USI INC/NY                         | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23996.77     | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     35000 | PA      | $28536.54     | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $18731.22     | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30643.36     | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $39215.40     | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20410.25     | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $230439.29    | 0.29%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERSCEND ESCROW CORP                                             | VERSCEND HOLDING CORP              | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27427.70     | 0.03%             | 2026-08-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                            | VERUS_20-1                         | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $295154.16    | 0.37%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-INV1                         | VERUS_20-INV1                      | CUSIP: 92537TAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $460348.05    | 0.57%             | 2060-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                          | VERTICAL HOLDCO GMBH               | CUSIP: 92537VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     10000 | PA      | $8194.67      | 0.01%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-NPL1                         | VERUS_20-NPL1                      | CUSIP: 92538AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409265 | PA      | $405424.75    | 0.50%             | 2050-08-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                    | VIDEOTRON LTD / VIDEOTRON LTEE     | CUSIP: 92660FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    124000 | PA      | $104839.39    | 0.13%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     21000 | PA      | $16871.81     | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS                                                              | US DOLLARS                         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |  -2910000 | OU      | $95752.58     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND MAR 23             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        35 | NC      | $-109001.94   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                 | VIRGIN MEDIA SECURED FINANCE PLC   | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     19000 | PA      | $17074.70     | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13504.39     | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (ITRAXX.XO.38.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   1700000 | OU      | $-19153.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.39.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   1600000 | OU      | $-8998.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12079.36     | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     33000 | PA      | $26731.72     | 0.03%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     38000 | PA      | $30943.99     | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40450.76     | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $32778.10     | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                            | WASTE CONNECTIONS INC              | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139350.21    | 0.17%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29242.72     | 0.04%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $334969.61    | 0.42%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19259.92     | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17235.52     | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $20912.57     | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67562.18     | 0.08%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS PARTNERS LP               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     79000 | PA      | $69100.00     | 0.09%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9086.47      | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP  | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28585.35     | 0.04%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP  | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $7718.30      | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC              | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19268.95     | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                   | CUSIP: 98953GAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     28000 | PA      | $22715.17     | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND FINANCE BV              | CUSIP: 98954UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13963.36     | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                         | ZIGGO BV                           | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     35000 | PA      | $29265.32     | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)    | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $110190.09    | 0.14%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)            | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $124808.53    | 0.15%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    345000 | PA      | $257062.08    | 0.32%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQT MIDSTREAM PARTNERS LP          | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     48000 | PA      | $36000.68     | 0.04%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13600.00     | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15296.75     | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20304.32     | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                        | EQM MIDSTREAM PARTNERS LP          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60154.37     | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE RE LTD EMIR_19-1                                           | EMIR_19-1                          | CUSIP: 269822AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    421095 | PA      | $412210.22    | 0.51%             | 2029-04-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| EMIR_20-1                                                        | EMIR_20-1                          | CUSIP: 26982LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797000 | PA      | $764264.10    | 0.95%             | 2030-01-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                       | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    448000 | PA      | $406697.96    | 0.50%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40862.69     | 0.05%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | ELDORADO RESORTS                   | CUSIP: 28470RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22619.49     | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24753.91     | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $482360.19    | 0.60%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                           | ABU DHABI (EMIRATE OF)             | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $169088.26    | 0.21%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP              | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11802.18     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                         | ENDO DAC / ENDO FINANCE LLC / ENDO | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     11000 | PA      | $627.03       | 0.00%             | 2028-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6402.45      | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $23986.29     | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31616.44     | 0.04%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC  | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $63264.73     | 0.08%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD             | CUSIP: 29646AAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $181681.57    | 0.23%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                        | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575131.25    | 0.71%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                 | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13672.56     | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $523013.22    | 0.65%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $173864.80    | 0.22%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FAGE INTERNATIONAL SA (STRASSEN)                                 | FAGE INTERNATIONAL SA/FAGE USA     | CUSIP: 30257WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $42226.85     | 0.05%             | 2026-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    135899 | PA      | $14468.48     | 0.02%             | 2049-07-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-3                                             | FNMA_21-3                          | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    540848 | PA      | $88298.64     | 0.11%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $25024.39     | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST                                       | FIVE CORNERS FUNDING TRUST         | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188572.75   | 1.47%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11575.82     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     38000 | PA      | $28592.95     | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $56297.03     | 0.07%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4927.92      | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $9915.59      | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397WW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $86924.64     | 0.11%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC      | CUSIP: 345397XU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $20578.61     | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA2                      | STACR_21-HQA2                      | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $383175.35    | 0.48%             | 2033-12-25      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-HQA2                      | STACR_19-HQA2                      | CUSIP: 35564MBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507427.35    | 0.63%             | 2049-04-25      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-HQA3                      | STACR_19-HQA3                      | CUSIP: 35564XBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $386642.44    | 0.48%             | 2049-09-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-DNA4                      | STACR_19-DNA4                      | CUSIP: 35565ABD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $590658.18    | 0.73%             | 2049-10-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA1                      | STACR_20-HQA1                      | CUSIP: 35565JBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $650142.50    | 0.81%             | 2050-01-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FREEDOM FINANCIAL FREED_21-1CP                                   | FREED_21-1CP                       | CUSIP: 35635BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200226 | PA      | $199128.34    | 0.25%             | 2028-03-20      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    214000 | PA      | $192863.37    | 0.24%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer