# EDGAR Filing Document

**Accession Number:** 0001655146
**File Stem:** 0001145549-23-011718
**Filing Date:** 2023-2
**Character Count:** 697668
**Document Hash:** 6653ef0967aa5bb568b8c09331dbf9ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011718.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011718

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS STRATEGIC BOND FUND
- **CENTRAL INDEX KEY:** 0001655146
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23101
- **FILM NUMBER:** 23675579

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $17711142773.76

**Total Liabilities:** $1926273551.60

**Net Assets:** $15784869222.16

**Delayed Delivery Securities:** $4408531.27

**Cash Not Reported:** $14842661.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8669.150000000000 | **1-Year:** -165960.220000000000 | **5-Year:** -702008.030000000000 | **10-Year:** -1148054.800000000000 | **30-Year:** -587918.420000000000

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

- **3-Month:** -5503.100000000000 | **1-Year:** -153935.070000000000 | **5-Year:** -2258156.280000000000 | **10-Year:** -253140.630000000000 | **30-Year:** -77961.170000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164459 | -1.36%               | 3.51%                | -0.20%               |
| Class ID C000164460 | -1.26%               | 3.50%                | -0.22%               |
| Class ID C000164461 | -1.36%               | 3.51%                | -0.34%               |
| Class ID C000164462 | -1.26%               | 3.41%                | -0.35%               |
| Class ID C000164463 | -1.36%               | 3.51%                | -0.27%               |
| Class ID C000164464 | -1.36%               | 3.51%                | -0.24%               |
| Class ID C000164465 | -1.36%               | 3.61%                | -0.26%               |
| Class ID C000164466 | -1.36%               | 3.61%                | -0.21%               |
| Class ID C000164467 | -1.26%               | 3.50%                | -0.22%               |
| Class ID C000164468 | -1.25%               | 3.50%                | -0.20%               |
| Class ID C000164470 | -1.37%               | 3.42%                | -0.28%               |
| Class ID C000164471 | -1.26%               | 3.50%                | -0.34%               |
| Class ID C000164472 | -1.26%               | 3.50%                | -0.24%               |
| Class ID C000164473 | -1.26%               | 3.50%                | -0.19%               |
| Class ID C000164475 | -1.37%               | 3.53%                | -0.36%               |
| Class ID C000164476 | -1.26%               | 3.51%                | -0.29%               |
| Class ID C000179994 | -1.36%               | 3.61%                | -0.20%               |
| Class ID C000189484 | -1.36%               | 3.61%                | -0.24%               |
| Class ID C000189485 | -1.26%               | 3.50%                | -0.22%               |
| Class ID C000224627 | -1.26%               | 3.61%                | -0.22%               |
| Class ID C000224628 | -1.26%               | 3.50%                | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66295041.97            | $-46164706.14                              |
| Month 2  | $-109826420.00           | $602459125.26                              |
| Month 3  | $55894408.55             | $-239868995.07                             |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                      | Title                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 2.55% 04-26-18/04-26-23 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-350725.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 2.5815% 05-25-18/05-25-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-849052.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX USD 2.438% 01-11-19/01-11-29 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2905795.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5870682.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2715956.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2425005.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $30573748.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 0.204% 02-26-21/02-26-24 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-51370763.60  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 0.2405% 03-01-21/03-01-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-24281628.96  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $200945.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX GBP 3.265% 08-25-22/08-25-27 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11918632.07  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX GBP 3.25% 08-25-22/08-25-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-12123565.01  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX GBP 3.29% 08-25-22/08-25-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11594033.70  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX GBP 3.2633% 08-25-22/08-25-27 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11542481.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX GBP 3.23882% 08-26-22/08-26-27 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-24983938.39  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.345% 09-29-22/09-29-24 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3130400.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.197% 09-30-22/09-30-24 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4918732.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.1735% 09-30-22/09-30-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5326093.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.15% 10-06-22/10-06-24 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5519373.75   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 12.695% 11-10-22/01-02-26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |          1 | NC      | $243237.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 12.65% 11-10-22/01-02-26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $166392.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 12.53% 11-10-22/01-02-26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-39145.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 13.097429% 11-11-22/01-02-26                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1784711.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 13.578% 12-14-22/01-02-26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1729173.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 3.1675% 09-27-18/09-27-48 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2119015.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | EURO$90DAY FUT EDZ4 12-16-24                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       6808 | NC      | $-7659000.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                         | EURO-BUXL 30YR FUT UBH3 03-08-23                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        199 | NC      | $-5342687.96   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                         | EURO-BUND 10YR FUT RXH3 03-08-23                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        467 | NC      | $-4289563.19   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | FED FUND 30DAY FUT FFF3 01-31-23                                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       5385 | NC      | $-3702483.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                         | ITA GB 10YR FUT IKH3 03-08-23                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        707 | NC      | $6530603.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                                  | JPN GB 10YR FUT JBH3 03-13-23                                                                    | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        637 | NC      | $13043765.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | SOFR 90DAY FUT SFRZ2 03-14-23                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         17 | NC      | $6056.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 10YR FUT ULTRA UXYH3 03-22-23                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       8342 | NC      | $27360215.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 20YR FUT USH3 03-22-23                                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         19 | NC      | $40198.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 10YR FUT TYH3 03-22-23                                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       5227 | NC      | $-3286954.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 30YR FUT ULTRA WNH3 03-22-23                                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       4446 | NC      | $8076081.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | UKG 10YR FUT G H3 03-29-23                                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |       4403 | NC      | $33507679.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 5YR FUT FVH3 03-31-23                                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      16596 | NC      | $-2188646.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 2YR FUT TUH3 03-31-23                                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3233 | NC      | $1873135.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                              | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51                                             | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     968000 | PA      | $638208.21     | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6435888.00    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.3% 09-15-51                                          | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3856000 | PA      | $2825827.18    | 0.02%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                                             | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2153533.20    | 0.01%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10482000 | PA      | $8414792.37    | 0.05%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                          | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                               | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    9565000 | PA      | $8332836.70    | 0.05%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                                | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    6570000 | PA      | $6386263.38    | 0.04%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                   | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1485477.47    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $12746431.50   | 0.08%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.972% 07-21-52/51                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $5188169.25    | 0.03%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    4180000 | PA      | $3870429.20    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                          | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7975000 | PA      | $6515511.20    | 0.04%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5996000 | PA      | $4325640.32    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1103791.39    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 6.99% 02-20-32                                          | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |    3618000 | PA      | $2589449.63    | 0.02%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 6.99% 02-20-32                                      | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   13676000 | PA      | $9788090.99    | 0.06%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                 | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                                               | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    3341000 | PA      | $2999092.08    | 0.02%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                                 | BANK OF NOVA SCOTIA SR UNSEC 2.45% 02-02-32                                                      | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   18471000 | PA      | $14904804.03   | 0.09%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                            | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32                                          | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20904025.00   | 0.13%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                          | BANK OF MONTREAL SR UNSEC 2.65% 03-08-27                                                         | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   30000000 | PA      | $27443460.00   | 0.17%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.875% 03-15-32                                         | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17382740.00   | 0.11%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 3.85% 03-15-52                                          | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16047340.00   | 0.10%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                                        | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13350015.00   | 0.08%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                               | STACR 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42                                                | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3344000 | PA      | $3416999.52    | 0.02%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                               | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                                | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1389131 | PA      | $1391728.37    | 0.01%             | 2042-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_17-SFR2                                                         | TAH 17-SFR2 E 144A 4.216% 01-17-36/01-22-24                                                      | CUSIP: 89613FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5352297.50    | 0.03%             | 2036-01-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                         | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3936462.75    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27                                             | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $8154092.25    | 0.05%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.5 UMBS TBA 12-01-52                                                                       | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | -352547000 | PA      | $-339295463.36 | -2.15%            | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.5 UMBS TBA 01-01-53                                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27157 | PA      | $26140.49      | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                              | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5445745.43    | 0.03%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                         | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2014938.71    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.0 UMBS TBA 01-01-53                                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10339394 | PA      | $10189824.33   | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.0 UMBS TBA 01-01-53                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     791000 | PA      | $741935.85     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   74960606 | PA      | $73864532.02   | 0.47%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     800000 | PA      | $750565.60     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7731000 | PA      | $6807887.68    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                  | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    8938000 | PA      | $7123478.74    | 0.05%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11                                             | WFRBS 13-C11 B FRN 03-15-45                                                                      | CUSIP: 92937EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     380000 | PA      | $373552.16     | 0.00%             | 2045-03-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                             | WFRBS 14-C22 B FRN 09-15-57/09-17-24                                                             | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1862344.00    | 0.01%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                  | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $4300875.56    | 0.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19566000.00   | 0.12%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                                        | WFCM 15-LC22 C FRN 09-15-58                                                                      | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3598632.00    | 0.02%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                                        | WFCM 16-NXS5 B FRN 01-15-59/01-16-26                                                             | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |    2745000 | PA      | $2454331.95    | 0.02%             | 2059-01-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17544000 | PA      | $16707940.68   | 0.11%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                   | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                                 | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9390460.00    | 0.06%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                                         | WFCM 17-C40 C FRN 10-15-50/09-17-27                                                              | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3387840.00    | 0.02%             | 2050-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                                         | WFCM 18-C46 B 4.633% 08-15-51                                                                    | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1451000 | PA      | $1281587.04    | 0.01%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                 | BALL CORP SR UNSEC 6.875% 03-15-28                                                               | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   10635000 | PA      | $10937778.45   | 0.07%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                           | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1886618.00    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C48                                         | WFCMT 18-C48 B FRN 01-15-52/12-15-28                                                             | CUSIP: 95001RBB4<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-CBDO         | CORP              | US        |     365000 | PA      | $325371.22     | 0.00%             | 2052-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                               | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                                  | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4528000 | PA      | $4524010.83    | 0.03%             | 2027-11-15      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37                                                       | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     523000 | PA      | $478484.33     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                        | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     356000 | PA      | $320131.93     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                                | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $3250378.94    | 0.02%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 2.4% 02-15-30                                                                  | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $1892659.26    | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 5.25% 07-01-23                                                              | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     636145 | PA      | $636235.97     | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25                                                     | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   19120000 | PA      | $16480197.20   | 0.10%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1902340.00    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.05% 03-05-30                                              | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1643436.00    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.5% 08-01-51                                                | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2829000 | PA      | $2145380.64    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 4.412% 03-31-31/30                                                        | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3268204.55    | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 3.8% 04-15-50                                                                  | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     546000 | PA      | $426553.76     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                     | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10225000 | PA      | $7957258.60    | 0.05%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 3.106% 04-08-26/25                                                        | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4145006.25    | 0.03%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                            | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1181000 | PA      | $853420.13     | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 2.236% 05-11-30                                                            | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2827004.88    | 0.02%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                             | CAESARS RESORT COLLECTION LLC 144A LIFE SR SEC 1ST LIEN 5.75% 07-01-25                           | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2651890.03    | 0.02%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                                    | US DEPT OF VETERANS OH SF 4.425% 05-01-31                                                        | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   48665000 | PA      | $41084258.29   | 0.26%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO 16A SF 7.0% 12-01-44                                                           | CUSIP: 167505QY5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     100000 | PA      | $105938.20     | 0.00%             | 2044-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO (144A/QIB) 17A SF 7.0% 12-01-46                                                | CUSIP: 167505RM0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    1780000 | PA      | $1929817.26    | 0.01%             | 2046-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39                                             | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    2645000 | PA      | $2264487.66    | 0.01%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40                                                 | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     960000 | PA      | $825199.68     | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29                                                        | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     555000 | PA      | $521883.15     | 0.00%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                                | FL ST BRD OF ADMIN TAXABLE 20A 2.154% 07-01-30                                                   | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   14910000 | PA      | $12224902.83   | 0.08%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                                | FL ST BRD OF ADMIN TAXABLE 20A 1.258% 07-01-25                                                   | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   15075000 | PA      | $13847804.55   | 0.09%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                                   | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.487% 06-01-36                            | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4470000 | PA      | $3573300.12    | 0.02%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                                   | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.714% 06-01-41                            | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6710000 | PA      | $5042611.97    | 0.03%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                                   | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B-1 1.85% 06-01-31                                | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1705000 | PA      | $1681261.29    | 0.01%             | 2031-06-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23                                                 | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     365455 | PA      | $365674.54     | 0.00%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)                          | METRO PIER/EXPO IL SF CAB AGM 0.0% 12-15-56                                                      | CUSIP: 592250DD3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   13690000 | PA      | $2481764.27    | 0.02%             | 2056-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)                          | METRO PIER/EXPO IL SALES TAX 20C 3.955% 12-15-26                                                 | CUSIP: 592250DX9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    6385000 | PA      | $5995866.18    | 0.04%             | 2026-12-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                                 | NJ EDA LEASE REVENUE TAXABLE NATL 97A SF 7.425% 02-15-29                                         | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     987000 | PA      | $1063696.81    | 0.01%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                                        | WI PFA COPS TAXABLE SF 0.0% 12-17-61                                                             | CUSIP: 74446UAB6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   11375000 | PA      | $11375000.00   | 0.07%             | 2061-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO CABS 21A SF 0.0% 07-01-33                                                           | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1473414 | PA      | $798908.65     | 0.01%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO CABS 21A SF 0.0% 07-01-24                                                           | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     382300 | PA      | $354478.50     | 0.00%             | 2024-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 5.375% 07-01-25                                                             | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1275132 | PA      | $1285633.99    | 0.01%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 5.625% 07-01-27                                                             | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1263584 | PA      | $1288945.39    | 0.01%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 4.0% 07-01-46                                                               | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1248931 | PA      | $940152.79     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 4.0% 07-01-41                                                               | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1200913 | PA      | $943731.48     | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                           | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6455000 | PA      | $5454907.49    | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                             | COMMSCOPE INC 144A LIFE SR UNSEC 7.125% 07-01-28                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7881434.00    | 0.05%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 4.0% 07-01-35                                                               | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1029138 | PA      | $868558.51     | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 4.0% 07-01-37                                                               | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     883270 | PA      | $724833.44     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 4.0% 07-01-33                                                               | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1144927 | PA      | $995186.58     | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 5.625% 07-01-29                                                             | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1243082 | PA      | $1273999.94    | 0.01%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO 21A1 SF 5.75% 07-01-31                                                              | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1207394 | PA      | $1250916.93    | 0.01%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                                        | WI PFA TAXABLE SF 4.95% 03-01-34                                                                 | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   21990000 | PA      | $19544733.99   | 0.12%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                                  | PR CMWLTH GO CVI TAXABLE 0.0% 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    5406523 | PA      | $2372111.87    | 0.02%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP                                                      | COFINA PR CAB 18A1 SF 0.0% 07-01-46                                                              | CUSIP: 74529JQG3<br>LEI: 549300EIUFISISP8X671 | Long             | DBT              | MUN               | PR        |   50777000 | PA      | $12574517.83   | 0.08%             | 2046-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                                  | UNIV OF CA TAXABLE 20BG 0.883% 05-15-25                                                          | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4587690.00    | 0.03%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                                  | UNIV OF CA TAXABLE 20BG 1.316% 05-15-27                                                          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5400000 | PA      | $4661080.20    | 0.03%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                                  | UNIV OF CA TAXABLE 20BG 1.614% 05-15-30                                                          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6450000 | PA      | $5143339.65    | 0.03%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST ECONOMIC DEV FIN AUTH                                                       | NORTH PACIFIC PAPER WA 20B (144A/QIB) SF 9.0% 12-01-36                                           | CUSIP: 93975YAJ0<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |   26000000 | PA      | $24913200.00   | 0.16%             | 2036-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                       | BRL FWD SALE TO USD NDF 1/23/2023                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-245722.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | CLP FWD PUR FROM USD NDF 1/9/2023                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $4407568.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $10859400.00   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                      | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    1095000 | PA      | $1092119.06    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                       | CAD FWD PUR FROM USD 1/20/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $418705.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | COP FWD PUR FROM USD NDF 1/23/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-678943.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | COP FWD PUR FROM USD NDF 1/23/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1067357.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD PUR FROM USD 1/13/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $3826256.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | GBP FWD SALE TO USD 1/12/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $257.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | INR FWD SALE TO USD NDF 1/10/2023                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $25494.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD PUR FROM EUR 1/19/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $272806.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD PUR FROM USD 1/20/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $16307499.79   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD SALE TO USD 1/20/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $51803.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | KRW FWD SALE TO USD NDF 1/9/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-329617.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | MXN FWD SALE TO USD 1/13/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1537166.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | MXN FWD SALE TO EUR 1/19/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $15411.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | NZD FWD SALE TO USD 1/11/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $293412.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | SGD FWD SALE TO USD 1/11/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-50515.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | SEK FWD SALE TO USD 1/10/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $16149.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | ZAR FWD SALE TO USD 1/12/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-636831.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                           | CAPITAL GROUP CENTRAL CASH FUND                                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   16031948 | NS      | $1603034437.52 | 10.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                                     | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-17307919.15  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                                     | CDX NA HY S39 5Y 12-20-27 0.30 REC ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $-93159310.25  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| MYT HOLDING LLC                                                                           | MYT HOLDINGS LLC PFD SERIES A 10.0% 6-6-29                                                       | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     224416 | NS      | $235636.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RISKLESS ISSUER                                                                           | FSWP: IRS PAYFIX USD 1.867% 07-11-22/07-11-25 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $5234825.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $26211727.57   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 1.75% 08-21-30                                                          | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1474045.65    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $2979764.50    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                                       | NSLT 21-CA D 144A 4.44% 04-20-62                                                                 | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11333000 | PA      | $8949976.09    | 0.06%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                                     | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                             | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6343104 | PA      | $5341489.74    | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                                     | NAVTR 21-1 B 144A 3.571% 11-15-46/28                                                             | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4320790 | PA      | $3539517.97    | 0.02%             | 2046-11-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A A 144A 1.59% 05-17-27/24                                                              | CUSIP: 68236WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3712000 | PA      | $3397367.17    | 0.02%             | 2027-05-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A B 144A 2.28% 05-17-27/24                                                              | CUSIP: 68236WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4316000 | PA      | $3886989.60    | 0.02%             | 2027-05-17      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A D 144A 4.94% 05-17-27/24                                                              | CUSIP: 68236WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1190153.25    | 0.01%             | 2027-05-17      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A C 144A 2.97% 05-17-27/24                                                              | CUSIP: 68236WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1201574.25    | 0.01%             | 2027-05-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                             | OPTN 21-B B 144A 1.96% 05-08-31/05-01-24                                                         | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6202000 | PA      | $5363588.83    | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                             | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                                         | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3866000 | PA      | $3380159.78    | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-A                                                             | OPTN 22-A B 144A 5.25% 06-09-31                                                                  | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3196448.50    | 0.02%             | 2031-06-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE PRDGY_21-1                                                                | PRDGY 21-1A A 144A FRN (L+125) 07-25-51                                                          | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |    1363456 | PA      | $1318845.17    | 0.01%             | 2051-07-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                                 | PSTAT 22-5 A2 CLO 144A FRN (TSFR3M+265) 01-15-31                                                 | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3000000 | PA      | $2977683.00    | 0.02%             | 2031-01-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                                 | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                                                 | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   14233000 | PA      | $14152697.41   | 0.09%             | 2031-01-15      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                             | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                         | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     719000 | PA      | $697805.32     | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                             | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                        | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9246000 | PA      | $9029162.81    | 0.06%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                                     | PPMC 22-6 B CLO 144A FRN (TSFR3M+360) 01-20-31                                                   | CUSIP: 69377WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4200000 | PA      | $4183872.00    | 0.03%             | 2031-01-20      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_18-2A                                                        | ROCKT 18-2A B 144A FRN (L+180) 10-20-31                                                          | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-O            | CORP              | US        |    1265000 | PA      | $1219166.52    | 0.01%             | 2031-10-20      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                                       | RPM 22-3 B 144A 6.58% 11-25-30                                                                   | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7760000 | PA      | $7249477.36    | 0.05%             | 2030-11-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                                       | RPM 22-3 A 144A 5.38% 11-25-30                                                                   | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15335545 | PA      | $14951757.66   | 0.09%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                             | SPSS 21-1 A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3697275 | PA      | $3362723.32    | 0.02%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON CLO LTD SHACK_13-4RA                                                           | SHACK 13-4RA A2A 144A FRN (L+160) 04-13-31                                                       | CUSIP: 81882HAC9<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1934266.00    | 0.01%             | 2031-04-13      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                          | SALTT 21-1A B 144A 3.821% 02-28-33/01-18-28                                                      | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8626922 | PA      | $7450632.78    | 0.05%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                          | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                     | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     954279 | PA      | $850150.14     | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                           | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                       | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14108107 | PA      | $11914494.04   | 0.08%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                           | STELR 21-1 B 144A 5.926% 10-15-41/03-15-28                                                       | CUSIP: 858558AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19885740 | PA      | $16397124.97   | 0.10%             | 2041-10-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                                 | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                        | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3012880 | PA      | $2613808.84    | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                         | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                       | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    6902024 | PA      | $5548405.63    | 0.04%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40                                                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $784198.49     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50                                                     | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     893000 | PA      | $640831.09     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-A                                                 | SMB 22-A D 144A 4.75% 11-16-54                                                                   | CUSIP: 78450FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5209000 | PA      | $4732277.53    | 0.03%             | 2054-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-1                                                                | STRAS 22-1A B CLO 144A FRN (TSFR3M+235) 07-20-30                                                 | CUSIP: 86317WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   21360000 | PA      | $21237393.60   | 0.13%             | 2030-07-20      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                                         | SDART 22-4 B 4.42% 11-15-27/09-15-25                                                             | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550000 | PA      | $1500830.90    | 0.01%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                         | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                        | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21364995 | PA      | $20925580.88   | 0.13%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                         | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                              | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2933592 | PA      | $2765807.93    | 0.02%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                         | SDART 22-5 B 4.43% 03-15-27/04-15-25                                                             | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3288000 | PA      | $3199345.66    | 0.02%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                    | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1470841.50    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                    | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.5% 02-01-26                                          | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1739295.00    | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIGNA CORP                                                                                | CIGNA CORP SR UNSEC 2.375% 03-15-31                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1713000 | PA      | $1406124.62    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                            | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                                     | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    6975000 | PA      | $5389938.23    | 0.03%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                         | SDART 22-5 C 4.74% 10-15-28/02-17-26                                                             | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4522000 | PA      | $4375139.01    | 0.03%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                         | SDART 22-6 B 4.72% 06-15-27/07-15-25                                                             | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1098000 | PA      | $1070730.07    | 0.01%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                         | SDART 22-6 C 4.96% 11-15-28/04-15-26                                                             | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1072000 | PA      | $1037692.78    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-D                                                 | SMB 22-D D 144A 7.23% 10-15-58                                                                   | CUSIP: 78454XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2950590.00    | 0.02%             | 2058-10-15      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                                    | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                         | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $4525440.48    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                           | CONSOLIDATED COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.0% 10-01-28                          | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2068547.60    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                                | STRAS 22-3 B CLO 144A FRN (TSFR3M+305) 10-20-31                                                  | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3500000 | PA      | $3490830.00    | 0.02%             | 2031-10-20      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-B                                                 | SMB 22-B D 144A 5.95% 02-16-55                                                                   | CUSIP: 83206NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4661410.00    | 0.03%             | 2055-02-16      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                                            | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15634000 | PA      | $15666284.21   | 0.10%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 C 6.69% 03-17-31/11-16-26                                                             | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7605000 | PA      | $7764111.81    | 0.05%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 B 5.95% 01-17-28/01-15-26                                                             | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3626000 | PA      | $3664214.41    | 0.02%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 A3 5.75% 04-15-27/25                                                                  | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6685000 | PA      | $6726473.74    | 0.04%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A                                  | SCART 20-A C 144A 3.71% 02-17-26/12-15-23                                                        | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8130000 | PA      | $8064626.67    | 0.05%             | 2026-02-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A                                  | SCART 20-A B 144A 2.26% 12-15-25/06-15-23                                                        | CUSIP: 80281MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2313487 | PA      | $2307335.14    | 0.01%             | 2025-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                              | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7638819 | PA      | $6826743.69    | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                              | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     706269 | PA      | $584061.25     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                                | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                       | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3424347 | PA      | $3038813.03    | 0.02%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                                | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                                       | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     939914 | PA      | $841642.93     | 0.01%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-4                                         | SDART 20-4 D 1.48% 01-15-27                                                                      | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $14317395.00   | 0.09%             | 2027-01-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                         | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                        | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12743537 | PA      | $11036412.97   | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP                                                                              | CROWNROCK LP 144A LIFE SR UNSEC 5.0% 05-01-29                                                    | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6326922.00    | 0.04%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                   | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                       | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $1960821.50    | 0.01%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                                       | TPMT 19-2 M1 144A FRN 12-25-58                                                                   | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2046122.55    | 0.01%             | 2058-12-26      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                                       | TPMT 19-2 B1 144A FRN 12-25-58                                                                   | CUSIP: 89177JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3387957 | PA      | $2482112.16    | 0.02%             | 2058-12-25      | Variable      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7875000 | PA      | $6057804.38    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 2.561% 05-01-32/31                                                        | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12513000 | PA      | $9908406.54    | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                                       | TPMT 17-2 B2 144A FRN 04-25-57                                                                   | CUSIP: 89173HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1749628.00    | 0.01%             | 2057-04-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                                       | TPMT 15-3 B1 144A FRN 03-25-54/04-25-29                                                          | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2879799.00    | 0.02%             | 2054-03-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                                         | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                             | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    4075000 | PA      | $3277318.75    | 0.02%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                                           | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                        | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4752578.32    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                                       | TPMT 17-4 B1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $794534.00     | 0.01%             | 2057-06-25      | Variable      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                             | TMCL 20-1A B 144A 4.94% 08-21-45/05-21-29                                                        | CUSIP: 88315LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3038243 | PA      | $2855237.03    | 0.02%             | 2045-08-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                                     | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                          | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1116075 | PA      | $956932.75     | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                                     | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                                          | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4014635 | PA      | $3478191.44    | 0.02%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                    | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $2595915.00    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                             | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                            | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $10758930.00   | 0.07%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                             | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   24165000 | PA      | $20442865.05   | 0.13%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8990960.00    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3226272.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2829749.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                            | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $5183230.50    | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 2.65% 08-15-52                                               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $1765781.91    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.045% 03-24-21/03-24-23 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-335625.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.35% 03-24-21/03-24-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1242064.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8725000 | PA      | $6456500.00    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                           | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28                        | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2190629.40    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                              | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                                        | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |    2799664 | PA      | $2438227.06    | 0.02%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                                       | TPMT 20-4 M1 144A 2.875% 10-25-60/01-25-34                                                       | CUSIP: 89179JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     105000 | PA      | $80192.60      | 0.00%             | 2060-10-25      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2002285.73    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                           | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $5987870.00    | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 1.8875% 06-07-21/06-07-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-446120.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.22% 06-07-21/06-07-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $858445.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                         | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                              | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42939000 | PA      | $36360659.32   | 0.23%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                                                   | VOYA 16-3A A3R 144A FRN 10-18-31                                                                 | CUSIP: 92915HAQ6<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1687458.50    | 0.01%             | 2031-10-18      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 1.89% 07-06-21/07-06-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1233178.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 1.56% 07-06-21/07-06-23 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-695166.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 1.615% 08-18-21/08-18-23 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1555615.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 1.87% 08-18-21/08-18-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $2249513.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                                          | WLAKE 22-2A D 144A 5.48% 09-15-27                                                                | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3125000 | PA      | $2986137.50    | 0.02%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                          | WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25                                                        | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1606000 | PA      | $1602161.66    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.57% 11-18-21/11-18-31 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $1056367.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.42% 11-18-21/11-18-23 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1165255.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                          | WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25                                                        | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2102003.10    | 0.01%             | 2027-12-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG WD COCO PRP 144A LIFE SUB (H) 4.375% 12-31-49/02-10-31                              | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5375000 | PA      | $4097142.13    | 0.03%             | 2049-12-31      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                             | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $5920844.52    | 0.04%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                  | JACOBS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.75% 02-15-29                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $4795353.96    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.679% 04-14-20/04-14-30 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $365981.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.91% 02-01-23/02-01-28 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-931803.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.9625% 02-01-28/02-01-38 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $573668.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.908% 02-01-23/02-01-28 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-933508.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.963% 02-01-28/02-01-38 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $578299.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.986% 02-01-28/02-01-38 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $447868.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                       | NCL CORP LTD 144A LIFE SR UNSEC 7.75% 02-15-29                                                   | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $3678739.20    | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                         | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                             | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $5874277.50    | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.925% 02-01-23/02-01-28 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-736159.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX USD 2.92% 02-02-23/02-02-28 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-700363.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.586% 04-26-33/32                                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1222075.76    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                              | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 8.5% 12-11-24                             | CUSIP: 91349WAB4<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |    5500000 | PA      | $5137550.00    | 0.03%             | 2024-12-11      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 2.967% 02-02-28/02-02-38 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $445059.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 3.09009% 10-31-18/10-31-23 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $934539.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.23% 04-03-20/03-28-25 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3734661.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX MXN 6.95% 04-03-20/03-22-30 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $3097084.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                       | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                           | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   46125000 | PA      | $22274316.00   | 0.14%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                                 | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5739000 | PA      | $4259101.29    | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX EUR 0.0897% 06-04-20/06-04-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $8228388.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-49374787.75  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX EUR 0.006% 12-03-20/12-03-50 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $39431552.90   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-49282355.60  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 2.85% 12-15-51                                                   | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    8089000 | PA      | $5383625.86    | 0.03%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                                    | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                          | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4057830.30    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX EUR 0.0175% 12-03-20/12-03-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $39255954.83   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX EUR 0.068% 01-15-21/01-15-51 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $20761353.77   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                              | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5763000 | PA      | $4788476.70    | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   14207000 | PA      | $10770923.39   | 0.07%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 1.1655% 03-04-21/03-04-28 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $26267323.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.395% 03-12-21/03-06-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6848920.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.39% 03-12-21/03-06-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2041735.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.43% 03-16-21/03-10-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3428775.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                              | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    4193000 | PA      | $3498865.62    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   10835000 | PA      | $6679647.48    | 0.04%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.4167% 03-17-21/03-11-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-4068928.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.455% 03-17-21/03-11-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1316428.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.6275% 03-18-21/03-12-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2485323.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.55% 03-18-21/03-12-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1257752.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.5% 03-18-21/03-12-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1683561.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.62% 03-19-21/03-13-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1899742.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $5809356.50    | 0.04%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1569599.64    | 0.01%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.63% 03-19-21/03-13-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1259583.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 5.6412% 03-19-21/03-13-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2839647.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.03% 03-25-21/03-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5698007.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.05% 03-25-21/03-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1242798.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.08% 03-25-21/03-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1254205.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.105% 03-25-21/03-19-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1167155.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9192204.00    | 0.06%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 2.5% 02-10-41                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $7962588.00    | 0.05%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 4.75% 04-15-43                                                              | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   11335000 | PA      | $8572377.13    | 0.05%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                         | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3477535.20    | 0.02%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.17% 03-25-21/03-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1191850.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.2% 03-25-21/03-19-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1167281.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48                                        | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $4636909.52    | 0.03%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49                                                         | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4889000 | PA      | $4370057.10    | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.08% 03-26-21/03-20-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1213908.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.35% 06-18-21/06-12-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1743089.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.42% 06-21-21/06-15-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3420939.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.435% 06-21-21/06-15-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2292311.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   16554000 | PA      | $11206114.42   | 0.07%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                               | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4084480.90    | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.3967% 06-21-21/06-15-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1741671.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.49% 06-22-21/06-16-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1108654.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 4.35% 03-01-29                                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1191346.25    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 4.25% 01-15-30                                                              | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     495000 | PA      | $438907.59     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.55% 06-23-21/06-17-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2461131.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.5375% 06-23-21/06-17-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-816994.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 5.35% 07-01-49                                                              | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     350000 | PA      | $283384.85     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AG MERGER SUB II INC                                                                      | ADVISOR GROUP HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                    | CUSIP: 00791GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2534432.50    | 0.02%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.47% 06-23-21/06-17-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-830674.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.5% 06-23-21/06-17-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-803714.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                              | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2703030.00    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                                | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                           | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2301337.50    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.5% 06-24-21/06-18-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1607282.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.55% 06-24-21/06-18-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-796510.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                              | AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50                                                  | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     725000 | PA      | $556557.13     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25                                    | CUSIP: 034863AV2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     919000 | PA      | $909656.53     | 0.01%             | 2025-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16254900.00   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8085000 | PA      | $6545478.56    | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.65% 06-25-21/06-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1029073.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.69% 06-25-21/06-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2023770.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.715% 06-25-21/06-19-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1496036.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.71% 06-25-21/06-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1003025.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL AMERICA BOTTLING CORP                                                             | CENTRAL AMERICAN BOTTLING CORP 144A LIFE SR UNSEC 5.25% 04-27-29                                 | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | GT        |    6575000 | PA      | $6142595.13    | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                          | CSN RESOURCES SA REG S SR UNSEC 5.875% 04-08-32                                                  | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |     760000 | PA      | $637011.48     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-813289.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.633% 07-01-21/06-25-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2249760.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                             | CME GROUP INC SR UNSEC 2.65% 03-15-32                                                            | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21010325.00   | 0.13%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                                   | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                                      | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   17775000 | PA      | $16230565.80   | 0.10%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.6175% 07-01-21/06-25-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2177521.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.585% 07-01-21/06-25-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-676728.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                                            | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7945000 | PA      | $7252791.88    | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                             | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9251000 | PA      | $8104949.12    | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.59% 07-01-21/06-25-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-513978.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.58% 07-01-21/06-25-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-554287.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 6.63% 07-02-21/06-26-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2309549.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.234974% 08-20-21/08-20-23 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-17540466.39  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.625% 04-01-30                                    | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $5971050.00    | 0.04%             | 2030-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                              | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.8% 05-15-50                                            | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $921712.94     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.2475% 08-20-21/08-20-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2051917.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.2375% 08-26-21/08-26-23 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6755267.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                              | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30                                           | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    2046000 | PA      | $1717418.54    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                             | AIA GROUP LTD REG S SR UNSEC 3.375% 04-07-30                                                     | CUSIP: 00131MAJ2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   10000000 | PA      | $8809370.00    | 0.06%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                                             | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   17189000 | PA      | $13707763.40   | 0.09%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                                            | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2141304.41    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.264% 08-27-21/08-27-23 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16764726.83  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.26% 08-30-21/08-30-23 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2793011.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1572000 | PA      | $1347207.14    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                                | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                                     | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2740812.00    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.28% 08-31-21/08-31-23 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2791372.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX NZD 1.3% 09-03-21/09-03-23 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3112558.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                       | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $5268515.20    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 2.25% 02-01-32                                                                 | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3932085.00    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.135% 10-01-21/09-25-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2169901.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.1% 10-01-21/09-25-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3095974.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                                | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.75% 07-15-27                                     | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $4838867.70    | 0.03%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 4.625% 11-15-25                                                             | CUSIP: 037411BH7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $5216182.73    | 0.03%             | 2025-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.065% 10-04-21/09-28-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1804487.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.19% 10-05-21/09-29-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-842571.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.3023% 10-06-21/09-30-26 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1027947.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1600340.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                                        | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30                  | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    2850000 | PA      | $2482478.25    | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                              | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $4820018.70    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.3% 10-07-21/10-01-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-395443.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-344309.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.52% 10-25-21/10-19-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-343912.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.55% 10-29-21/10-23-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1004488.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                       | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    9355000 | PA      | $8393100.19    | 0.05%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 2.6% 11-21-24                                                                | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3461882.46    | 0.02%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.64% 11-03-21/10-28-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-651149.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.39% 11-05-21/10-30-26 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-761357.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                 | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    6096000 | PA      | $5883871.39    | 0.04%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                 | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   11513000 | PA      | $11229665.07   | 0.07%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.335% 11-12-21/11-06-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1170634.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.2% 11-12-21/11-06-26 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1710159.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 7.335% 12-02-21/11-26-26 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-519570.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX EUR 0.702% 03-03-22/03-03-52 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-15305217.45  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX EUR 0.672% 03-03-22/03-03-52 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-15554792.86  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX EUR 0.649% 03-03-22/03-03-52 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-18581643.24  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3777000 | PA      | $3547785.20    | 0.02%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                                                  | CALLON PETROLEUM CO 144A LIFE SR UNSEC 7.5% 06-15-30                                             | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $6418681.50    | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.5225% 07-28-22/07-22-27 CME                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-614697.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.525% 07-28-22/07-22-27 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-304964.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                                            | CENTRAL PARENT INC 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-29                                      | CUSIP: 15477CAA3<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |   14175000 | PA      | $13882952.48   | 0.09%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                                | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5148000 | PA      | $4705328.63    | 0.03%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.565% 07-28-22/07-22-27 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-266802.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.33% 07-29-22/07-23-27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-731469.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                            | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    3079000 | PA      | $2955439.73    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14875000 | PA      | $15392754.13   | 0.10%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.32% 08-04-22/07-29-27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-504043.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.31% 08-08-22/08-02-27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-770972.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5300000 | PA      | $5441245.00    | 0.03%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 8.0% 04-20-33                                                                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    8365000 | PA      | $8400526.16    | 0.05%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.225% 08-10-22/08-04-27 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-595815.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.185% 08-11-22/08-05-27 CME                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-615433.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                            | DANSKE BANK A/S 144A LIFE SR NON PREF 3.875% 09-12-23                                            | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4600000 | PA      | $4543576.40    | 0.03%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 5.55% 11-30-48                                                      | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1694514.60    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.5% 08-22-22/08-16-27 CME                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-328545.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS RECFIX MXN 8.86% 08-31-22/08-25-27 CME                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $40530.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 2.10125% 01-12-18/01-12-23 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-30232.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                       | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 9.375% 07-15-25                                    | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   20424000 | PA      | $13922530.20   | 0.09%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24/23                                                  | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1927365.51    | 0.01%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                                  | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9425000 | PA      | $8324273.10    | 0.05%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                          | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                              | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8322676.25    | 0.05%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                      | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $6548151.65    | 0.04%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                        | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   19871000 | PA      | $15455405.48   | 0.10%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1090827.46    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                  | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3768656.25    | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 3.65% 03-01-52                                                   | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4475834.50    | 0.03%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32                                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $8198452.20    | 0.05%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                            | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                         | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   12525000 | PA      | $11535236.93   | 0.07%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8034840.00    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                                        | CP ATLAS BUYER INC 144A LIFE SR UNSEC 7.0% 12-01-28                                              | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     950000 | PA      | $706804.75     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                                       | AFFINITY GAMING 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-27                                        | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2547267.00    | 0.02%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                                          | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9080000 | PA      | $5721035.60    | 0.04%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.375% 02-08-41                                                               | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12110000 | PA      | $8607291.49    | 0.05%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                   | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52                                           | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $3051403.80    | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                         | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                      | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10125000 | PA      | $10440393.75   | 0.07%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.65% 02-08-51                                                                | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12110000 | PA      | $8044479.24    | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                                | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                    | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3452658.17    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                               | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                               | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4536668.20    | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 6.125% 12-15-45                                                      | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1087887.06    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                               | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 5.875% 10-15-25                                             | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157572.38     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                                 | EMERA INC SUB (H) 6.75% 06-15-76/26                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $337389.50     | 0.00%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                               | EMBARQ CORP SR UNSEC 7.995% 06-01-36                                                             | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $584006.25     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 5.3% 04-15-47                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     647000 | PA      | $541471.71     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC                                                  | ENDO DAC 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-24                                               | CUSIP: 29273DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     625000 | PA      | $496875.00     | 0.00%             | 2024-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 3.9% 10-01-27                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2313412.50    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2012386.99    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 6.0% 06-15-48                                                        | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     352000 | PA      | $318946.50     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 6.25% 04-15-49                                                       | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $934688.00     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                                                    | PAR PHARMACEUTICAL INC 144A LIFE SR SEC 1ST LIEN 7.5% 04-01-27                                   | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2286300.00    | 0.01%             | 2027-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.625% 11-18-24                                                             | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2226000 | PA      | $2121393.58    | 0.01%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                               | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     883000 | PA      | $808268.18     | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     798000 | PA      | $696339.59     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 2.9% 05-15-25                                                        | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3201000 | PA      | $3017342.63    | 0.02%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4584000 | PA      | $3742350.10    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                                    | AMERISOURCEBERGEN CORP SR UNSEC 2.7% 03-15-31                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $7700754.50    | 0.05%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 3.75% 05-15-30                                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6403000 | PA      | $5660200.78    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 6.125% 02-01-25                                                                | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2007960.00    | 0.01%             | 2025-02-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                                        | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                            | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    3605000 | PA      | $2927415.02    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP                                 | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1392319.90    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40                                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1085073.60    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                                     | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418356.40     | 0.00%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL              | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4720000 | PA      | $3907216.00    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                                                                   | AI CANDELARIA SPAIN SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                               | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    2990000 | PA      | $2278619.20    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $931511.95     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENDO DAC                                                                                  | ENDO DAC 144A LIFE SR UNSEC 6.0% 06-30-28                                                        | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4300000 | PA      | $236500.00     | 0.00%             | 2028-06-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 1.0% 05-12-26                                                            | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17737540.00   | 0.11%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 2.1% 05-12-31                                                            | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16383860.00   | 0.10%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.0% 07-01-25                                       | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6960362.40    | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27                                       | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3466150.00    | 0.02%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.1% 05-12-51                                                            | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7172000.00    | 0.05%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                   | ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51                                                   | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5758000 | PA      | $4043699.45    | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.25% 07-01-25                               | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2721508.27    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                         | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                                         | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1697000 | PA      | $1119461.69    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                   | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                  | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2623469.70    | 0.02%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                            | AES CORP/THE SR UNSEC 2.45% 01-15-31                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5983957.50    | 0.04%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 5.0% 01-15-29                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     980000 | PA      | $923334.44     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29                                       | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2149769.34    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 3.5% 09-15-53                                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22215000 | PA      | $15093648.53   | 0.10%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                                        | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    6752000 | PA      | $5733886.18    | 0.04%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 01-15-31                                      | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2335446.75    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                               | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 4.5% 03-30-24                        | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    2395000 | PA      | $2316563.75    | 0.01%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                                        | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   12879000 | PA      | $10433007.44   | 0.07%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.85% 10-29-41                                               | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   12312000 | PA      | $8748045.36    | 0.06%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                               | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31                      | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    2765000 | PA      | $2424559.38    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE COMPANY I SARL                                                    | ENDO LUXEMBOURG FINANCE CO I SARL 144A LIFE SR SEC 1ST LIEN 6.125% 04-01-29                      | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |    2725000 | PA      | $2072291.65    | 0.01%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   22152000 | PA      | $17371753.46   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                               | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2417544.30    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-49/02-15-28                             | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2014875.00    | 0.01%             | 2049-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.0% 05-15-28                                                               | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4031194.77    | 0.03%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                               | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $2879880.00    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                             | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                          | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   13130000 | PA      | $8728600.79    | 0.06%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                               | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    8771000 | PA      | $7068908.51    | 0.04%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                               | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $2996264.28    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 3.0% 02-22-29                                                                 | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     600000 | PA      | $532515.60     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                            | AUTONATION INC SR UNSEC 3.85% 03-01-32                                                           | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12009480.00   | 0.08%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                | ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $9038905.15    | 0.06%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27                                                      | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   24375000 | PA      | $22209890.63   | 0.14%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 4.05% 03-15-32                                                      | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4308000 | PA      | $3853846.33    | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                                       | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                                  | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    5873511 | PA      | $4473535.90    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 4.05% 05-03-29                                                      | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14316480.00   | 0.09%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32                                                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9476420.00    | 0.06%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 3.35% 08-08-32                                                                | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16394850.00   | 0.10%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 3.95% 08-08-52                                                                | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $5056777.75    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                       | ASHTEAD CAPITAL INC 144A LIFE SR UNSEC 5.5% 08-11-32                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9593950.00    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                                | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                              | CUSIP: 00840KAA7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4231900.00    | 0.03%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                             | ALABAMA POWER CO SR UNSEC 3.94% 09-01-32                                                         | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13821405.00   | 0.09%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                                       | ALLEGIANT TRAVEL CO 144A LIFE SR SEC 1ST LIEN 7.25% 08-15-27                                     | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    4906000 | PA      | $4673367.29    | 0.03%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.05% 08-18-29                                                                | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16075000 | PA      | $15058256.25   | 0.10%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12995584.00   | 0.08%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.875% 03-01-53                                                               | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $4439630.30    | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                         | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1221067.58    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                                         | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $819800.10     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27                                                | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2916108.00    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.6% 05-01-34                                                                 | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $5184666.80    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                        | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     941000 | PA      | $685223.03     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                                | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   15000000 | PA      | $12567390.00   | 0.08%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM SA                                                                                | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 5.875% 01-31-50                                | CUSIP: 10554TAE5<br>LEI: 549300RPMQUFGBB7EY44 | Long             | DBT              | CORP              | BR        |    2700000 | PA      | $2096458.20    | 0.01%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29                                          | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |   13000000 | PA      | $10284573.00   | 0.07%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25                                              | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5190088.60    | 0.03%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                      | BOOKING HOLDINGS INC SR UNSEC 4.625% 04-13-30                                                    | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3872940.00    | 0.02%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO 144A LIFE SR UNSEC 5.375% 04-17-25 | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    5250000 | PA      | $5206425.00    | 0.03%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.705% 05-01-40                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3831404.00    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 4.875% 05-01-25                                                               | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     162000 | PA      | $160905.37     | 0.00%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.15% 05-01-30                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   22866000 | PA      | $22365051.67   | 0.14%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                                       | BOXER PARENT CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 10-02-25                                    | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2698234.84    | 0.02%             | 2025-10-02      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                      | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                          | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4293639.00    | 0.03%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                          | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                         | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2145532.00    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                 | BALL CORP SR UNSEC 2.875% 08-15-30                                                               | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $11250882.30   | 0.07%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                             | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5727864.00    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                   | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 3.875% 09-01-28                                       | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2294789.81    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                                 | BLACK KNIGHT INFOSERV LLC 144A LIFE SR UNSEC 3.625% 09-01-28                                     | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $3767100.00    | 0.02%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.734% 09-25-40                                                        | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $1801298.40    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                                        | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3912625.00    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.831% 10-24-51/50                                                 | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4861000 | PA      | $3000364.75    | 0.02%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                 | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $8733779.40    | 0.06%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                             | BANNER HEALTH SR UNSEC 2.913% 01-01-51                                                           | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6633720.00    | 0.04%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.625% 02-01-31                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7848000 | PA      | $6895707.98    | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                               | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 02-15-29                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    5100000 | PA      | $2450998.80    | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 2.45% 02-15-31                                                        | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8307000 | PA      | $6562147.88    | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 2.6% 02-15-33                                                         | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $6440381.55    | 0.04%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.75% 02-15-51                                                        | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3441000 | PA      | $2390397.32    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.5% 02-15-41                                                         | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6686000 | PA      | $4771504.02    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                             | BAYLOR SCOTT & WHITE HOLDINGS 0.827% 11-15-25                                                    | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    5463000 | PA      | $4832864.80    | 0.03%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                             | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30                                           | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   19087000 | PA      | $14790153.65   | 0.09%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP 144A LIFE SR UNSEC 3.625% 05-15-31                                                      | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $2559376.22    | 0.02%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-49/11-15-26                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2848000 | PA      | $2456400.00    | 0.02%             | 2049-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERI HOLDINGS INC                                                                        | EVERI HOLDINGS INC 144A LIFE SR UNSEC 5.0% 07-15-29                                              | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4946535.25    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-49/03-15-27                                          | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8384500.00    | 0.05%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 3.0% 01-30-30                                                                    | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5422000 | PA      | $4163217.64    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF SR UNSEC 3.125% 04-15-31                                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3297000 | PA      | $2458619.06    | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD USD CHILE 3.1% 01-22-61                                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   21959000 | PA      | $13753865.94   | 0.09%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 4.34% 03-07-42                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3565000 | PA      | $3025405.17    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 5.0% 06-15-45                                                                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7341000 | PA      | $5021655.10    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 5.875% 01-30-60                                                     | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     465000 | PA      | $342784.05     | 0.00%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF SR UNSEC REG S 8.15% 11-20-59                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   24000000 | PA      | $15779496.00   | 0.10%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA GOVT BOND GHS 19.0% 11-02-26                                                               | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |  100000000 | PA      | $5462421.57    | 0.03%             | 2026-11-02      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                           | GREECE GOVT BOND EUR 144A LIFE/REG S 3.375% 02-15-25                                             | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    1480000 | PA      | $1584346.79    | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GREECE REPUBLIC OF (GOVERNMENT)                                                           | GREECE GOVT BOND EUR 144A LIFE/REG S 3.45% 04-02-24                                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    1220000 | PA      | $1308893.91    | 0.01%             | 2024-04-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA REP OF GHS 18.85% 09-28-23                                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   70000000 | PA      | $6033917.65    | 0.04%             | 2023-09-28      | Fixed         | 18.85%                | No            |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                                       | GHANA GOVT BOND GHS 20.75% 01-16-23                                                              | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   40000000 | PA      | $3919854.90    | 0.02%             | 2023-01-16      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                                            | GABON REPUBLIC 144A LIFE SF 7.0% 11-24-31                                                        | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   10000000 | PA      | $8224000.00    | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                                       | INDIA GOVT INR 7.61% 05-09-30                                                                    | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |  367000000 | PA      | $4519072.89    | 0.03%             | 2030-05-09      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                                       | INDIA GOVT INR 7.88% 03-19-30                                                                    | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |  333000000 | PA      | $4151934.00    | 0.03%             | 2030-03-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                                     | JAPAN GVT I/L 20 JPY 0.1% 03-10-25                                                               | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  528000000 | PA      | $4131789.09    | 0.03%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | BONOS MEXICAN MXN 7.5% 06-03-27                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $2905211.30    | 0.02%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | BONOS MEXICAN MXN 8.0% 11-07-47                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    4964562 | PA      | $22739179.27   | 0.14%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                                      | ENTEGRIS ESCROW CORP 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29                                    | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9885000 | PA      | $9034415.52    | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EATON CORPORATION                                                                         | EATON CORP SR UNSEC 4.7% 08-23-52                                                                | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3891000 | PA      | $3542821.65    | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MOZAMBIQUE (REPUBLIC OF)                                                                  | REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23                                                 | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |   30000000 | PA      | $23100000.00   | 0.15%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 5.0% 04-27-51                                                              | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3290000 | PA      | $2681655.97    | 0.02%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 3.75% 04-19-71                                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13080000 | PA      | $8175810.96    | 0.05%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                                | BRAZIL NTNB BRL I/L 6.0% 05-15-55                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       8749 | PA      | $1615603.83    | 0.01%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU PEN 6.15% 08-12-32                                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |  254420000 | PA      | $58902074.70   | 0.37%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 04-01-56                                                                   | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1475000 | PA      | $1080872.63    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 2.392% 01-23-26                                                                        | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1365000 | PA      | $1259160.63    | 0.01%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 2.78% 12-01-60                                                                         | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   17695000 | PA      | $10380117.04   | 0.07%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 1.648% 06-10-31                                                               | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   13830000 | PA      | $11087096.10   | 0.07%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 2.65% 12-10-45                                                                | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7941000 | PA      | $5372396.20    | 0.03%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 3.0% 01-15-34                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    7055000 | PA      | $5579827.72    | 0.04%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 3.298% 01-19-33                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    7940000 | PA      | $6448002.54    | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 01-19-63                                                                   | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5850000 | PA      | $4143888.45    | 0.03%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.2% 05-11-27                                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |     220000 | PA      | $70197.60      | 0.00%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.75% 04-18-28                                                            | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    4450000 | PA      | $1425121.40    | 0.01%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     995000 | PA      | $781959.62     | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 5.625% 02-26-44                                                                  | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $147674.40     | 0.00%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 7.85% 03-14-29                                                            | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    6460000 | PA      | $2068827.92    | 0.01%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 6.35% 06-28-24                                                            | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |    4530000 | PA      | $1443923.91    | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                              | SRI LANKA REP OF REG S 7.55% 03-28-30                                                            | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   25790000 | PA      | $8229073.20    | 0.05%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                                        | SPAIN GOVT EUR 144A LIFE/REG S 1.25% 10-31-30                                                    | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |   12245000 | PA      | $11259126.22   | 0.07%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                                | SOUTH AFRICA REP 5.875% 04-20-32                                                                 | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   15000000 | PA      | $13585125.00   | 0.09%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                                | SASKATCHEWAN PROV 3.25% 06-08-27                                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    8047000 | PA      | $7672263.28    | 0.05%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.125% 07-15-26                                                              | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157883860 | PA      | $148762593.00  | 0.94%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                         | EATON CORP SR UNSEC 4.15% 03-15-33                                                               | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   10118000 | PA      | $9437878.16    | 0.06%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52                                             | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4153551.60    | 0.03%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.25% 02-15-50                                                                   | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3780919 | PA      | $2553744.77    | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.125% 08-15-40                                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45000000 | PA      | $28055700.00   | 0.18%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                             | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 7.5% 10-14-32                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5400000 | PA      | $5722844.40    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                                                                               | EXELON CORP SR UNSEC 4.1% 03-15-52                                                               | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     750000 | PA      | $603285.75     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 10-15-25                                                                  | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155962226 | PA      | $148231132.00  | 0.94%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.625% 11-15-50                                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66000000 | PA      | $39529307.40   | 0.25%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 5.875% 06-26-31                                                                    | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5900000 | PA      | $4856349.00    | 0.03%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 01-15-31                                                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  327621726 | PA      | $290661858.00  | 1.84%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.875% 02-15-41                                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268000000 | PA      | $189835361.20  | 1.20%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 12-15-51                                                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  383491300 | PA      | $247366932.29  | 1.57%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 04-15-26                                                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  309411767 | PA      | $290847169.90  | 1.84%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.25% 05-15-41                                                                  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98018000 | PA      | $73782451.59   | 0.47%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.75% 08-15-41                                                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  447578000 | PA      | $307094141.95  | 1.95%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.875% 09-30-26                                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2093000 | PA      | $1859167.53    | 0.01%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 01-15-32                                                                  | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  607820050 | PA      | $531771301.59  | 3.37%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.75% 01-31-29                                                                  | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $175752.74     | 0.00%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.875% 02-15-32                                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  247136400 | PA      | $209604585.77  | 1.33%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.875% 02-28-27                                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $91595.16      | 0.00%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.875% 02-28-29                                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47310000 | PA      | $41897674.50   | 0.27%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 02-15-52                                                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238731616 | PA      | $154233643.84  | 0.98%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 04-15-27                                                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158126698 | PA      | $147335709.11  | 0.93%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 04-30-27                                                                  | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1950000 | PA      | $1848837.12    | 0.01%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.25% 05-15-42                                                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85000000 | PA      | $74635805.50   | 0.47%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.875% 06-15-25                                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11612100 | PA      | $11223498.75   | 0.07%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.25% 06-30-29                                                                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $4305615.75    | 0.03%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.25% 06-30-27                                                                  | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285149000 | PA      | $275796882.70  | 1.75%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.0% 07-15-25                                                                   | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4364600 | PA      | $4228246.84    | 0.03%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.625% 07-15-32                                                                  | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  484193458 | PA      | $443604335.01  | 2.81%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.625% 07-31-29                                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  387903800 | PA      | $357268282.80  | 2.26%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 07-31-27                                                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $94637.56      | 0.00%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 08-15-32                                                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4174000 | PA      | $3800319.31    | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 08-15-52                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     353000 | PA      | $292693.44     | 0.00%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.25% 08-31-24                                                                  | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     165000 | PA      | $161570.10     | 0.00%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.125% 08-31-29                                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  826581200 | PA      | $784801570.59  | 4.97%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                          | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.875% 11-01-24                                       | CUSIP: 36120RAA7<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $7462873.60    | 0.05%             | 2024-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.5% 03-01-24                                      | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2850000 | PA      | $2792287.50    | 0.02%             | 2024-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.25% 10-15-25                                                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1216800 | PA      | $1216136.11    | 0.01%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 1.625% 10-15-27                                                                  | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  212768082 | PA      | $212485505.29  | 1.35%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.125% 10-31-27                                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1908000 | PA      | $1915286.08    | 0.01%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.375% 10-31-24                                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2004000 | PA      | $1998254.13    | 0.01%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.0% 10-31-29                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1190900 | PA      | $1191622.52    | 0.01%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.5% 11-15-25                                                                   | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2581900 | PA      | $2598287.84    | 0.02%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.125% 11-15-32                                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24386000 | PA      | $24871900.80   | 0.16%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.5% 11-30-24                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4015000 | PA      | $4015788.14    | 0.03%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.0% 12-15-25                                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2675000 | PA      | $2658281.25    | 0.02%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.375% 07-15-25                                                              | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48755692 | PA      | $46845994.80   | 0.30%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UK CONV GILT                                                                              | UTD KINGDOM GILT I/L GBP REG S 0.125% 08-10-41                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    3015541 | PA      | $3426418.17    | 0.02%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT REG S SF 7.375% 09-25-34                                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    5370000 | PA      | $1023790.50    | 0.01%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.375% 11-15-39                                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  209700000 | PA      | $219269974.05  | 1.39%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.125% 11-15-28                                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     204500 | PA      | $194996.58     | 0.00%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 04-30-24                                                                  | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1224000 | PA      | $1185324.66    | 0.01%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.875% 06-30-26                                                                 | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     566000 | PA      | $525117.88     | 0.00%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 09-30-24                                                                   | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      97000 | PA      | $92149.68      | 0.00%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.625% 09-30-26                                                                 | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     385000 | PA      | $352332.52     | 0.00%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.75% 12-31-26                                                                  | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24924000 | PA      | $22821049.96   | 0.14%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 0.5% 03-31-25                                                                   | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44338200 | PA      | $40743950.42   | 0.26%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.375% 08-15-50                                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29660000 | PA      | $16594286.54   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.375% 05-15-51                                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77828100 | PA      | $56108082.90   | 0.36%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.375% 11-15-31                                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4248000 | PA      | $3459859.21    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.875% 01-31-24                                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3300000 | PA      | $3166839.72    | 0.02%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-15-32                                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155567000 | PA      | $143438669.99  | 0.91%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 05-15-25                                                                  | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1446575.40    | 0.01%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                  | EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |   15310000 | PA      | $13001542.89   | 0.08%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                           | INTERAMER DEV BK 0.625% 07-15-25                                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   13000000 | PA      | $11838658.00   | 0.08%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASCENSUS INC                                                                              | ASCENSUS INC TL (L+650)(FLR 0.5) 11.31250% 08-02-29                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    3535000 | PA      | $3110800.00    | 0.02%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                                    | ATLANTIC AVIATION FBO INC TL 1ST LIEN (L+275)(FLR 0.5) 7.13357% 09-22-28                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    8932500 | PA      | $8820147.02    | 0.06%             | 2028-09-22      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                                    | ATLANTIC AVIATION FBO INC TL 2ND LIEN (L+575)(FLR 0.5) 10.13357% 09-21-29                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2590000 | PA      | $2513595.00    | 0.02%             | 2029-09-21      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                                          | BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 03-31-26                                     | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |    8950000 | PA      | $8260107.15    | 0.05%             | 2026-03-31      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                             | CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 10.93750% 06-04-29                                   | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |    3375000 | PA      | $2452501.13    | 0.02%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                                | DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-12-26                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2602691 | PA      | $2086837.96    | 0.01%             | 2026-11-30      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                                | DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1952646 | PA      | $1696849.25    | 0.01%             | 2026-11-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| MOTEL 6 OPERATING LP                                                                      | MOTEL 6 OPERATING LP TL-B 1ST LIEN (L+500)(FLR 0.75) 9.42986% 09-09-26                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1931200 | PA      | $1907060.00    | 0.01%             | 2026-09-09      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                           | SKYMILES IP LIMITED TL (L+375) (FLR 1.0) 7.99257% 10-20-27                                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    3000000 | PA      | $3062970.00    | 0.02%             | 2027-10-20      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                                        | TIBCO SOFTWARE INC TL-A 1ST LIEN (L+450) 9.18023% 09-29-28                                       | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   11000000 | PA      | $9790000.00    | 0.06%             | 2028-09-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                                   | UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 10.03186% 05-03-27                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |    7075000 | PA      | $6535531.25    | 0.04%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T                        | JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28                                                  | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11522000 | PA      | $9425975.37    | 0.06%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                  | 3650R 22-PF2 A5 FRN 11-15-55/10-18-32                                                            | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17059000 | PA      | $17119218.27   | 0.11%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                  | 3650R 22-PF2 B FRN 11-15-55/11-18-32                                                             | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3591000 | PA      | $3175539.26    | 0.02%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                                    | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $758805.60     | 0.00%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FS ENERGY AND POWER FUND                                                                  | FS ENERGY AND POWER FUND 144A LIFE SR SEC 1ST LIEN 7.5% 08-15-23                                 | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |    4098000 | PA      | $4111257.03    | 0.03%             | 2023-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                  | 3650R 22-PF2 AS FRN 11-15-55/11-18-32                                                            | CUSIP: 88575JAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2349335.00    | 0.01%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF3                                  | AMMST 21-MF3 B 144A 2.5108% 10-15-54/10-20-31                                                    | CUSIP: 03882KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     375000 | PA      | $267005.25     | 0.00%             | 2054-10-15      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 20-NETC                                                      | CSMC 20-NET C 144A 3.526% 08-15-37/25                                                            | CUSIP: 126438AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $898732.00     | 0.01%             | 2037-08-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03                                            | CAS 22-R03 1M1 144A FRN (SOFR30A+210) 03-25-42                                                   | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1717631 | PA      | $1706557.13    | 0.01%             | 2042-03-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03                                            | CAS 21-R03 1M1 144A FRN (SOFR30A+85) 12-25-41                                                    | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2057738 | PA      | $2019083.56    | 0.01%             | 2041-12-25      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                                            | CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42                                                   | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550001 | PA      | $4609164.54    | 0.03%             | 2042-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST CMHAT_22-MH1                                                       | CMHAT 22-MH1 A 144A 4.25% 08-25-54/11-25-27                                                      | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3930983 | PA      | $3452535.48    | 0.02%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-C04A                                                                   | CAS 14-C04 1M2 FRN (L+490) 11-25-24                                                              | CUSIP: 30711XAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1805437 | PA      | $1853589.32    | 0.01%             | 2024-11-25      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA / F-BRASILE US LLC                                                          | F-BRASILE SPA 144A LIFE SR SEC 1ST LIEN 7.375% 08-15-26                                          | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     526000 | PA      | $430836.08     | 0.00%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                          | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                       | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    8716000 | PA      | $7229747.68    | 0.05%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-C02                                                                    | CAS 16-C02 1M2 FRN (L+600) 09-25-28                                                              | CUSIP: 30711XCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     971215 | PA      | $1004651.24    | 0.01%             | 2028-09-25      | Variable      | 10.39%                | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                             | EART 20-2 C 144A 3.28% 05-15-25/07-17-23                                                         | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     294243 | PA      | $292973.69     | 0.00%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH D 144A FRN (L+225) 07-15-38/26                                                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9896637 | PA      | $9500286.33    | 0.06%             | 2038-07-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH C 144A FRN (L+170) 07-15-38/26                                                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4785294 | PA      | $4603668.42    | 0.03%             | 2038-07-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4098055 | PA      | $3986075.59    | 0.03%             | 2038-07-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3739792 | PA      | $3601633.24    | 0.02%             | 2038-07-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                                | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                      | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10431713 | PA      | $9251739.99    | 0.06%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7545 09-01-51                                                                    | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1050939 | PA      | $904786.77     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2319 12-01-51                                                                    | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1131483 | PA      | $967400.08     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2372 12-01-51                                                                    | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     548607 | PA      | $469051.49     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT9510 12-01-51                                                                    | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1153252 | PA      | $987496.20     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT9483 12-01-51                                                                    | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1147902 | PA      | $981439.03     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR3                                                | FASST 19-JR3 A 144A 2.0% 09-25-69                                                                | CUSIP: 31739LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     890922 | PA      | $915551.38     | 0.01%             | 2069-09-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR4                                                | FASST 19-JR4 A 144A 2.0% 11-25-69                                                                | CUSIP: 31740BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1004262 | PA      | $989361.68     | 0.01%             | 2069-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU                                              | FMBT 19-FBLU E 144A FRN 12-10-36/12-12-24                                                        | CUSIP: 34461LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $5995418.00    | 0.04%             | 2036-12-10      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                          | FKH 22-SFR1 D 144A 5.197% 05-17-39/05-19-27                                                      | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2251000 | PA      | $2075516.54    | 0.01%             | 2039-05-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_22-K142                                                        | FREMF K-142 A2 2.4% 03-25-32                                                                     | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24762000 | PA      | $20889594.63   | 0.13%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7554 04-01-52                                                                    | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     559893 | PA      | $479470.29     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2                                               | STACR 16-DNA2 M3 FRN (L+465) 10-25-28                                                            | CUSIP: 3137G0JU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1959624 | PA      | $2017669.79    | 0.01%             | 2028-10-25      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_16-DNA4                                      | STACR 16-DNA4 M34 FRN (L+380) 03-25-29                                                           | CUSIP: 3137G0LJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     485881 | PA      | $496036.49     | 0.00%             | 2029-03-25      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK STACR_13-DN1                                    | STACR 13-DN1 M2 FRN (L+715) 07-25-23                                                             | CUSIP: 3137G0AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8357946 | PA      | $8549418.67    | 0.05%             | 2023-07-25      | Variable      | 11.54%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4733 09-01-52                                                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  200800304 | PA      | $193474907.71  | 1.23%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                         | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3033130.88    | 0.02%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25                                                | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4022787.85    | 0.03%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                    | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    6500000 | PA      | $6111839.50    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                     | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4479301.25    | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                           | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                                      | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8760208 | PA      | $8061292.60    | 0.05%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1                                  | AMMST 20-MF1 B FRN 05-15-53/04-17-30                                                             | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1202967.00    | 0.01%             | 2053-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_16-UB10                                    | BACM 16-UB10 C FRN 07-15-49/05-15-26                                                             | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2244230.00    | 0.01%             | 2049-07-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-C1                                   | BBCMS 17-C1 B 4.089% 02-15-50/02-18-27                                                           | CUSIP: 07332VBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3564000 | PA      | $3160822.50    | 0.02%             | 2050-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                                      | BMARK 18-B3 B FRN 04-10-51/03-10-28                                                              | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1314711.00    | 0.01%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                                     | BMARK 19-B13 B FRN 08-15-57/10-17-29                                                             | CUSIP: 08162DAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4087000 | PA      | $3238812.63    | 0.02%             | 2057-08-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_20-VIV4                                                                       | BX 20-VIV4 A 144A 2.843% 03-09-44/03-11-30                                                       | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4273000 | PA      | $3465774.75    | 0.02%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B25                                                     | BMARK 21-B25 B 2.635% 04-15-54/04-17-31                                                          | CUSIP: 08163DAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $365025.50     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                                   | BX 21-SOAR D 144A FRN (L+140) 06-15-38/23                                                        | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12035826 | PA      | $11369125.66   | 0.07%             | 2038-06-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                                   | BX 21-SOAR B 144A FRN (L+87) 06-15-38/23                                                         | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4322258 | PA      | $4126468.38    | 0.03%             | 2038-06-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                                   | BX 21-SOAR C 144A FRN (L+110) 06-15-38/23                                                        | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4635882 | PA      | $4395266.05    | 0.03%             | 2038-06-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_21-BN35                                                                         | BANK 21-BN35 B FRN 08-15-31                                                                      | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $3550195.00    | 0.02%             | 2031-08-15      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                                   | BX 21-VOLT B 144A FRN (L+95) 09-15-36/23                                                         | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2690102 | PA      | $2541584.16    | 0.02%             | 2036-09-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                                   | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                                         | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22871000 | PA      | $22063951.02   | 0.14%             | 2036-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                                   | BX 21-SDMF C 144A FRN (L+88.8) 09-15-34/23                                                       | CUSIP: 12434CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4900000 | PA      | $4609165.40    | 0.03%             | 2034-09-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BANK_21-BN36                                                                              | BANK 21-BN36 B 2.867% 09-15-64/10-20-31                                                          | CUSIP: 06540DBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5750000 | PA      | $4340974.00    | 0.03%             | 2064-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                                       | BX 21-ARIA D 144A FRN (L+189.54) 10-15-36/26                                                     | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3450000 | PA      | $3201058.35    | 0.02%             | 2036-10-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                                       | BX 21-ARIA C 144A FRN (L+164.6) 10-15-36/26                                                      | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14940000 | PA      | $13960518.66   | 0.09%             | 2036-10-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                                       | BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26                                                      | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14919000 | PA      | $14032692.05   | 0.09%             | 2036-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                                       | BX 21-ACNT B 144A FRN (L+125) 11-15-38/11-16-26                                                  | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10285000 | PA      | $9867233.59    | 0.06%             | 2038-11-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                                       | BX 21-ACNT C 144A FRN (L+150) 11-15-38/11-16-26                                                  | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2354000 | PA      | $2241283.42    | 0.01%             | 2038-11-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                                       | BX 21-ACNT D 144A FRN (L+185) 11-15-38/11-16-26                                                  | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4865000 | PA      | $4609709.13    | 0.03%             | 2038-11-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                             | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                                             | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8111417 | PA      | $7034115.51    | 0.04%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                                    | BX 22-AHP C 144A FRN (TSFR1M+209) 02-15-39/01-16-24                                              | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $6176014.00    | 0.04%             | 2039-02-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                                    | BX 22-AHP B 144A FRN (TSFR1M+184) 02-15-39/01-16-24                                              | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $949601.00     | 0.01%             | 2039-02-15      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-LP2                                                    | BX 22-LP2 D 144A FRN (TSFR1M+196.08) 02-15-39/24                                                 | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6498730 | PA      | $6071704.82    | 0.04%             | 2039-02-15      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                                  | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                                      | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4726737 | PA      | $4220318.70    | 0.03%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                                        | BANK 22-BNK40 AS FRN 03-15-64/32                                                                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $622779.00     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                                        | BANK 22-BNK40 B FRN 03-15-64/32                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     727000 | PA      | $553781.35     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                                | BXSC 22-WSS D 144A FRN (TSFR1M+318.8) 03-15-35/27                                                | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9692000 | PA      | $9265920.30    | 0.06%             | 2035-03-15      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                                        | BX 22-IND D 144A FRN (TSFR1M+283.9) 04-15-37/27                                                  | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4043364 | PA      | $3829963.13    | 0.02%             | 2037-04-15      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                                                     | BMARK 22-B34 C FRN 04-15-55/04-16-32                                                             | CUSIP: 08161YBL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     282000 | PA      | $204253.16     | 0.00%             | 2055-04-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                                    | BOCA 22-BOCA B 144A FRN (TSFR1M+231.91) 05-15-39/05-17-27                                        | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7449000 | PA      | $7196225.63    | 0.05%             | 2039-05-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                                                     | BMARK 22-B35 B FRN 05-15-55/05-17-32                                                             | CUSIP: 08163RBU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $412524.00     | 0.00%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                                                     | BMARK 22-B35 C FRN 05-15-55/05-17-32                                                             | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9043645 | PA      | $7092306.76    | 0.04%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                                    | BX 22-CSMO B 144A FRN (TSFR1M+314.07) 06-15-27                                                   | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2985072.00    | 0.02%             | 2027-06-15      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BXT_21-MFM1                                                                               | BX 21-MFM1 B 144A FRN (L+95) 01-15-34/01-17-23                                                   | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5023000 | PA      | $4816795.80    | 0.03%             | 2034-01-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                                        | BX 22-PSB B 144A FRN (TSFR1M+294.9) 08-15-39/08-16-27                                            | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2196587 | PA      | $2182998.85    | 0.01%             | 2039-08-15      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                                        | BX 22-PSB C 144A FRN (TSFR1M+369.7) 08-15-39/08-16-27                                            | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4830119 | PA      | $4815836.06    | 0.03%             | 2039-08-15      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                                        | BX 22-PSB D 144A FRN (TSFR1M+469.3) 08-15-39/08-16-27                                            | CUSIP: 05606DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1482844 | PA      | $1477289.73    | 0.01%             | 2039-08-15      | Variable      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                                        | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                                           | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4600772 | PA      | $4597468.76    | 0.03%             | 2039-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                                        | BANK 22-BNK43 B FRN 08-15-55/08-16-32                                                            | CUSIP: 06541QBK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1556017.75    | 0.01%             | 2055-08-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B36                                                     | BMARK 22-B36 B FRN 07-15-55/08-17-32                                                             | CUSIP: 08163QBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2129060.00    | 0.01%             | 2055-07-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17                                  | BBCMS 22-C17 B FRN 09-15-55/08-17-32                                                             | CUSIP: 054976AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2054000 | PA      | $1806474.51    | 0.01%             | 2055-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                                        | BX 22-GPA C 144 FRN (TSFR1M+321.3) 10-15-39/08-09-24                                             | CUSIP: 05608UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2177000 | PA      | $2159457.73    | 0.01%             | 2039-10-15      | Variable      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                                        | BX 22-GPA B 144A FRN (TSFR1M+266.4) 10-15-39/08-09-24                                            | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1964000 | PA      | $1952115.84    | 0.01%             | 2039-10-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                                        | BX 22-GPA D 144A FRN (TSFR1M+406.1) 10-15-39/08-09-24                                            | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     676000 | PA      | $670219.52     | 0.00%             | 2039-10-15      | Variable      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                                        | BANK 22-BNK44 B FRN 11-15-32/11-18-32                                                            | CUSIP: 06540KAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1111000 | PA      | $1047389.70    | 0.01%             | 2032-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                                        | BANK 22-BN44 C FRN 11-15-32/11-18-32                                                             | CUSIP: 06540KBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1641574.00    | 0.01%             | 2032-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C18                                  | BBCMS 22-C18 C FRN 12-15-55/11-18-32                                                             | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2709000 | PA      | $2332963.71    | 0.01%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                                | BXSC 22-WSS B 144A FRN (TSFR1M+209.2) 03-15-35/27                                                | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2985000 | PA      | $2893691.84    | 0.02%             | 2035-03-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS6                                                          | COMM 2014-UBS6 C FRN 12-10-47/12-12-24                                                           | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232000 | PA      | $212897.82     | 0.00%             | 2047-12-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-LC6                                                           | COMM 13-LC6 B 3.739% 01-10-46/01-12-23                                                           | CUSIP: 20048EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705287 | PA      | $703896.34     | 0.00%             | 2046-01-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11                                         | CGCMT 13-GC11 C FRN 04-10-46/04-12-23                                                            | CUSIP: 17320DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1982396.00    | 0.01%             | 2046-04-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29                                         | CGCMT 15-GC29 C FRN 04-10-48/25                                                                  | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2251422.50    | 0.01%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS6                                                          | COMM 2014-UBS6 AM 4.048% 12-10-47/11-10-24                                                       | CUSIP: 12592PBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655000 | PA      | $624778.30     | 0.00%             | 2047-12-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11                                         | CGCMT 13-GC11 B 3.732% 04-10-46/23                                                               | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630000 | PA      | $625411.71     | 0.00%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_16-C5                                               | CSAIL 16-C5 C FRN 11-15-48/11-18-25                                                              | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-CBDO         | CORP              | US        |    1826500 | PA      | $1649009.86    | 0.01%             | 2048-11-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR11                                                          | COMM 13-CR11 C 144A FRN 08-10-50/09-12-23                                                        | CUSIP: 12626LAW2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $966864.00     | 0.01%             | 2050-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27                                         | CGCMT 15-GC27 C FRN 02-10-48/01-10-25                                                            | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640333 | PA      | $5121941.27    | 0.03%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                                            | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                                    | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     237217 | PA      | $235175.03     | 0.00%             | 2041-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                                | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                                         | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4587752 | PA      | $4324213.18    | 0.03%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                                | CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24                                                        | CUSIP: 12530BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8100000 | PA      | $7470289.80    | 0.05%             | 2031-10-27      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                                | CFMT 18-RM2 C 144A FRN 10-25-68/23                                                               | CUSIP: 14727QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1614412 | PA      | $1526986.87    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                                | CFMT 18-RM2 D 144A FRN 10-25-68/23                                                               | CUSIP: 14727QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1614412 | PA      | $1504930.77    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                                | CFMT 18-RM2 B 144A FRN 10-25-68/23                                                               | CUSIP: 14727QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3581060 | PA      | $3401136.45    | 0.02%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4684 06-01-52                                                                    | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5132987 | PA      | $4945997.80    | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4656 07-01-52                                                                    | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1960241 | PA      | $1888830.96    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.0 BF0548 07-01-61                                                                       | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1641454 | PA      | $1432892.64    | 0.01%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                                | FKH 20-SFR2 F1 144A 3.017% 10-19-37/11-19-25                                                     | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375000 | PA      | $1195973.63    | 0.01%             | 2037-10-19      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8205 04-01-52                                                                    | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     211970 | PA      | $179803.24     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4700 08-01-52                                                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  137821477 | PA      | $129411059.03  | 0.82%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8237 08-01-52                                                                    | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  106697260 | PA      | $100186166.31  | 0.63%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8244 09-01-52                                                                    | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   71131147 | PA      | $66790368.48   | 0.42%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4578 04-01-52                                                                    | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     331705 | PA      | $281367.75     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA3                                               | STACR 16-DNA3 M3 FRN (L+500) 12-25-28                                                            | CUSIP: 3137G0KQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     212056 | PA      | $219423.09     | 0.00%             | 2028-12-25      | Variable      | 9.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW6231 09-01-52                                                                    | CUSIP: 3140MX4R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     831010 | PA      | $800679.32     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BV0961 10-01-52                                                                    | CUSIP: 3140MEB70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58336 | PA      | $56206.43      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4784 10-01-52                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  166064181 | PA      | $160001676.01  | 1.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8266 11-01-52                                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3999602 | PA      | $3853592.70    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8257 10-01-52                                                                    | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  634047948 | PA      | $610900759.20  | 3.87%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 CB4800 10-01-52                                                                    | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   42171498 | PA      | $40631943.14   | 0.26%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4840 12-01-52                                                                    | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30923961 | PA      | $29795081.33   | 0.19%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV9644 05-01-52                                                                    | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     130635 | PA      | $110781.31     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4887 11-01-52                                                                    | CUSIP: 31418END8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     330021 | PA      | $279952.57     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2402 12-01-51                                                                    | CUSIP: 3140QMU44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     331394 | PA      | $280911.21     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU3058 12-01-51                                                                    | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1894185 | PA      | $1608397.85    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8275 12-01-52                                                                    | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3097488 | PA      | $2984410.80    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX0512 10-01-52                                                                    | CUSIP: 3140N4SA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30969 | PA      | $29839.24      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV9612 04-01-52                                                                    | CUSIP: 3140MPVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     332357 | PA      | $282312.36     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3354 04-01-52                                                                    | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     467379 | PA      | $396799.96     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT2292 04-01-52                                                                    | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     262751 | PA      | $223013.63     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 CB4959 10-01-52                                                                    | CUSIP: 3140QQQM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25408882 | PA      | $24481279.70   | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF2936 11-01-52                                                                    | CUSIP: 3133BQHM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     100000 | PA      | $96359.75      | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8981 10-01-52                                                                    | CUSIP: 3140N16T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $481745.61     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 CB4772 07-01-52                                                                    | CUSIP: 3140QQJS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     469115 | PA      | $451952.44     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8745 10-01-52                                                                    | CUSIP: 3140N1WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4168934 | PA      | $4016743.12    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW1192 09-01-52                                                                    | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10252601 | PA      | $9878319.88    | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8996 10-01-52                                                                    | CUSIP: 3140N17J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5892747 | PA      | $5677614.51    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW1215 10-01-52                                                                    | CUSIP: 3140MSK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4868917 | PA      | $4691167.48    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW1309 11-01-52                                                                    | CUSIP: 3140MSN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     299515 | PA      | $254070.81     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE4056 06-01-52                                                                    | CUSIP: 3133BDQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     633676 | PA      | $610568.04     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8966 03-01-52                                                                    | CUSIP: 3133B66B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     435800 | PA      | $369514.52     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8497 09-01-52                                                                    | CUSIP: 3140N1NP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     340957 | PA      | $329695.88     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW7702 09-01-52                                                                    | CUSIP: 3140N0RY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     157793 | PA      | $152031.77     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF0819 10-01-52                                                                    | CUSIP: 3133BM4C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     948583 | PA      | $916417.63     | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX3075 11-01-52                                                                    | CUSIP: 3140N7MZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29468 | PA      | $28392.18      | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4841 12-01-52                                                                    | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25956735 | PA      | $25622100.98   | 0.16%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                                | FKH 20-SFR2 D 1.968% 10-19-37/11-19-25                                                           | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4386825.00    | 0.03%             | 2037-10-19      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4839 12-01-52                                                                    | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2999702 | PA      | $2816654.39    | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4783 10-01-52                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   95828223 | PA      | $89980305.45   | 0.57%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4804 11-01-52                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   57389516 | PA      | $53887377.90   | 0.34%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF0109 09-01-52                                                                    | CUSIP: 3133BMDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13241371 | PA      | $12758298.88   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD8246 09-01-52                                                                    | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  532492568 | PA      | $525627673.87  | 3.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX1777 11-01-52                                                                    | CUSIP: 3140N56P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $481745.40     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 FS2555 07-01-52                                                                    | CUSIP: 3140XHZV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     349997 | PA      | $337231.73     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BV7241 05-01-52                                                                    | CUSIP: 3140MMBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      75525 | PA      | $72762.34      | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW7604 08-01-52                                                                    | CUSIP: 3140N0NW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $481758.29     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW2986 07-01-52                                                                    | CUSIP: 3140MUJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     999999 | PA      | $963594.59     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE7279 07-01-52                                                                    | CUSIP: 3133BHCQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      49937 | PA      | $48110.77      | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW5996 07-01-52                                                                    | CUSIP: 3140MXUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     499421 | PA      | $481188.86     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW1226 10-01-52                                                                    | CUSIP: 3140MSLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     426691 | PA      | $411114.08     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW1201 09-01-52                                                                    | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     142855 | PA      | $141013.53     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1766 11-01-52                                                                    | CUSIP: 3140N56C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11462235 | PA      | $11314463.44   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4785 10-01-52                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   63437821 | PA      | $62619981.10   | 0.40%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FS0831 03-01-52                                                                    | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     974358 | PA      | $856479.90     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7368 10-01-52                                                                    | CUSIP: 3140N0FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      79485 | PA      | $78460.02      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD8258 10-01-52                                                                    | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2617885 | PA      | $2584135.02    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW9408 08-01-52                                                                    | CUSIP: 3140N2N23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      34624 | PA      | $34177.80      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7703 09-01-52                                                                    | CUSIP: 3140N0RZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8182114 | PA      | $8076629.90    | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE6926 08-01-52                                                                    | CUSIP: 3133BGVT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499999 | PA      | $493553.10     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7121 10-01-52                                                                    | CUSIP: 3140MY4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     391084 | PA      | $386042.38     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF1489 10-01-52                                                                    | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999901 | PA      | $938881.58     | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF2497 11-01-52                                                                    | CUSIP: 3133BPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     212557 | PA      | $209816.47     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE7950 08-01-52                                                                    | CUSIP: 3133BHZP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     999998 | PA      | $987106.17     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF1653 10-01-52                                                                    | CUSIP: 3133BNZS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      95238 | PA      | $94009.85      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF2910 11-01-52                                                                    | CUSIP: 3133BQGT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      50106 | PA      | $49460.41      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 FS2906 09-01-52                                                                    | CUSIP: 3140XJGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      34589 | PA      | $34143.38      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD1374 03-01-52                                                                    | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     191981 | PA      | $168754.90     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF1236 10-01-52                                                                    | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3341839 | PA      | $3219835.55    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE9565 09-01-52                                                                    | CUSIP: 3133BKTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     359937 | PA      | $346799.95     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW1297 11-01-52                                                                    | CUSIP: 3140MSNP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     841206 | PA      | $810497.29     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX0125 11-01-52                                                                    | CUSIP: 3140N4D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     109837 | PA      | $105827.29     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX1765 11-01-52                                                                    | CUSIP: 3140N56B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     448734 | PA      | $432351.44     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF1507 10-01-52                                                                    | CUSIP: 3133BNU84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9956461 | PA      | $9592980.73    | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW7712 09-01-52                                                                    | CUSIP: 3140N0SA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     117402 | PA      | $113115.65     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE9613 09-01-52                                                                    | CUSIP: 3133BKVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1445172 | PA      | $1392787.74    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8867 10-01-52                                                                    | CUSIP: 3140N1Z97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     172577 | PA      | $166276.85     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW7207 09-01-52                                                                    | CUSIP: 3140N0AH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35100 | PA      | $33818.95      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW7697 09-01-52                                                                    | CUSIP: 3140N0RT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     293053 | PA      | $282354.16     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE7224 08-01-52                                                                    | CUSIP: 3133BHAZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     939563 | PA      | $905271.40     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW5781 08-01-52                                                                    | CUSIP: 3140MXM76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      67953 | PA      | $65476.88      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW3960 06-01-52                                                                    | CUSIP: 3140MVMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     109248 | PA      | $105259.97     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BU7318 11-01-51                                                                    | CUSIP: 3140M9DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      25543 | PA      | $22459.35      | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS2                                                  | GSMS 16-GS2 C FRN 05-10-49/05-12-26                                                              | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1503000 | PA      | $1323412.54    | 0.01%             | 2049-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS2                                                  | GSMS 16-GS2 B FRN 05-10-49/04-10-26                                                              | CUSIP: 36252TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     116000 | PA      | $102590.40     | 0.00%             | 2049-05-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                                                 | GSMS 18-GS10 C FRN 07-10-51/07-12-28                                                             | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4188560.00    | 0.03%             | 2051-07-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC45                                                 | GSMS 20-GC45 B 3.4051% 02-13-53/12-14-29                                                         | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $79741.80      | 0.00%             | 2053-02-13      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                              | GWT 19-WOLF D 144A FRN (L+193.3) 12-15-36/12-16-24                                               | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3212000 | PA      | $3064704.10    | 0.02%             | 2036-12-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP B 144A FRN (TSFR1M+142.4) 08-15-24                                                  | CUSIP: 36269CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     293000 | PA      | $287309.65     | 0.00%             | 2024-08-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP D 144A FRN (TSFRM1+160.69) 07-15-24                                                 | CUSIP: 36269CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     339000 | PA      | $328323.87     | 0.00%             | 2024-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP C 144A FRN (TSFR1M+191.9) 08-15-24                                                  | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     151000 | PA      | $148092.65     | 0.00%             | 2024-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                              | GWT 19-WOLF A 144A FRN (L+103.4) 12-15-36/12-16-24                                               | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2434000 | PA      | $2366456.50    | 0.01%             | 2036-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 TBA 01-01-53                                                                            | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   87700000 | PA      | $83000157.00   | 0.53%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 2.5 TBA 01-01-53                                                                            | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15466000 | PA      | $13406346.38   | 0.08%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA8427 11-20-52                                                                         | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     699931 | PA      | $679750.86     | 0.00%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA8346 10-20-52                                                                         | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75295140 | PA      | $71325655.43   | 0.45%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                              | HILT 16-HHV D 144A 4.1935% 11-05-38/26                                                           | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2653884.00    | 0.02%             | 2038-11-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                              | HILT 16-HHV C 144A 4.1935% 11-05-38/26                                                           | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $270739.50     | 0.00%             | 2038-11-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1                                              | HOF 22-1 A1 144A 5.082% 07-25-67/08-01-26                                                        | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3375679 | PA      | $3285510.82    | 0.02%             | 2067-07-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY                                              | TOWN 22-STAY C 144A FRN (TSFR1M+368.52) 08-15-37/24                                              | CUSIP: 46117NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     780000 | PA      | $767294.58     | 0.00%             | 2037-08-15      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY                                              | TOWN 22-STAY B 144A FRN (TSFR1M+328.63) 08-15-37/24                                              | CUSIP: 46117NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1970000 | PA      | $1963319.73    | 0.01%             | 2037-08-15      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2                           | ILPT 22-LPF2 C 144A FRN (TSFR1M+349.3) 10-15-39/24                                               | CUSIP: 449652AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1091000 | PA      | $1081031.53    | 0.01%             | 2039-10-15      | Variable      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2                           | ILPT 22-LPF2 B 144A FRN (TSFR1M+274.4) 10-15-39/24                                               | CUSIP: 449652AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     818000 | PA      | $816062.16     | 0.01%             | 2039-10-15      | Variable      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10                         | JPMCC 13-C10 B 3.6742% 12-15-47/02-15-23                                                         | CUSIP: 46639JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10190000 | PA      | $9921228.56    | 0.06%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_13-C15                                   | JPMBB 13-C15 B FRN 11-15-45/10-17-23                                                             | CUSIP: 46640NAK4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-CBDO         | CORP              | US        |    1601000 | PA      | $1564465.18    | 0.01%             | 2045-11-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-LC11                        | JPMCC 13-LC11 B 3.4986% 04-15-46/04-17-23                                                        | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2959000 | PA      | $2900719.54    | 0.02%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                         | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                    | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3928000 | PA      | $3364940.84    | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                         | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                                        | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7669000 | PA      | $5961673.54    | 0.04%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                         | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                    | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4338000 | PA      | $3538970.77    | 0.02%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-1                                                       | JPMMT 20-1 A15 144A FRN 06-25-50/11-02-43                                                        | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1554394 | PA      | $1320451.52    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7                                                   | LMAT 19-GS7 A1 144A FRN 11-25-59                                                                 | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1928817 | PA      | $1927308.91    | 0.01%             | 2059-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4                                                   | LMAT 20-GS4 A1 144A FRN 02-25-60                                                                 | CUSIP: 52474KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9501911 | PA      | $9362670.06    | 0.06%             | 2060-02-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                               | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                                      | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475541 | PA      | $455559.82     | 0.00%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                               | LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24                                                      | CUSIP: 55066WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2666000 | PA      | $2525171.22    | 0.02%             | 2038-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                                   | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                                      | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2644311 | PA      | $2380316.49    | 0.02%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                               | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                                            | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29058781 | PA      | $25885387.96   | 0.16%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C12                                                    | MSBAM 13-C12 B FRN 10-15-46/09-15-23                                                             | CUSIP: 61762XAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $974978.00     | 0.01%             | 2046-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C18                                                    | MSBAM 14-C18 AS FRN 10-15-47/09-17-24                                                            | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298000 | PA      | $284227.04     | 0.00%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C11                                                    | MSBAM 13-C11 A4 FRN 08-15-46                                                                     | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8200000 | PA      | $8083109.00    | 0.05%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C14                                                    | MSBAM 14-C14 C FRN 02-15-47/01-18-24                                                             | CUSIP: 61690GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     304000 | PA      | $292763.86     | 0.00%             | 2047-02-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1                                       | MCAS 20-1 M10 144A (L+375) FRN 03-25-50                                                          | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5000000 | PA      | $4636975.00    | 0.03%             | 2050-03-25      | Variable      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-2                                                       | MCMLT 18-2 M3 144A FRN 05-25-58                                                                  | CUSIP: 59980MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1497741 | PA      | $1311864.95    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-1                                                  | MCMLT 17-1 B2 144A FRN 11-25-58                                                                  | CUSIP: 59981HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $837400.00     | 0.01%             | 2058-11-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C20                                                    | MSBAM 15-C20 B 4.16% 02-15-48/01-17-25                                                           | CUSIP: 61764RBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6107700 | PA      | $5708763.36    | 0.04%             | 2048-02-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                                           | NEWZ 21-1 C 144A FRN (L+105) 05-25-55                                                            | CUSIP: 65246PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     545000 | PA      | $531923.82     | 0.00%             | 2055-05-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                                           | NEWZ 21-1 B 144A FRN (L+90) 05-25-55                                                             | CUSIP: 65246PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3745000 | PA      | $3675504.04    | 0.02%             | 2055-05-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| OPG TRUST 2021-PORT                                                                       | OPG 21-PORT D 144A FRN (L+113.1) 10-15-36/10-16-23                                               | CUSIP: 67118AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1010927 | PA      | $942422.39     | 0.01%             | 2036-10-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM7                                                                     | OBX 22-NQM7 A1 5.11% 08-25-62/26                                                                 | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     588665 | PA      | $578494.77     | 0.00%             | 2062-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                                       | PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28                                                      | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8894163 | PA      | $7411461.22    | 0.05%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR1                                                   | PROG 21-SFR1 F 144A 2.757% 04-17-38/03-19-26                                                     | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2300000 | PA      | $1939813.10    | 0.01%             | 2038-04-17      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA1                                               | STACR 15-DNA1 M3 FRN (L+330) 10-25-27                                                            | CUSIP: 3137G0EW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1081581 | PA      | $1092891.97    | 0.01%             | 2027-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_15-DNA3                                               | STACR 15-DNA3 M3 FRN (L+470) 04-25-28                                                            | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1962955 | PA      | $2030834.33    | 0.01%             | 2028-04-25      | Variable      | 9.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                             | STACR 20-DNA1 M2 144A FRN (L+170) 01-25-50                                                       | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |    1814617 | PA      | $1809670.49    | 0.01%             | 2050-01-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                             | STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50                                                       | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |    3294469 | PA      | $3289132.00    | 0.02%             | 2050-02-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                               | STACR 20-DNA5 M2 144A FRN (SOFR30A+280) 10-25-50                                                 | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1773977 | PA      | $1788547.12    | 0.01%             | 2050-10-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                                | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21061000 | PA      | $16853517.66   | 0.11%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-FLWR                                                                 | SREIT 21-FLWR B 144A FRN (L+92.59) 07-15-36                                                      | CUSIP: 78485GAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10450000 | PA      | $9970815.25    | 0.06%             | 2036-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 3.1% 03-01-41                                | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1001135.21    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                        | FORESTAR GROUP INC 144A LIFE SR UNSEC 3.85% 05-15-26                                             | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4390550.00    | 0.03%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                                               | STACR 21-DNA6 M1 144A FRN (SOFR30A+80) 10-25-41                                                  | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4141277 | PA      | $4088380.47    | 0.03%             | 2041-10-25      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                                               | STACR 21-DNA6 M2 144A FRN (SOFR30A+150) 10-25-41                                                 | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3091465.00    | 0.02%             | 2041-10-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                                  | SREIT 21-MFP C 144A FRN (L+132.9) 11-15-38/11-16-26                                              | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5813000 | PA      | $5534371.28    | 0.04%             | 2038-11-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA3                                               | STACR 21-DNA3 M1 144A FRN (SOFR+75) 10-25-33                                                     | CUSIP: 35564KED7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1057849 | PA      | $1049457.54    | 0.01%             | 2033-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                               | STACR 20-DNA6 M2 144A FRN (SOFR30A+200) 12-25-50                                                 | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6184587 | PA      | $6145296.01    | 0.04%             | 2050-12-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA3                                                             | STACR 20-DNA3 B1 144A FRN (L+510) 06-25-50                                                       | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8741751 | PA      | $9116413.22    | 0.06%             | 2050-06-27      | Variable      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                                        | SMRT 22-MINI D 144A FRN (TSFR1M+195) 01-15-39/01-16-24                                           | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $7929998.50    | 0.05%             | 2039-01-15      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                               | STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42                                                | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8187770 | PA      | $8055423.15    | 0.05%             | 2042-02-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                               | STACR 20-DNA4 B1 144A FRN (L+600) 08-25-50                                                       | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17014121 | PA      | $18110935.93   | 0.11%             | 2050-08-25      | Variable      | 10.39%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                             | STACR 16-DNA1 M3 FRN (L+555) 07-25-28                                                            | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2425313 | PA      | $2533763.60    | 0.02%             | 2028-07-25      | Variable      | 9.94%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22_DN3                                                | STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42                                                | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11859654 | PA      | $11805894.02   | 0.07%             | 2042-04-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                               | STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42                                                | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1348989 | PA      | $1345457.23    | 0.01%             | 2042-05-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                               | STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42                                                | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4692592 | PA      | $4749968.47    | 0.03%             | 2042-06-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                                  | SREIT 21-MFP D 144A FRN (L+157.82) 11-15-38/11-16-26                                             | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $236833.00     | 0.00%             | 2038-11-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FIBRA SOMA                                                                                | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31            | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    7079000 | PA      | $5303296.56    | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $6800663.00    | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                  | CUSIP: 345397B93<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $4580200.38    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                    | FED FARM CR 1.75% 02-14-25                                                                       | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    3107000 | PA      | $2947033.62    | 0.02%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                 | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4365375.90    | 0.03%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $979283.26     | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                            | GLP CAPITAL LP SR UNSEC 4.0% 01-15-30                                                            | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1755178.00    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                         | SEACO 19-1A B 144A 4.81% 09-17-39                                                                | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1756667 | PA      | $1649040.98    | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30                                                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7915000 | PA      | $6622575.48    | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27                                                         | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $1956674.00    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                     | GFL ENVIRONMENTAL INC 144A LIFE SR SEC 1ST LIEN 3.75% 08-01-25                                   | CUSIP: 36168QAK0<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $7288627.50    | 0.05%             | 2025-08-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                     | GRAY OAK PIPELINE LLC 144A LIFE SR UNSEC 2.6% 10-15-25                                           | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4442000 | PA      | $4032634.16    | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                       | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                       | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1462000 | PA      | $941229.75     | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                          | GUARA NORTE SARL 144A LIFE SR SEC 1ST LIEN SF 5.198% 06-15-34                                    | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    9655684 | PA      | $8183906.95    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17185000 | PA      | $13746109.65   | 0.09%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8858000 | PA      | $6414405.55    | 0.04%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31                                                    | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $7198728.70    | 0.05%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GRUPO AXO SAPI DE CV                                                                      | GRUPO AXO SAPI DE CV 144A LIFE SR UNSEC 5.75% 06-08-26                                           | CUSIP: 40054MAA0<br>LEI: 4469000001BNKIG58H20 | Long             | DBT              | CORP              | MX        |    4450000 | PA      | $3881557.00    | 0.02%             | 2026-06-08      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $31682520.00   | 0.20%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9340000 | PA      | $8178944.60    | 0.05%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                                        | GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31                                            | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2650000 | PA      | $1914452.75    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                       | GLOBAL PAYMENTS INC SR UNSEC 2.9% 11-15-31                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $3706031.77    | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                   | GRAND CANYON UNIVERSITY SR UNSEC SF 3.25% 10-01-23                                               | CUSIP: 38528UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2715625.00    | 0.02%             | 2023-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                   | GRAND CANYON UNIVERSITY SR UNSEC SF 5.125% 10-01-28                                              | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6603030.00    | 0.04%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                   | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                              | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9205000.00    | 0.06%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12127125.00   | 0.08%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4237675.00    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.436% 02-24-43/42                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4855000 | PA      | $3586524.44    | 0.02%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.905% 11-22-32                                     | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15590625.00   | 0.10%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.65% 11-15-27                                      | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15201825.00   | 0.10%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 6.377% 11-22-52                                     | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $3017642.40    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                           | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |    3056000 | PA      | $2899578.64    | 0.02%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                           | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |    2702000 | PA      | $2497588.30    | 0.02%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.625% 06-03-26                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |    1072000 | PA      | $947380.00     | 0.01%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.875% 11-22-26                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |     476000 | PA      | $426206.59     | 0.00%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                               | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27                                        | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    2024000 | PA      | $1768470.00    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                           | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1301319.71    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 5.25% 06-15-49                                                                  | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1969749.90    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 3.5% 09-01-30                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2853925.80    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                            | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3519750.00    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.357% 08-18-31/30                                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1479000 | PA      | $1133258.61    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $3761524.65    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1145592.92    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $749357.29     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                            | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3262318.85    | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                     | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                          | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3380000 | PA      | $2841123.22    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                    | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8521000 | PA      | $6612202.27    | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                                       | HILTON GRAND VACATIONS BORROWER ESCROW LLC 144A LIFE SR UNSEC 5.0% 06-01-29                      | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    3403000 | PA      | $2930918.83    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.251% 11-22-27/26                                                    | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $17347080.00   | 0.11%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                     | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                                         | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6385178.60    | 0.04%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 3.625% 03-15-32                                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5028000 | PA      | $4267887.07    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 4.625% 03-15-52                                                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5856000 | PA      | $4584703.39    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                                | HUMANA INC SR UNSEC 3.7% 03-23-29                                                                | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2598000 | PA      | $2383974.16    | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                             | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2404946.70    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                            | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3932956.30    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 5.402% 08-11-33/32                                                    | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $13932705.00   | 0.09%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                      | INTERNATIONAL BUSINESS MACHINES CORP SR UNSEC 2.95% 05-15-50                                     | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $1854128.27    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                         | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5227818.40    | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3599804.00    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2056366.53    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 2.65% 09-15-40                                            | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $3966099.90    | 0.03%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                         | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9875000 | PA      | $8217431.88    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                              | ING GROEP NV SR UNSEC 4.252% 03-28-33/32                                                         | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7952000 | PA      | $7022697.47    | 0.04%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                               | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6435000 | PA      | $6414395.13    | 0.04%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25                                                  | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9263660.00    | 0.06%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.522% 04-22-31/30                                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3816000 | PA      | $3131012.74    | 0.02%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                  | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2374326.00    | 0.02%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $7422959.93    | 0.05%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.58% 04-22-32/31                                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9139000 | PA      | $7342775.25    | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15040000 | PA      | $11926013.12   | 0.08%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $2767145.61    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15750000 | PA      | $14270082.75   | 0.09%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                  | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10521830.00   | 0.07%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2616993.18    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7480000 | PA      | $7303659.00    | 0.05%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                               | KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26                                                      | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2567000 | PA      | $2405443.29    | 0.02%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                                       | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    5000000 | PA      | $4406320.00    | 0.03%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                         | KINDER MORGAN INC SR UNSEC 3.25% 08-01-50                                                        | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3345000 | PA      | $2173724.84    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                           | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27                                 | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4118750.00    | 0.03%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                               | KRAFT HEINZ FOODS CO SR UNSEC 3.875% 05-15-27                                                    | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2236000 | PA      | $2139793.86    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                               | KRAFT HEINZ FOODS CO SR UNSEC 5.5% 06-01-50                                                      | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1131348.88    | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                       | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $1845694.28    | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                        | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1734367.90    | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LEVEL 3 FINANCING INC 144A LIFE SR SEC 1ST LIEN 3.875% 11-15-29                                  | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $949122.00     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                      | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                           | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5050674.00    | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC                                               | LEGACY LIFEPOINT HEALTH LLC 144A LIFE SR SEC 1ST LIEN 6.75% 04-15-25                             | CUSIP: 53219LAT6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2356675.00    | 0.01%             | 2025-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 05-01-50                                         | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2082539.20    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                        | LEVIATHAN BOND LTD 144A LIFE SR SEC 1ST LIEN 5.75% 06-30-23                                      | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    3410000 | PA      | $3406992.38    | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                        | LEVIATHAN BOND LTD 144A LIFE/REG S SR SEC 1ST LIEN 6.75% 06-30-30                                | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    3245000 | PA      | $3070795.42    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                       | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8366000 | PA      | $5632627.02    | 0.04%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                          | LAMAR MEDIA CORP SR UNSEC 4.875% 01-15-29                                                        | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3318829.20    | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | LOWE'S COS INC SR UNSEC 5.625% 04-15-53                                                          | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9629720.00    | 0.06%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                               | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8371000 | PA      | $8570539.53    | 0.05%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                              | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   13204000 | PA      | $13657068.85   | 0.09%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                               | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    6373000 | PA      | $6719136.75    | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                 | MGM RESORTS INTERNATIONAL SR UNSEC 6.0% 03-15-23                                                 | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1897112.00    | 0.01%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                                         | MARATHON OIL CORP SR UNSEC 4.4% 07-15-27                                                         | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1123983.85    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 3.625% 09-01-49                                                         | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     979000 | PA      | $741174.47     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNERS LP                                                            | MAGELLAN MIDSTREAM PARTNERS LP SR UNSEC 3.95% 03-01-50                                           | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $9203325.00    | 0.06%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                           | MURPHY OIL CORP SR UNSEC 5.875% 12-01-27                                                         | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1894279.65    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                 | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.375% 12-04-29                                     | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   10460000 | PA      | $8410781.40    | 0.05%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 4.2% 04-01-50                                                           | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $1891268.69    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25                                               | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     129000 | PA      | $130225.24     | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                 | MGM RESORTS INTERNATIONAL SR UNSEC 6.75% 05-01-25                                                | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3523348.50    | 0.02%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                           | MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34                                     | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1229078 | PA      | $1125263.47    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP SR UNSEC 2.65% 08-15-30                                                                  | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6409000 | PA      | $5208299.49    | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP SR UNSEC 1.75% 03-01-26                                                                  | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5933000 | PA      | $5295125.37    | 0.03%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                           | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    6397198 | PA      | $5856859.13    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                             | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                           | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    3850000 | PA      | $3577497.00    | 0.02%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                                   | MEITUAN REG S SR UNSEC 3.05% 10-28-30                                                            | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |   10000000 | PA      | $7721110.00    | 0.05%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                          | MERCADOLIBRE INC SR UNSEC 2.375% 01-14-26                                                        | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |    4255000 | PA      | $3822351.60    | 0.02%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                          | MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31                                                        | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |    1275000 | PA      | $987360.00     | 0.01%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                           | MARB BONDCO PLC 144A LIFE SR UNSEC 3.95% 01-29-31                                                | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    3086000 | PA      | $2375075.09    | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENTERTAINMENT                                                            | MOHEGAN TRIBAL GAMING AUTHORITY 144A LIFE SR SEC 1ST LIEN 8.0% 02-01-26                          | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   19505000 | PA      | $18276575.10   | 0.12%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31                                               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   13790000 | PA      | $11200127.68   | 0.07%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                       | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3159000 | PA      | $2774849.81    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                                       | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17686000 | PA      | $13610951.05   | 0.09%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                                   | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5810000 | PA      | $4801703.55    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                               | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1466407.42    | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                            | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5969577.20    | 0.04%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                                    | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4038725.00    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                                | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                            | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6368440.00    | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                                                | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7309000 | PA      | $5922124.56    | 0.04%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                            | MERCK & CO INC SR UNSEC 2.75% 12-10-51                                                           | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8271000 | PA      | $5566631.13    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                    | ATHENAHEALTH GROUP INC 144A LIFE SR UNSEC 6.5% 02-15-30                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7388070.00    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.141% 03-15-52                                           | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   21863000 | PA      | $15978070.70   | 0.10%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                                           | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   18191000 | PA      | $15030641.19   | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                            | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10762000 | PA      | $9869668.77    | 0.06%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13914000 | PA      | $13254865.99   | 0.08%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.889% 07-20-33/32                                                       | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3548335.55    | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                                       | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4815818.48    | 0.03%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP SR UNSEC 4.95% 09-01-32                                                                  | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9163000 | PA      | $8618992.69    | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                           | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $4993086.40    | 0.03%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                          | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2527694.78    | 0.02%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                                       | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $39726277.65   | 0.25%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                                       | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $17996440.05   | 0.11%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                       | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                            | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    6050000 | PA      | $5448285.15    | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO PLC                                                                 | NEPTUNE ENERGY BONDCO PLC 144A LIFE SR UNSEC 6.625% 05-15-25                                     | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    2775000 | PA      | $2699403.45    | 0.02%             | 2025-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                             | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $14759499.00   | 0.09%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1020363.75    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 5.875% 11-15-28                                                             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   15466000 | PA      | $15713919.98   | 0.10%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                                       | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                               | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3966971.40    | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                                   | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1434118.27    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 6.375% 05-15-29                                                             | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     275000 | PA      | $283515.93     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC 144A LIFE SR UNSEC 3.625% 06-15-25                                                   | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2133886.25    | 0.01%             | 2025-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 2.25% 06-01-30                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $2854034.05    | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                                                                  | NEWCREST FINANCE PTY LTD 144A LIFE SR UNSEC 4.2% 05-13-50                                        | CUSIP: 65120FAE4<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    1807000 | PA      | $1284843.86    | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD                                                                  | NEWCREST FINANCE PTY LTD 144A LIFE SR UNSEC 3.25% 05-13-30                                       | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |    2719000 | PA      | $2275131.41    | 0.01%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                                                                  | NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28                                                      | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3045575.12    | 0.02%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $12571538.60   | 0.08%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                         | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                              | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5199060.00    | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                       | NCL CORP LTD 144A LIFE SR UNSEC 5.875% 03-15-26                                                  | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4408320.00    | 0.03%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                  | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                                 | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   12925000 | PA      | $11530663.93   | 0.07%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                   | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6985000 | PA      | $6500241.00    | 0.04%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                                                                 | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3236410.38    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                           | NGPL PIPECO LLC 144A LIFE SR UNSEC 3.25% 07-15-31                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4080105.00    | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                               | NATIONAL AUSTRALIA BANK LTD 144A LIFE SUB 2.99% 05-21-31                                         | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   17000000 | PA      | $13346700.00   | 0.08%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| NORDSTROM INC                                                                             | NORDSTROM INC SR UNSEC 4.25% 08-01-31                                                            | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4299420.00    | 0.03%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                                 | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                     | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3486277.13    | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                       | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3300666.28    | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                                 | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.5% 06-01-52                                           | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2097335.50    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 4.95% 07-13-47                                                                | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     402000 | PA      | $325617.99     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                 | OLIN CORP SR UNSEC 5.0% 02-01-30                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4114237.50    | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 4.55% 07-15-28                                                                | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     130000 | PA      | $122954.91     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 5.2% 07-15-48                                                                 | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4988000 | PA      | $4177360.22    | 0.03%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 4.35% 03-15-29                                                                | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     230000 | PA      | $213036.12     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 3.1% 03-15-30                                                                 | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1788000 | PA      | $1502272.24    | 0.01%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                               | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3387250.00    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 5.85% 01-15-26                                                                | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1045537.78    | 0.01%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 7.15% 01-15-51                                                                | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2665608.66    | 0.02%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 2.875% 03-25-31                                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4698449.60    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6167000 | PA      | $4420635.11    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                              | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $4919246.75    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                                        | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                            | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $5643926.05    | 0.04%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.55% 09-15-32                               | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7022644.20    | 0.04%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                       | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     355000 | PA      | $325758.30     | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26                                                       | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2188000 | PA      | $1977011.16    | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                                        | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     144000 | PA      | $128303.86     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                        | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     304000 | PA      | $268784.03     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                                   | PARTY CITY HOLDINGS INC 144A LIFE SR UNSEC 6.625% 08-01-26                                       | CUSIP: 702150AD5<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     560000 | PA      | $14000.00      | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3628000.00    | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3459300.00    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $10154836.25   | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11399000 | PA      | $8870325.63    | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                 | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1824363.66    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                 | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                         | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1353629.48    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15281000 | PA      | $13886455.94   | 0.09%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                       | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     141000 | PA      | $129902.74     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                       | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     104000 | PA      | $96750.37      | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MYT HOLDING LLC                                                                           | MYT HOLDING CO CL B (NOT LISTED OR TRADING)                                                      | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     130350 | NS      | $195525.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC (NOT LISTED OR TRADING)                                                           | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        967 | NS      | $147467.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC (DRS) (NOT LISTED OR TRADING)                                                     | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        182 | NS      | $27755.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING)                              | CUSIP: 62929P110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4602 | NS      | $140202.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                                | AESOP 19-2A D 144A 3.04% 09-22-25/09-20-24                                                       | CUSIP: 05377REP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9126560.00    | 0.06%             | 2025-09-22      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                                    | ACAR 21-3 C 144A 0.98% 11-15-27/07-13-22                                                         | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $973602.00     | 0.01%             | 2027-11-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-1                                    | ACAR 22-1 E 144A 3.64% 03-13-28/09-15-25                                                         | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12764000 | PA      | $10501695.88   | 0.07%             | 2028-03-13      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-1                                    | ACAR 22-1 F 144A 4.87% 11-13-28/09-15-25                                                         | CUSIP: 02530WAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2460779.75    | 0.02%             | 2028-11-13      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_22-X1                                             | AFFRM 22-X1 A 144A 1.75% 02-15-27                                                                | CUSIP: 00834HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     382676 | PA      | $372105.14     | 0.00%             | 2027-02-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A                                                | AESOP 19-3A B 144A 2.65% 03-20-26/25                                                             | CUSIP: 05377RDR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     425000 | PA      | $391918.43     | 0.00%             | 2026-03-20      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                                   | ASTAT 22-18A A1 CLO 144A FRN (TSFR3M+132) 04-21-31                                               | CUSIP: 00850BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17334864 | PA      | $17152570.25   | 0.11%             | 2031-04-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2                                    | ACAR 22-2 C 144A 4.41% 06-13-28                                                                  | CUSIP: 02530BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1465728.00    | 0.01%             | 2028-06-13      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2                                    | ACAR 22-2 E 144A 6.57% 06-13-28                                                                  | CUSIP: 02530BAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9105370.00    | 0.06%             | 2028-06-13      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2                                    | ACAR 22-2 F 144A 7.74% 02-13-29                                                                  | CUSIP: 02530BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3111000 | PA      | $2784382.33    | 0.02%             | 2029-02-13      | Fixed         | 7.74%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                                   | ASTAT 22-18A B CLO 144A FRN (TSFR3M+200) 04-21-31                                                | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3453632.00    | 0.02%             | 2031-04-21      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                                    | ACAR 22-3 D 144A 5.83% 10-13-28/03-13-26                                                         | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     554000 | PA      | $532555.77     | 0.00%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                                    | ACAR 22-3 C 144A 4.86% 10-13-28/04-14-25                                                         | CUSIP: 02528GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2220000 | PA      | $2161525.20    | 0.01%             | 2028-10-13      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                                    | ACAR 22-3 B 144A 4.55% 10-13-26/07-15-24                                                         | CUSIP: 02528GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     352000 | PA      | $345212.38     | 0.00%             | 2026-10-13      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                                    | ACAR 22-4 C 144A 7.86% 02-15-29/08-13-25                                                         | CUSIP: 02529XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880000 | PA      | $891858.00     | 0.01%             | 2029-02-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                                    | ACAR 22-4 B 144A 6.75% 10-13-26/06-13-24                                                         | CUSIP: 02529XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     859000 | PA      | $863332.80     | 0.01%             | 2026-10-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                                 | AESOP 22-5 A 144A 6.12% 04-20-27/26                                                              | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6783000 | PA      | $6767738.25    | 0.04%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                                 | AESOP 22-5 B 144A 7.09% 04-20-27/26                                                              | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4420000 | PA      | $4403380.80    | 0.03%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                                 | AESOP 20-2A C 144A 4.25% 02-20-27/26                                                             | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7156800.00    | 0.05%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3                                       | AMCAR 20-3 D 1.49% 09-18-26/24                                                                   | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7032000 | PA      | $6501091.03    | 0.04%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                         | BHG 21-A B 144A 2.79% 11-17-33                                                                   | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3359092.00    | 0.02%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                               | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                       | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1805832 | PA      | $1364658.12    | 0.01%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                         | BHG 21-B A 144A 0.9% 10-17-34                                                                    | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100993 | PA      | $1978891.29    | 0.01%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                         | BHG 21-B C 144A 2.24% 10-17-34                                                                   | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8400000 | PA      | $6631892.40    | 0.04%             | 2034-10-17      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                         | BHG 21-B B 144A 1.67% 10-17-34                                                                   | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7800000 | PA      | $6576811.80    | 0.04%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_22-1                                        | BREX 22-1 A 144A 4.63% 07-15-25/03-15-24                                                         | CUSIP: 05601DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4359501.00    | 0.03%             | 2025-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                                | BHG 20-A C 144A 5.17% 09-17-31                                                                   | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $6877042.50    | 0.04%             | 2031-09-17      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                                | BHG 20-A B 144A 3.59% 09-17-31                                                                   | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7029127.50    | 0.04%             | 2031-09-17      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                                | BHG 20-A A 144A 2.56% 09-17-31                                                                   | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     448791 | PA      | $438572.21     | 0.00%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_21-1                                                              | CFG 21-1 A 144A 4.7% 05-20-32/11-20-24                                                           | CUSIP: 12528GAD4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3131641.50    | 0.02%             | 2032-05-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                                      | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                      | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3546235 | PA      | $3103072.49    | 0.02%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                                        | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                        | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7918155 | PA      | $6739355.84    | 0.04%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                                | CFMT 20-HB4 M3 144A FRN 12-26-30/11-27-23                                                        | CUSIP: 12529LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $998923.33     | 0.01%             | 2030-12-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_21-1                                                              | CFG 21-1 B 144A 5.82% 05-20-32/10-20-25                                                          | CUSIP: 12528GAE2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2854650.00    | 0.02%             | 2032-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                                       | CPS 22-B D 144A 5.19% 08-15-28/12-15-25                                                          | CUSIP: 12663BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2375725.00    | 0.02%             | 2028-08-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1                                              | CAALT 22-1A C 144A 5.7% 10-15-32/04-15-26                                                        | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1934634.00    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1                                              | CAALT 22-1A D 144A 6.63% 12-15-32/04-15-26                                                       | CUSIP: 22534LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2876841.00    | 0.02%             | 2032-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                                       | CPS 22-C D 144A 6.45% 04-15-30/07-15-26                                                          | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013000 | PA      | $984771.74     | 0.01%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                                       | CPS 22-C C 144A 5.28% 04-15-30/08-15-25                                                          | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1130000 | PA      | $1106208.98    | 0.01%             | 2030-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                                       | CPS 22-C B 144A 4.88% 04-15-30/09-16-24                                                          | CUSIP: 12664DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $981520.00     | 0.01%             | 2030-04-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                                | CFMT 18-RM2 A 144A FRN 10-25-68/23                                                               | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     597192 | PA      | $576803.67     | 0.00%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-B                                                                   | CPS 20-B D 144A 4.75% 04-15-26                                                                   | CUSIP: 12656CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     343010 | PA      | $341941.99     | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                                 | CLIF 20-1A B 144A 3.62% 09-18-45                                                                 | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    1521006 | PA      | $1324434.44    | 0.01%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                                 | CLIF 20-2A B 144A 3.56% 09-15-45                                                                 | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     821537 | PA      | $719777.91     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                                   | DRIVE 21-3 B 1.11% 05-15-26                                                                      | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2970000 | PA      | $2888431.92    | 0.02%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                                   | DRIVE 20-1 D 2.7% 05-17-27/10-16-23                                                              | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6743000 | PA      | $6619427.78    | 0.04%             | 2027-05-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                            | DTAOT 20-2A D 144A 4.73% 03-16-26                                                                | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $196670.80     | 0.00%             | 2026-03-16      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                            | DTAOT 20-2A C 144A 3.28% 03-16-26                                                                | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750115 | PA      | $741357.70     | 0.00%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4A                                            | EART 21-4A E 144A 4.02% 01-17-28/01-15-26                                                        | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2578000 | PA      | $2287853.83    | 0.01%             | 2028-01-17      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A E 144A 6.34% 10-15-29                                                                 | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23432000 | PA      | $20395611.14   | 0.13%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A D 4.56% 07-17-28                                                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5161000 | PA      | $4841977.95    | 0.03%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A A2 2.19% 11-17-25                                                                     | CUSIP: 30166QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     944863 | PA      | $942927.61     | 0.01%             | 2025-11-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2 C 3.85% 07-17-28                                                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2275000 | PA      | $2170686.70    | 0.01%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                                             | EART 22-3A E 144A 9.09% 01-15-30/02-16-27                                                        | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $14586495.00   | 0.09%             | 2030-01-15      | Fixed         | 9.09%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A D 5.98% 12-15-28                                                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1498000 | PA      | $1421760.79    | 0.01%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A C 4.92% 12-15-28                                                                      | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2453000 | PA      | $2369575.92    | 0.02%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A E 144A 8.23% 03-15-30                                                                 | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1167000 | PA      | $1061623.40    | 0.01%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A B 4.57% 01-15-27                                                                      | CUSIP: 30166BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     555000 | PA      | $544830.74     | 0.00%             | 2027-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                                   | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                         | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     418000 | PA      | $408910.59     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                                             | EART 22-5 E 144A 10.45% 04-15-30/06-15-27                                                        | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2953080.00    | 0.02%             | 2030-04-15      | Fixed         | 10.45%                | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3                                             | EART 19-3 E 144A 4.0% 08-17-26/08-15-23                                                          | CUSIP: 30167EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3595000 | PA      | $3439289.77    | 0.02%             | 2026-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                                   | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     460000 | PA      | $461536.40     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 A2 5.73% 11-17-25/02-15-24                                                             | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108000 | PA      | $108143.53     | 0.00%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 B 6.03% 08-16-27/06-16-25                                                              | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     286000 | PA      | $286536.82     | 0.00%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 D 8.03% 04-06-29/01-15-27                                                              | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     430000 | PA      | $433443.87     | 0.00%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 C 6.32% 05-15-28/03-16-26                                                              | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1422000 | PA      | $1424029.19    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 E 144A 11.61% 06-17-30/09-15-27                                                        | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4047136.00    | 0.03%             | 2030-06-17      | Fixed         | 11.61%                | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1                                             | EART 20-1A D 144A 2.73% 12-15-25/03-15-24                                                        | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5658611 | PA      | $5549066.05    | 0.04%             | 2025-12-15      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                             | EART 20-2 D 144A 4.73% 04-15-26/04-15-24                                                         | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     520000 | PA      | $514907.12     | 0.00%             | 2026-04-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                         | EDVES 21-A A 144A 1.8% 11-25-45                                                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3571201 | PA      | $3018465.15    | 0.02%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                                                          | FKH 21-SFR2 F1 144A 2.908% 09-17-38/26                                                           | CUSIP: 33767TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1389000 | PA      | $1144776.30    | 0.01%             | 2038-09-17      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                                              | FREED 22-1FP B 144A 1.91% 03-19-29                                                               | CUSIP: 35633KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13538000 | PA      | $13137721.95   | 0.08%             | 2029-03-19      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                                                          | FKH 21-SFR2 E2 144A 2.358% 09-17-38/09-18-26                                                     | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3513000 | PA      | $2895635.92    | 0.02%             | 2038-09-17      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_19-1                                                   | FORDR 19-1 A 144A 3.52% 07-15-30/01-16-24                                                        | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2467000 | PA      | $2419611.40    | 0.02%             | 2030-07-15      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                                | FASST 19-JR2 A1 144A 2.0% 04-01-69                                                               | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5468334 | PA      | $5621983.31    | 0.04%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A                                             | GSFMT 21-A D 144A 2.09% 12-21-26/09-22-25                                                        | CUSIP: 37186XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1807990.00    | 0.01%             | 2026-12-21      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| GENESIS SALES FINANCE MASTER TRUST GSFMT_21-A                                             | GSFMT 21-A E 144A 3.77% 12-21-26/10-20-25                                                        | CUSIP: 37186XAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5360256.00    | 0.03%             | 2026-12-21      | Fixed         | 3.77%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                                | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                          | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4332772 | PA      | $3689589.54    | 0.02%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                                | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                          | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246422 | PA      | $208273.35     | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                                       | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                                             | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     833000 | PA      | $849350.96     | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPORATION TRUST HASC_06-OPT2                                   | HASC 06-OPT2 M2 FRN (L+58.5) 01-25-36                                                            | CUSIP: 40430HEB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3523328 | PA      | $3468434.65    | 0.02%             | 2036-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                                             | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9753000 | PA      | $9019506.13    | 0.06%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                       | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10573000 | PA      | $9221115.07    | 0.06%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                                             | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2336000 | PA      | $2106794.02    | 0.01%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                                             | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3660000 | PA      | $3356362.74    | 0.02%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                       | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3950000 | PA      | $3392113.85    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                       | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2477000 | PA      | $2047743.33    | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                                | HERTZ 21-A B 144A 3.65% 06-30-23                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   19550000 | PA      | $18756270.00   | 0.12%             | 2023-06-30      | Fixed         | 3.65%                 | Yes           |                  3 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                                | HERTZ 22-1A B 144A 2.19% 06-25-26/25                                                             | CUSIP: 42806MAK5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     799000 | PA      | $718106.84     | 0.00%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                                | HERTZ 22-1A C 144A 2.63% 06-25-26/25                                                             | CUSIP: 42806MAL3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    4017000 | PA      | $3570164.99    | 0.02%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                                | HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27                                                       | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1466000 | PA      | $1259376.10    | 0.01%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                                | HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27                                                       | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6942000 | PA      | $5736126.01    | 0.04%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD KSTAT_22-1                                                           | KSTAT 22-1A B CLO 144A FRN (TSFR3M+260) 07-20-31                                                 | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   12200000 | PA      | $12132741.40   | 0.08%             | 2031-07-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1                                                   | LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25                                                       | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3489665 | PA      | $3231464.35    | 0.02%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                                     | LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26                                                        | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1771000 | PA      | $1692911.30    | 0.01%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                               | MLANE 21-A B 144A 2.24% 09-15-26/07-17-23                                                        | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4890000 | PA      | $4736277.96    | 0.03%             | 2026-09-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                               | MLANE 21-A C 144A 4.75% 09-15-26/07-17-23                                                        | CUSIP: 60510MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4838015.00    | 0.03%             | 2026-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                               | MLANE 22-A A 144A 6.92% 09-15-27                                                                 | CUSIP: 60510MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34067000 | PA      | $33289522.93   | 0.21%             | 2027-09-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                               | MLANE 22-A B 144A 9.2% 09-15-27                                                                  | CUSIP: 60510MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $391271.20     | 0.00%             | 2027-09-15      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                               | MLANE 22-A C 144A 11.82% 09-15-27                                                                | CUSIP: 60510MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2334326.40    | 0.01%             | 2027-09-15      | Fixed         | 11.82%                | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B A2 4(A)(2) 8.73% 01-15-28/05-15-26                                                    | CUSIP: 60510MAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2605000 | PA      | $2604552.72    | 0.02%             | 2028-01-15      | Fixed         | 8.73%                 | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B B 4(A)(2) 10.42% 01-15-28/05-15-26                                                    | CUSIP: 60510MAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8615000 | PA      | $8614755.33    | 0.05%             | 2028-01-15      | Fixed         | 10.42%                | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B A1 4(A)(2) 8.25% 01-15-28/05-15-26                                                    | CUSIP: 60510MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16102000 | PA      | $16099998.52   | 0.10%             | 2028-01-15      | Fixed         | 8.25%                 | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B D 4(A)(2) 14.45% 01-15-28/05-15-26                                                    | CUSIP: 60510MAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4999286.50    | 0.03%             | 2028-01-15      | Fixed         | 14.45%                | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B C 4(A)(2) 12.09% 01-15-28/05-15-26                                                    | CUSIP: 60510MAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12000000 | PA      | $11999589.60   | 0.08%             | 2028-01-15      | Fixed         | 12.09%                | Yes           |                  3 | On Loan: No      |
| MCAS_19-01                                                                                | MCAS 19-1 M10 144A (L+325) FRN 10-15-49                                                          | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3768456 | PA      | $3549365.93    | 0.02%             | 2049-10-15      | Variable      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                                       | NSLT 21-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81364 | PA      | $72070.58      | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                                       | NSLT 21-B AFX 144A 1.42% 04-20-62                                                                | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     167397 | PA      | $148851.90     | 0.00%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14-18A                                                      | NEUB 14-18A A2R2 144A FRN 10-21-30                                                               | CUSIP: 64128QAU9<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-O            | CORP              | KY        |    1000000 | PA      | $975644.00     | 0.01%             | 2030-10-21      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                                       | NSLT 21-CA C 144A 3.36% 04-20-62                                                                 | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5313000 | PA      | $4117957.54    | 0.03%             | 2062-04-20      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                              | PIONEER NATURAL RESOURCES CO SR UNSEC 1.9% 08-15-30                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $5148074.13    | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                                  | PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28                                 | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6874884.00    | 0.04%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                          | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6736000 | PA      | $5290488.08    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                                   | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-26                                 | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $2343200.00    | 0.01%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | POST HOLDINGS INC 144A LIFE SR UNSEC 4.5% 09-15-31                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   10920000 | PA      | $9200165.52    | 0.06%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                       | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   28176000 | PA      | $22970709.41   | 0.15%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | PUBLIC STORAGE SR UNSEC 2.3% 05-01-31                                                            | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1902000 | PA      | $1548465.75    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | PUBLIC STORAGE SR UNSEC 1.85% 05-01-28                                                           | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7071000 | PA      | $6078450.80    | 0.04%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                        | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $9920612.05    | 0.06%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG SARL                                                                  | PETRORIO LUXEMBOURG TRADING SARL 144A LIFE SR SEC 1ST LIEN 6.125% 06-09-26                       | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |    6090000 | PA      | $5803648.20    | 0.04%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                             | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.625% 09-01-29                                 | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11080500.00   | 0.07%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                             | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.875% 09-01-31                                 | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10630500.00   | 0.07%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                                    | PROGRESSIVE CORP SR UNSEC 2.5% 03-15-27                                                          | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18442580.00   | 0.12%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                                    | PROGRESSIVE CORP SR UNSEC 3.0% 03-15-32                                                          | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17422320.00   | 0.11%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   16032000 | PA      | $16177474.37   | 0.10%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7731000 | PA      | $7861089.54    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                          | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10007000 | PA      | $10232737.91   | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                                   | QVC INC SR SEC 1ST LIEN 4.85% 04-01-24                                                           | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1992512.50    | 0.01%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    5855000 | PA      | $4337384.00    | 0.03%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                     | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                    | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     105000 | PA      | $89872.44      | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                    | RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28                                         | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     665000 | PA      | $374351.11     | 0.00%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                         | 1011778 BC ULC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-25                                          | CUSIP: 68245XAK5<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    3200000 | PA      | $3180537.60    | 0.02%             | 2025-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                             | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                            | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1080590.72    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                    | ROPER TECHNOLOGIES INC SR UNSEC 1.75% 02-15-31                                                   | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $17772721.00   | 0.11%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                           | ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27                                                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   10265000 | PA      | $9794144.45    | 0.06%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                               | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3999100.00    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                               | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 4.25% 07-01-26                                    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   16160000 | PA      | $13083103.68   | 0.08%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                               | RIO TINTO FINANCE USA LTD SR UNSEC 2.75% 11-02-51                                                | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    5512000 | PA      | $3672640.09    | 0.02%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                                             | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   23675000 | PA      | $20278655.53   | 0.13%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.607% 12-13-51                                            | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    9473000 | PA      | $6180081.00    | 0.04%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                      | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                           | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1182619.68    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                               | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29                             | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   11931000 | PA      | $12005568.75   | 0.08%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                      | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $727957.18     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                                        | SALLY HOLDINGS LLC SR UNSEC 5.625% 12-01-25                                                      | CUSIP: 79546VAL0<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5403272.00    | 0.03%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 5.4% 10-01-47                                                        | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $928155.71     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                    | SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28                                                    | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7281297.00    | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD SR UNSEC 5.9% 08-08-28                                                           | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    3250000 | PA      | $3047404.75    | 0.02%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                     | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $958353.00     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                           | SOUTHERN CALIFORNIA GAS CO SR SEC 1ST LIEN 2.55% 02-01-30                                        | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     875000 | PA      | $746574.50     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                     | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     930000 | PA      | $683530.47     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                            | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                            | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $2616387.29    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                               | SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28                                                  | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1068850.71    | 0.01%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                           | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.5% 10-20-25                                   | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4392562.50    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                           | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                                  | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2598567.60    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                               | SAN DIEGO GAS & ELECTRIC CO SR UNSEC 1.7% 10-01-30                                               | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3628267.80    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                             | SUTTER HEALTH SR UNSEC 1.321% 08-15-25                                                           | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5453334.00    | 0.03%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                              | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    5841000 | PA      | $5064538.35    | 0.03%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                              | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                  | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    2979000 | PA      | $2187029.87    | 0.01%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                              | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                     | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    9945000 | PA      | $6748527.83    | 0.04%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                                    | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17835000 | PA      | $15337119.08   | 0.10%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                                      | SRS DISTRIBUTION INC 144A LIFE SR SEC 1ST LIEN 4.625% 07-01-28                                   | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3244689.70    | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                       | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $6628872.00    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                                              | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                              | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1296047.25    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                              | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   14919000 | PA      | $11811954.14   | 0.07%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                 | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2273596.28    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                       | SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31                                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   10575000 | PA      | $8270644.05    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                               | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30                                                  | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    8780000 | PA      | $8024428.32    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                                     | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $15770650.60   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                                     | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $11557087.00   | 0.07%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $5963444.75    | 0.04%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                               | SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32                                                   | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1884333.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                     | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $17905275.00   | 0.11%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                     | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20875000 | PA      | $17538486.13   | 0.11%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                              | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                  | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    5195000 | PA      | $4394970.00    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                                        | STUDIO CITY CO LTD 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-27                                       | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    7380000 | PA      | $6912395.82    | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                              | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   18016000 | PA      | $15916667.58   | 0.10%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                    | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    2492000 | PA      | $2626443.40    | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                            | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.25% 12-15-27                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    7435000 | PA      | $7660652.25    | 0.05%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                           | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    7300000 | PA      | $6398669.00    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                            | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $3068000.00    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                  | TEAM HEALTH HOLDINGS INC 144A LIFE SR UNSEC 6.375% 02-01-25                                      | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $852284.50     | 0.01%             | 2025-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24                            | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5710000 | PA      | $5608007.98    | 0.04%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                           | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    3900000 | PA      | $3811450.50    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 03-15-26                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2965170.00    | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27                                 | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     845000 | PA      | $878474.68     | 0.01%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORPORATION 144A SR SEC 1ST LIEN 5.125% 11-01-27                                | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3822307.00    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2605058.55    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                                   | TRAVELERS COS INC SR UNSEC 2.55% 04-27-50                                                        | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     361000 | PA      | $224705.17     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                           | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   12852000 | PA      | $8148964.82    | 0.05%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD REG S SR UNSEC 3.24% 06-03-50                                               | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    2005000 | PA      | $1271294.31    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TRANSDIGM INC SUB 5.5% 11-15-27                                                                  | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4705400.00    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                                  | TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27                                | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2335200.00    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                                                   | TK ELEVATOR HOLDCO GMBH 144A LIFE SR UNSEC 7.625% 07-15-28                                       | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1145393.20    | 0.01%             | 2028-07-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORP 144A SR UNSEC 6.125% 10-01-28                                              | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2602547.00    | 0.02%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25                          | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    1750000 | PA      | $1743035.00    | 0.01%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                        | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3037000 | PA      | $2513658.09    | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2 INC                                                                | REAL HERO MERGER SUB 2 INC 144A LIFE SR UNSEC 6.25% 02-01-29                                     | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $669630.00     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                                                                | TRONOX INC 144A LIFE SR UNSEC 4.625% 03-15-29                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $7860534.38    | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.84% 04-22-51                                           | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    2135000 | PA      | $1516663.44    | 0.01%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                               | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    2304000 | PA      | $1697672.45    | 0.01%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                               | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    4558000 | PA      | $3237916.60    | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                         | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19963000 | PA      | $16356564.27   | 0.10%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                          | TARGA RESOURCES PARTNERS LP SR UNSEC 4.875% 02-01-31                                             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2975147.00    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                               | TORONTO-DOMINION BANK SR UNSEC 2.0% 09-10-31                                                     | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $15798520.00   | 0.10%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TRANSDIGM INC SUB 4.875% 05-01-29                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1738314.75    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                           | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   14245000 | PA      | $12893861.75   | 0.08%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                          | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   16280000 | PA      | $14519269.16   | 0.09%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORP 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-30                                  | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13009800.00   | 0.08%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                               | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                 | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24714435 | PA      | $21862389.20   | 0.14%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                          | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7214000 | PA      | $4879794.88    | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                                       | DIEBOLD NIXDORF INC SR UNSEC BACKSTOP (UNFUNDED) 0.0% 07-15-23                                   | CUSIP: N/A<br>LEI: 549300XZK6EWDBAZSY16       | Long             | DBT              | CORP              | US        |    4408531 | PA      | $4408531.27    | 0.03%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                    | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5404000 | PA      | $4471145.31    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6865238.50    | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UNISYS CORP                                                                               | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27                                            | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2057877.50    | 0.01%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                       | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.375% 04-15-26                                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3347696.73    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                       | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.625% 04-15-29                                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2547556.92    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5657411.25    | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31                                                      | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   26768000 | PA      | $22605763.38   | 0.14%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14216000 | PA      | $10241902.98   | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                       | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9118000 | PA      | $6208063.24    | 0.04%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                        | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9999000 | PA      | $8660273.89    | 0.05%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                         | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                                  | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2153000 | PA      | $1746085.15    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                    | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4599000 | PA      | $4379558.72    | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                   | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4503000 | PA      | $4182674.59    | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1961665.50    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                                 | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3514726 | PA      | $3502080.50    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30                                                    | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7540403.60    | 0.05%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12935000 | PA      | $13387518.04   | 0.08%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.875% 02-15-53                                                  | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7930296.60    | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                                | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                                     | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |    6930000 | PA      | $4861942.47    | 0.03%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                                | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $367311.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                                       | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.75% 02-15-27                                             | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $868453.13     | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                            | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $6892001.70    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERITAS US INC                                                                            | VERITAS US INC 144A LIFE SR SEC 1ST LIEN 7.5% 09-01-25                                           | CUSIP: 92346LAE3<br>LEI: 549300RFUWCPWS8FQ104 | Long             | DBT              | CORP              | US        |   11710000 | PA      | $8090075.99    | 0.05%             | 2025-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50                                           | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8105000 | PA      | $4839001.10    | 0.03%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VM FUND                                                                                   | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                       | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50780481 | PA      | $50018773.79   | 0.32%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $10062889.40   | 0.06%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $14340060.00   | 0.09%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                              | VERISIGN INC SR UNSEC 2.7% 06-15-31                                                              | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $1871563.72    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                         | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    4855000 | PA      | $4256645.53    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                         | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $3389387.50    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                                            | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $4703087.53    | 0.03%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                            | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   21325000 | PA      | $17289009.18   | 0.11%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                   | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    5600000 | PA      | $4560813.60    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52                                              | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5724615.00    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                      | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   22827000 | PA      | $21180602.63   | 0.13%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.196% 06-17-27/26                                                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1532541.45    | 0.01%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5490000 | PA      | $4714619.85    | 0.03%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.3% 02-01-30                                            | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $963567.68     | 0.01%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.35% 02-01-25                                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1452106.20    | 0.01%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.5% 02-01-50                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2096134.93    | 0.01%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $3415627.93    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 5.013% 04-04-51/50                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1949250.60    | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.75% 04-15-25                                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $771927.90     | 0.00%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6177607.62    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                              | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                  | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3001992.00    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                                        | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2775000 | PA      | $1790632.58    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                                                            | WHEEL PROS INC 144A LIFE SR UNSEC 6.5% 05-15-29                                                  | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2185000 | PA      | $775675.00     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                      | WESTPAC BANKING CORP SR UNSEC 1.953% 11-20-28                                                    | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    7248000 | PA      | $6177615.36    | 0.04%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WEWORK COMPANIES LLC                                                                      | WEWORK COS LLC 144A LIFE SR UNSEC 5.0% 07-10-25                                                  | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |   21375000 | PA      | $7100988.75    | 0.04%             | 2025-07-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16901660.00   | 0.11%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15080000 | PA      | $12847677.44   | 0.08%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32                                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $7605752.43    | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9783440.00    | 0.06%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                                     | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4151315.60    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                                | XHR LP 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-29                                                 | CUSIP: 98372MAC9<br>LEI: 54930075IWIPHF5IQL62 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3568853.10    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 4.6% 06-01-32                                                           | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7807952.65    | 0.05%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                    | YARA INTERNATIONAL ASA 144A LIFE SR UNSEC 7.378% 11-14-32                                        | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    9623000 | PA      | $10067524.86   | 0.06%             | 2032-11-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                                                                  | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                               | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1425000 | PA      | $1194762.75    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                                     | ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30                                              | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4045675.00    | 0.03%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FRONT RANGE BIDCO INC                                                                     | ZAYO GROUP HOLDINGS INC 144A LIFE SR UNSEC 6.125% 03-01-28                                       | CUSIP: 98919VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $2846145.00    | 0.02%             | 2028-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                                                | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                                | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5485171.83    | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                               | EQUINOR ASA SR UNSEC 3.7% 04-06-50                                                               | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1217000 | PA      | $966043.65     | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMA 0.875% 08-05-30                                                                             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   19166000 | PA      | $15262504.86   | 0.10%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                               | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC FRN 07-03-23                                          | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |    2055000 | PA      | $2037661.97    | 0.01%             | 2023-07-03      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                               | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                                          | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |    2993000 | PA      | $2820902.50    | 0.02%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                               | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-23                                          | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |    2483000 | PA      | $2475158.69    | 0.02%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                                  | JBIC GLOBAL SR UNSEC 1.25% 01-21-31                                                              | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |   11352000 | PA      | $8864969.78    | 0.06%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                       | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8189700.00    | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                                       | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   20000000 | PA      | $18100540.00   | 0.11%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                                       | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                             | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   20000000 | PA      | $16032180.00   | 0.10%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                     | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   25000000 | PA      | $24513850.00   | 0.16%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   11544000 | PA      | $9087459.89    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 6.4% 02-14-35                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    8595000 | PA      | $8744638.95    | 0.06%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                                      | ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29                                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    6000000 | PA      | $5281680.00    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-35/22                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   16950500 | PA      | $4341802.77    | 0.03%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF 1.0% 07-09-29                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     160697 | PA      | $43059.89      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                                      | ANGOLA REPUBLIC REG S 9.5% 11-12-25                                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    5570000 | PA      | $5745789.20    | 0.04%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | BONOS MEXICAN MXN 10.0% 12-05-24                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   10600000 | PA      | $54565263.13   | 0.35%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                                                       | ITALY GOVT BTPS EUR REG S I/L (B) 0.1% 05-15-23                                                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |   29673750 | PA      | $31616816.45   | 0.20%             | 2023-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BELARUS (REPUBLIC OF)                                                                     | REPUBLIC OF BELARUS REG S 5.875% 02-24-26                                                        | CUSIP: N/A<br>LEI: 635400CVCOWYLHF4ZB08       | Long             | DBT              | NUSS              | BY        |    1700000 | PA      | $765000.00     | 0.00%             | 2026-02-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                                | BRAZIL NTNB BRL I/L 6.0% 08-15-50                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       3995 | PA      | $737028.40     | 0.00%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                                        | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |   30000000 | PA      | $27079869.36   | 0.17%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF 5.2% 05-15-49                                                                    | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1279000 | PA      | $875905.24     | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst