# EDGAR Filing Document

**Accession Number:** 0000811968
**File Stem:** 0001193125-25-334203
**Filing Date:** 2025-12
**Character Count:** 1134701
**Document Hash:** 7466ac9e480e8b319e4f244c6c4eb2c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-334203.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-334203

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05085
- **FILM NUMBER:** 251606431

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $120631112755.63

**Total Liabilities:** $1484956262.01

**Net Assets:** $119146156493.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13170.230000000000 | **1-Year:** -218908.940000000000 | **5-Year:** -502792.110000000000 | **10-Year:** -726154.780000000000 | **30-Year:** -406076.180000000000

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

- **3-Month:** -7998.410000000000 | **1-Year:** -148580.480000000000 | **5-Year:** -295548.110000000000 | **10-Year:** -105394.760000000000 | **30-Year:** -22101.310000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024463 | 2.62%                | 1.51%                | 0.04%                |
| Class ID C000024464 | 2.55%                | 1.46%                | -0.04%               |
| Class ID C000024465 | 2.55%                | 1.45%                | -0.04%               |
| Class ID C000024466 | 2.58%                | 1.49%                | 0.01%                |
| Class ID C000024467 | 2.62%                | 1.52%                | 0.03%                |
| Class ID C000024468 | 2.65%                | 1.53%                | 0.06%                |
| Class ID C000024470 | 2.55%                | 1.46%                | -0.03%               |
| Class ID C000024471 | 2.60%                | 1.53%                | 0.03%                |
| Class ID C000024472 | 2.60%                | 1.51%                | 0.02%                |
| Class ID C000024474 | 2.55%                | 1.45%                | -0.02%               |
| Class ID C000024475 | 2.60%                | 1.50%                | 0.01%                |
| Class ID C000024476 | 2.63%                | 1.53%                | 0.04%                |
| Class ID C000068596 | 2.64%                | 1.53%                | 0.07%                |
| Class ID C000077881 | 2.65%                | 1.55%                | 0.05%                |
| Class ID C000148440 | 2.57%                | 1.49%                | -0.01%               |
| Class ID C000164810 | 2.64%                | 1.53%                | 0.05%                |
| Class ID C000180006 | 2.64%                | 1.54%                | 0.07%                |
| Class ID C000189418 | 2.64%                | 1.54%                | 0.05%                |
| Class ID C000189419 | 2.63%                | 1.54%                | 0.05%                |
| Class ID C000224565 | 2.64%                | 1.54%                | 0.05%                |
| Class ID C000224566 | 2.64%                | 1.55%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $418571446.12            | $2269458724.97                             |
| Month 2  | $311860570.82            | $1214270612.14                             |
| Month 3  | $489407216.13            | $-682030744.99                             |

**Designated Index Information**

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

- **Index Identifier:** 70MXWO30LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARES1 2024-IND                                                                   | ARES1 2024-IND A 144A FRN 07-15-41                                                           | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447000 | PA      | $448452.30     | 0.00%             | 2041-07-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                      | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                          | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |   1849759 | PA      | $1860372.49    | 0.00%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2840000 | PA      | $2855378.60    | 0.00%             | 2040-06-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                         | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478712 | PA      | $471704.67     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                   | BMARK 2021-B25 A5 2.577% 04-15-54                                                            | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $426927.63     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT A 144A FRN 09-15-36                                                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49840394 | PA      | $49819262.01   | 0.04%             | 2036-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA D 144A FRN 10-15-36                                                             | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1378528.92    | 0.00%             | 2036-10-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA C 144A FRN 10-15-36                                                             | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3984000 | PA      | $3979541.90    | 0.00%             | 2036-10-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA A 144A FRN 10-15-36                                                             | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26562000 | PA      | $26527761.58   | 0.02%             | 2036-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT B 144A FRN 11-15-38                                                             | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1557203 | PA      | $1556863.94    | 0.00%             | 2038-11-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT C 144A FRN 11-15-38                                                             | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305824 | PA      | $305836.98     | 0.00%             | 2038-11-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                    | BMO 2024-C10 C FRN 11-15-57                                                                  | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    224000 | PA      | $225957.09     | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX A 144A FRN 11-15-41                                                              | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2474610 | PA      | $2479370.68    | 0.00%             | 2041-11-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 2024-GPA2 A 144A FRN 11-15-41                                                             | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2898000 | PA      | $2902068.79    | 0.00%             | 2041-11-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 A 144A FRN 12-15-39                                                             | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2316474 | PA      | $2322079.40    | 0.00%             | 2039-12-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                     | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                         | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2761000 | PA      | $2858565.46    | 0.00%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                  | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                                      | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    851132 | PA      | $857792.73     | 0.00%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 2025-200P B 144A FRN 03-14-47                                                            | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2027508.00    | 0.00%             | 2047-03-14      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 2025-200P A 144A FRN 03-14-47                                                            | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45617258 | PA      | $46890207.58   | 0.04%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 C FRN 04-15-58                                                              | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    312000 | PA      | $321042.70     | 0.00%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 B FRN 04-15-58                                                              | CUSIP: 06604MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    699000 | PA      | $732761.00     | 0.00%             | 2058-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                             | CSFB 2002-30 1A1 7.5% 11-25-32                                                               | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67084 | PA      | $69234.19      | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                              | CSFB 2002-34 1A1 7.5% 12-25-32                                                               | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55162 | PA      | $56616.23      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                              | CSFB 2003-21 5A1 6.5% 07-25-33                                                               | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56476 | PA      | $58306.54      | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-F                                    | CWHEL 2006-F 2A1A FRN 07-15-36                                                               | CUSIP: 23242LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770614 | PA      | $735618.89     | 0.00%             | 2036-07-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                              | CIM 2022-R2 A1 144A FRN 12-25-61                                                             | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12485590 | PA      | $11948859.09   | 0.01%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                      | CFMT 2023-HB12 M1 144A FRN 04-25-33                                                          | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $668031.30     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                      | CFMT 2023-HB12 A 144A FRN 04-25-33                                                           | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4302 | PA      | $4302.51       | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                            | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22540000 | PA      | $23213968.54   | 0.02%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M1 144A FRN 06-25-43                                                           | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7638395 | PA      | $7714893.69    | 0.01%             | 2043-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                           | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132910 | PA      | $132990.23     | 0.00%             | 2044-05-25      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                   | CONE 2024-DFW1 A 144A FRN 08-15-41                                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475000 | PA      | $1475271.40    | 0.00%             | 2041-08-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN A 144A FRN 07-15-41                                                            | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135000 | PA      | $1138179.14    | 0.00%             | 2041-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34                                                           | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    262652 | PA      | $261862.59     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                     | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                           | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848686 | PA      | $838162.88     | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                    | CFMT 2024-RM5 A 144A FRN 10-25-54                                                            | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |   1823053 | PA      | $1784803.64    | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                    | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                       | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |    808518 | PA      | $811937.07     | 0.00%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                              | CIM 2024-R1 A1 144A FRN 06-25-64                                                             | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2001007 | PA      | $1990157.19    | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                      | DATA 2023-CNTR A 144A FRN 08-12-43                                                           | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49770000 | PA      | $51390262.35   | 0.04%             | 2043-08-12      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC D 144A FRN 09-12-40                                                               | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1031000 | PA      | $1063620.84    | 0.00%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC C 144A FRN 09-12-40                                                               | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $704989.32     | 0.00%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                   | DURST 2025-151 A 144A FRN 08-10-42                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1312000 | PA      | $1338502.40    | 0.00%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A15 144A FRN 06-10-39                                                           | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2651000 | PA      | $2671505.49    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A10 144A FRN 06-10-39                                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2409000 | PA      | $2433044.23    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 2002-W3 A5 7.5% 11-25-41                                                                 | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     29617 | PA      | $31003.33      | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G06061 175K MAX 10-01-40                                                           | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370091 | PA      | $363560.67     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BC8719 175K MAX 06-01-46                                                       | CUSIP: 3140F4VM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1759022 | PA      | $1701805.94    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BC8720 200K MAX 06-01-46                                                       | CUSIP: 3140F4VN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1446620 | PA      | $1402120.18    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AW4156 175K MAX 05-01-44                                                       | CUSIP: 3138XTTN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1641746 | PA      | $1595647.26    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AW4026 175K MAX 06-01-44                                                       | CUSIP: 3138XTPL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1569128 | PA      | $1534776.27    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60546 12-01-42                                                                    | CUSIP: 31335ATB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3184811 | PA      | $3125675.63    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K055 A2 (MF) 2.673% 03-25-26                                                            | CUSIP: 3137BPW21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   3288471 | PA      | $3268105.84    | 0.00%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3136 OP PAC PO 0.0% 04-15-36                                                             | CUSIP: 31396NH66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    466089 | PA      | $383879.88     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G60138 110K MAX 08-01-45                                                           | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11201485 | PA      | $10660811.62   | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-51 PO PAC PO 0.0% 03-25-36                                                          | CUSIP: 31395DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     96669 | PA      | $94120.03      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    699841 | PA      | $663466.46     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ1668 12-01-47                                                                | CUSIP: 3140H22A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1921867 | PA      | $1856729.47    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                         | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  28653000 | PA      | $30047197.67   | 0.03%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                           | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                    | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   1225000 | PA      | $1275225.00    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3593667.00    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    886000 | PA      | $903601.28     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9545850.00    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.8% 05-01-65                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    238000 | PA      | $245026.47     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1782821.25    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7264000 | PA      | $7489815.97    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4174000 | PA      | $4396753.86    | 0.00%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC SR UNSEC 6.05% 11-01-35                                                | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2679642.50    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                          | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043408.00    | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    675000 | PA      | $714487.50     | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AX2782 09-01-44                                                                | CUSIP: 3138Y4CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2325017 | PA      | $2253497.19    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC4801 11-01-46                                                                | CUSIP: 3140F0KP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2320853 | PA      | $2247056.87    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 5.4% 09-15-35                                                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    807000 | PA      | $810783.22     | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.5% 09-19-29                                       | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4500000 | PA      | $5230464.07    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44227 200K MAX 09-01-46                                                           | CUSIP: 3132WHVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    748773 | PA      | $725816.77     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-56 OG PAC PO 0.0% 07-25-36                                                          | CUSIP: 31395NXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     42800 | PA      | $38071.96      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4236544.50    | 0.00%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10125000 | PA      | $10073251.13   | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3117 OG PAC PO 0.0% 02-15-36                                                             | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     26115 | PA      | $23240.37      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 902164 11-01-36                                                                | CUSIP: 31411AJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    724854 | PA      | $764813.83     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7688234.88    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7334000 | PA      | $7369269.21    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-96 OP PAC PO 0.0% 10-25-36                                                          | CUSIP: 31396LDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     70670 | PA      | $64952.78      | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3149 AO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396RDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     43365 | PA      | $37537.06      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7389000 | PA      | $7330250.06    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7538356.49    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3147 OD PAC PO 0.0% 04-15-36                                                             | CUSIP: 31396NL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    173979 | PA      | $158549.42     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3149 MO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396RGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     49531 | PA      | $44609.38      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 3.7% 01-30-26                                                       | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $7015000.00    | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.45% 03-01-47                                                      | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1818776.40    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-25 ZA 6.5% 06-25-31                                                                 | CUSIP: 31359SU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     89569 | PA      | $90417.62      | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-65 PF FRN 07-25-36                                                                  | CUSIP: 31396KAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    337639 | PA      | $334601.72     | 0.00%             | 2036-07-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4587972.25    | 0.00%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                       | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013144.00    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                 | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3136239.00    | 0.00%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                    | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1010964.38    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                           | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    493000 | PA      | $515219.02     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 04-28-28                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3507185.50    | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1978952.99    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                                    | PLUSPETROL SA 144A LIFE SR UNSEC 8.5% 05-30-32                                               | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |   1135000 | PA      | $1157246.00    | 0.00%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 894308 10-01-36                                                                | CUSIP: 31410QR52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    142938 | PA      | $147688.15     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 903076 12-01-36                                                                | CUSIP: 31411BJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    972643 | PA      | $1026315.17    | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.0% 06-04-28                                    | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029204.00    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049214.00    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                         | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1450000 | PA      | $1486902.50    | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.373% 07-21-36/35                                 | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5996000 | PA      | $6161747.43    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 902503 11-01-36                                                                | CUSIP: 31411AU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    404150 | PA      | $425166.99     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 2122 QM 6.25% 02-15-29                                                                   | CUSIP: 3133TJD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    193875 | PA      | $195988.42     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 08-15-35                             | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1340323.63    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.05% 10-15-32                                   | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011280.00    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 10-15-55                                    | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002200.00    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1634927.91    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA2691 07-01-46                                                                | CUSIP: 31418B7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    700510 | PA      | $698910.25     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHARM FRN 760014 08-01-45                                                                    | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    448603 | PA      | $448401.13     | 0.00%             | 2045-08-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 10-29-32                                      | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3417190.00    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4440023.87    | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K064 A2 3.224% 03-25-27                                                                 | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4390000 | PA      | $4346745.33    | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3058 07-01-47                                                                | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2255175 | PA      | $2163923.98    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                   | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11625000 | PA      | $11566131.00   | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5264000 | PA      | $4363766.51    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8723 03-20-53                                                                     | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10508643 | PA      | $10029280.57   | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.897 AG8117 04-20-64                                                                   | CUSIP: 36182DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1674 | PA      | $1676.21       | 0.00%             | 2064-04-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.283 795485 07-20-62                                                                   | CUSIP: 36177QCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5750 | PA      | $5710.67       | 0.00%             | 2062-07-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.817 AG8244 01-20-65                                                                   | CUSIP: 36182DER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       860 | PA      | $862.24        | 0.00%             | 2065-01-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                             | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220775.72     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29                             | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3887972.00    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.817 AG8193 09-20-64                                                                   | CUSIP: 36182DC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       858 | PA      | $860.12        | 0.00%             | 2064-09-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49                             | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2345346.30    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001164.00    | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | ATMOS ENERGY CORP                                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |   1178769 | NS      | $202418212.68  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |  16085621 | NS      | $5945728090.23 | 4.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   6985982 | NS      | $1150785066.99 | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | BARRICK MINING CORP (USD)                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |   7783049 | NS      | $255284007.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 2.4% 02-15-30                                                              | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   6636000 | PA      | $6204029.58    | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1403484.63    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $810480.56     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                         | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $16855434.00   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3752576.00    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   6469000 | PA      | $4231547.56    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                             | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4079000 | PA      | $4181827.51    | 0.00%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2313015.04    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                          | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010666.00    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  12267000 | PA      | $11514431.82   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    896000 | PA      | $771930.88     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                    | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2480060.39    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    982000 | PA      | $995916.90     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  13781000 | PA      | $9050382.35    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                           | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                     | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2248675 | PA      | $2038790.42    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                    | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7801431.90    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4896663.90    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18325000 | PA      | $15906026.70   | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |    980000 | PA      | $907335.94     | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.6% 07-15-30                                                          | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044973.00    | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3606641.50    | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 5.875% 07-01-29                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008170.00    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2953080.00    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 5.5% 09-15-33                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038748.00    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573889.71     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4054000 | PA      | $3481311.69    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26575000 | PA      | $22344764.93   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | 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        |   8700000 | PA      | $8281556.10    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                       | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2147066.40    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    725000 | PA      | $741827.98     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                         | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1156000 | PA      | $1207906.71    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                    | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1082118.42    | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                          | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1915464.21    | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 4.75% 01-15-43                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  11575000 | PA      | $9321266.48    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6076155.10    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.9% 02-15-38                                                          | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1741618.95    | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374765.00    | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50                                                      | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1404724.00    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    517000 | PA      | $516992.76     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                    | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                                        | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3625599.75    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HOLDINGS INC 144A LIFE SR UNSEC 6.75% 05-15-31                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635097.96     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LIGHT SERVICOS DE ELETRICIDADE SA                                                | LIGHT SERVICOS DE ELETRICIDADE SA SR SEC 1ST LIEN SF 4.21% 12-19-32                          | CUSIP: 53222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    209078 | PA      | $119174.46     | 0.00%             | 2032-12-19      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| LIGHT ENERGIA SA                                                                 | LIGHT ENERGIA SA SR UNSEC 4.375% 06-18-26                                                    | CUSIP: 531959AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    471302 | PA      | $441845.63     | 0.00%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $270360.00     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 4.875% 03-15-26                                                           | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5501584.00    | 0.00%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS DE ELETRICIDADE SA                                                | LIGHT SERVICOS DE ELETRICIDADE SA SR SEC 2ND LIEN PIK SF 2.26% 12-19-37                      | CUSIP: 53222MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     86923 | PA      | $22599.98      | 0.00%             | 2037-12-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                               | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1283130.92    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969348.00    | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                       | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $1884670.80    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                    | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1243133.48    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                  | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1398504.30    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30                                               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    418000 | PA      | $429105.84     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34                                                | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1974807.12    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                   | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51391355 | PA      | $12575156.22   | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                 | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    432000 | PA      | $442015.92     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2608888.32    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.7% 02-01-45                                   | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6247605.00    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1748095.44    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                         | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2094150.00    | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                       | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   8265000 | PA      | $8796786.63    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                            | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9921390.00    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 7.125% 04-01-36                                                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1619964.99    | 0.00%             | 2036-04-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 7.5% 04-01-46                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3309988.00    | 0.00%             | 2046-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-B                                                                      | NMEF 2025-B A2 144A 4.64% 01-18-33                                                           | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2032000 | PA      | $2037502.66    | 0.00%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                            | NAVSL 2021-A A 144A 0.84% 05-15-69                                                           | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366909 | PA      | $336293.48     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                     | OOMLT 2007-FXD2 2A6 5.68% 03-25-37                                                           | CUSIP: 68403BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    437019 | PA      | $389956.32     | 0.00%             | 2037-03-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                    | OPTN 2021-B A 144A 1.47% 05-08-31                                                            | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1408026 | PA      | $1380413.42    | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                         | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022972.00    | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                           | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1704937.91    | 0.00%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                            | NABORS INDUSTRIES LTD 144A LIFE SR UNSEC 7.5% 01-15-28                                       | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6031830.00    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                          | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5968770.00    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A B 144A 5.42% 10-17-31                                                           | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145234.32     | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 2021-A A 144A 1.95% 09-15-75                                                            | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768442 | PA      | $748111.22     | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2035464.00    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  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        |   1277000 | PA      | $1144636.40    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 2021-1A B 144A 3.821% 02-28-33                                                         | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452699 | PA      | $441292.28     | 0.00%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 2021-1 A 144A 2.636% 10-15-46                                                          | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    526060 | PA      | $500432.84     | 0.00%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SDART 2022-3                                                                     | SDART 2022-3 C 4.49% 08-15-29                                                                | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    816017 | PA      | $816067.97     | 0.00%             | 2029-08-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 2022-1A A1 144A 5.97% 08-15-62                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44212569 | PA      | $43417936.09   | 0.04%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 2022-5 C 4.74% 10-16-28                                                                | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190412 | PA      | $190545.25     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_14-1RA                                                 | SNDPT 2014-1RA A CLO 144A FRN 07-18-31                                                       | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-O            | CORP              | KY        |    345515 | PA      | $346724.09     | 0.00%             | 2031-07-18      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 2022-7 C 6.69% 03-17-31                                                                | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249000 | PA      | $253171.25     | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 2022-7 B 5.95% 01-17-28                                                                | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40039 | PA      | $40095.85      | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 2023-4 A3 5.73% 04-17-28                                                               | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968343 | PA      | $970321.29     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                                 | STCP 2024-5A A1 CLO 144A FRN 04-20-36                                                        | CUSIP: 87122YAA3<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3000150.00    | 0.00%             | 2036-04-20      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                    | SCFET 2024-1A A2 144A 5.88% 11-20-29                                                         | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101108 | PA      | $101701.99     | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 2024-3 A3 5.63% 01-16-29                                                               | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581499 | PA      | $584047.59     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                                      | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1261260 | PA      | $1257187.39    | 0.00%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                                     | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488960 | PA      | $1493383.70    | 0.00%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A23 144A 5.914% 07-30-54                                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1544400 | PA      | $1538991.51    | 0.00%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 2024-5 A3 4.62% 11-15-28                                                               | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232000 | PA      | $232449.85     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                        | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $5631498.00    | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                        | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936160.00    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                     | SSTRT 2025-A B 144A 5.038% 07-25-31                                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     27880 | PA      | $28096.70      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A A2 144A 4.82% 07-22-30                                                         | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135237 | PA      | $135635.87     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2352804.43    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                        | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3432401.14    | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                  | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                       | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316283 | PA      | $315533.26     | 0.00%             | 2032-07-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 9.375% 07-25-30                                                        | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1107255.91    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020440.00    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                         | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3671361.15    | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                             | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1668293.30    | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 3.125% 09-01-26                                       | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1811361.78    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8010 03-01-52                                                                | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    899244 | PA      | $731699.70     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF6034 12-01-52                                                                | CUSIP: 3133BTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83022 | PA      | $84141.11      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM8477 08-01-51                                                                | CUSIP: 3140XCM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9102145 | PA      | $8199294.45    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    194483 | PA      | $197173.21     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  89689398 | PA      | $90677505.83   | 0.08%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1834255 | PA      | $1898987.33    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4693 01-01-54                                                                | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    428993 | PA      | $445462.38     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8467 07-01-54                                                                | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    271240 | PA      | $276429.50     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2725724 | PA      | $2796483.28    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    800828 | PA      | $821352.63     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1321199 | PA      | $1370246.85    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1384633 | PA      | $1433497.97    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1489710 | PA      | $1534092.84    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7104 09-01-53                                                                | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94988 | PA      | $96663.89      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB7783 08-01-54                                                                | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24900 | PA      | $25245.46      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6767 01-01-54                                                                | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1151425 | PA      | $1207954.68    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0326 11-01-53                                                                | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380160 | PA      | $395372.52     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    502956 | PA      | $517940.01     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    778230 | PA      | $801415.70     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    601968 | PA      | $617395.51     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1300569 | PA      | $1341858.61    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1254477 | PA      | $1295683.13    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    570695 | PA      | $584064.40     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1661006 | PA      | $1709477.23    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                                | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1012737 | PA      | $1038691.02    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BW0488 05-01-37                                                                | CUSIP: 3140MRRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    906709 | PA      | $853329.01     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 RC2555 03-01-37                                                                | CUSIP: 3133L8ZU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78731 | PA      | $74096.17      | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4021 06-01-52                                                                | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    616165 | PA      | $587896.98     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QG7176 07-01-53                                                                | CUSIP: 3133C76M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4856235 | PA      | $4308082.47    | 0.00%             | 2053-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6892 04-01-52                                                                | CUSIP: 3140XNUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60745 | PA      | $49539.24      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1564 04-01-51                                                                | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68538 | PA      | $55808.50      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4199 03-01-52                                                                | CUSIP: 3140MHUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    908347 | PA      | $806613.15     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0998 07-01-51                                                                | CUSIP: 3140QLDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    785149 | PA      | $696492.69     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD7059 02-01-52                                                                | CUSIP: 3133B4ZY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1019446 | PA      | $904322.38     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4999 03-01-53                                                                | CUSIP: 31418ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    995452 | PA      | $883273.83     | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2096 11-01-51                                                                | CUSIP: 3140QMKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    988606 | PA      | $878392.34     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD4120 06-01-52                                                                | CUSIP: 3132E0SH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89486 | PA      | $79379.98      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB4315 07-01-52                                                                | CUSIP: 3140QPYM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    615339 | PA      | $546051.93     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0026 07-01-55                                                                | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16470183 | PA      | $16397500.15   | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0050 09-01-55                                                                | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1165640 | PA      | $1192973.39    | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SL2621 07-01-52                                                                | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14533328 | PA      | $12354026.32   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                    | GWT 2024-WLF2 A 144A FRN 05-15-41                                                            | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3164000 | PA      | $3174036.21    | 0.00%             | 2041-05-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                       | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106944 | PA      | $108110.33     | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 2024-2 B 144A 6.1% 12-13-27                                                             | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236560 | PA      | $236671.99     | 0.00%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A                                | AXIS 2023-1A A2 144A 6.09% 12-20-29                                                          | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    492488 | PA      | $496982.44     | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1                              | AMCAR 2024-1 A3 5.43% 01-18-29                                                               | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372000 | PA      | $375308.57     | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                    | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                      | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |    276477 | PA      | $276277.50     | 0.00%             | 2032-04-20      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2503437.50    | 0.00%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 B 144A 4.8% 11-13-28                                                             | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1731000 | PA      | $1731752.99    | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 C 144A 4.91% 08-12-31                                                            | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869000 | PA      | $1875091.07    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                    | ACHV 2024-3AL A 144A 5.01% 12-26-31                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580778 | PA      | $585653.71     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                                | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7301474 | PA      | $7246713.29    | 0.01%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| AFFRM 2024-X2                                                                    | AFFRM 2024-X2 A 144A 5.22% 12-17-29                                                          | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37707 | PA      | $37733.51      | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A A 144A 5.943% 02-16-50                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    754049 | PA      | $768946.95     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A B 144A 6.576% 02-16-50                                                         | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359446 | PA      | $364929.71     | 0.00%             | 2050-02-16      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                        | AESOP 2025-1A A 144A 4.8% 08-20-29                                                           | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6271000 | PA      | $6369291.65    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 2023-4A D 144A 7.31% 06-20-29                                                          | CUSIP: 05377RJS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $148739.99     | 0.00%             | 2029-06-20      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 2023-8A D 144A 7.52% 02-20-30                                                          | CUSIP: 05377RJY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $395772.30     | 0.00%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                    | AASET 2025-2A A 144A 5.522% 02-16-50                                                         | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348524 | PA      | $351181.41     | 0.00%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                 | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                          | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1269000 | PA      | $1273610.28    | 0.00%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG1023 04-01-53                                                                | CUSIP: 3133C1D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7999566 | PA      | $8117647.10    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7483 02-01-53                                                                | CUSIP: 3133BVJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9764061 | PA      | $9903178.98    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7073 02-01-53                                                                | CUSIP: 3133BU2E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3699886 | PA      | $3754703.49    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY4218 06-01-53                                                                | CUSIP: 3140NLVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    888355 | PA      | $901831.03     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3726 12-01-52                                                                | CUSIP: 3140N8D88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368384 | PA      | $373959.05     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4108 02-01-53                                                                | CUSIP: 3140N8R67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    241338 | PA      | $244694.49     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX2464 12-01-52                                                                | CUSIP: 3140N6W24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    202881 | PA      | $206076.82     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4152 03-01-53                                                                | CUSIP: 3140XKTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5048078 | PA      | $5124657.85    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8351 03-01-53                                                                | CUSIP: 3133BWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2394768 | PA      | $2433288.30    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7555 03-01-53                                                                | CUSIP: 3140NCMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3646035 | PA      | $3699854.23    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF4188 12-01-52                                                                | CUSIP: 3133BRUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78416 | PA      | $79526.08      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG0657 04-01-53                                                                | CUSIP: 3133C0WS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3060067 | PA      | $3107586.59    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX5626 01-01-53                                                                | CUSIP: 3140NAHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3930456 | PA      | $3987667.65    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3716 12-01-52                                                                | CUSIP: 3140N8DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    417651 | PA      | $423928.76     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF6796 01-01-53                                                                | CUSIP: 3133BURR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115574 | PA      | $117233.28     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF9106 02-01-53                                                                | CUSIP: 3133BXDK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    937116 | PA      | $949573.59     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY5242 06-01-53                                                                | CUSIP: 3140NMZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40933 | PA      | $41483.11      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6349 07-01-50                                                                | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10698987 | PA      | $9525083.13    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7381 10-01-50                                                                | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9210571 | PA      | $8199968.43    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5267 05-01-51                                                                | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6954014 | PA      | $6218306.81    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3506 09-01-50                                                                | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11134208 | PA      | $9960762.31    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5901 09-01-51                                                                | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6572812 | PA      | $5879353.80    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5958896 | PA      | $5303227.04    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7258149 | PA      | $6492370.87    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    847509 | PA      | $864246.87     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ1855 06-01-54                                                                | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6855413 | PA      | $6844272.65    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                      | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                          | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   3789939 | PA      | $3741837.56    | 0.00%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-4                                                                      | ACAR 2025-4 A 144A 4.42% 05-14-29                                                            | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2354000 | PA      | $2354188.32    | 0.00%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A B 144A 2.96% 02-20-27                                                          | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922000 | PA      | $919489.39     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  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        |    329973 | PA      | $281406.50     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    633106 | PA      | $538094.27     | 0.00%             | 2052-09-01      | 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        |   1970406 | PA      | $1674892.76    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV6656 03-01-52                                                                | CUSIP: 3140MLME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23877 | PA      | $21489.95      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4711 07-01-52                                                                | CUSIP: 31418EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41451 | PA      | $42084.41      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4418 08-01-52                                                                | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87570 | PA      | $88760.83      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4398 11-01-52                                                                | CUSIP: 3140N83G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    910258 | PA      | $937559.43     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1223 10-01-52                                                                | CUSIP: 3140N5LD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1421906 | PA      | $1452819.15    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8235 08-01-52                                                                | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    986777 | PA      | $875503.37     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF3380 11-01-52                                                                | CUSIP: 3133BQXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3304046 | PA      | $3374266.56    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    429800 | PA      | $365362.28     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA4894 01-01-53                                                                | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35481902 | PA      | $36459889.28   | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    707015 | PA      | $634255.85     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8301 02-01-53                                                                | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64956 | PA      | $66742.40      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8820 03-01-52                                                                | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83886 | PA      | $68256.82      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3346 04-01-52                                                                | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4926153 | PA      | $4000223.71    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU8729 06-01-52                                                                | CUSIP: 3140MAVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2832996 | PA      | $2306795.02    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6973 03-01-52                                                                | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4130690 | PA      | $3365677.58    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 2019-4 MA 3.0% 02-25-59                                                                 | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  22067207 | PA      | $20474528.62   | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                     | SLST 2019-3 A1C 2.75% 11-25-29                                                               | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  27796466 | PA      | $26711152.64   | 0.02%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                          | SCRT 2019-3 MT 3.5% 10-25-58                                                                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1900193 | PA      | $1712818.58    | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-5                                                                      | TPMT 2015-5 B1 144A FRN 05-25-55                                                             | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $395278.40     | 0.00%             | 2055-05-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                              | TPMT 2016-3 M2 144A FRN 04-25-56                                                             | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795505 | PA      | $791996.50     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7216809 | PA      | $7380724.38    | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19816731 | PA      | $20523019.11   | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12889640 | PA      | $12231520.76   | 0.01%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  74014318 | PA      | $62851404.54   | 0.05%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 7.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0706B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 329687629 | PA      | $345103163.16  | 0.29%             | 2055-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20921000 | PA      | $18541236.25   | 0.02%             | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5669694 | PA      | $5527135.21    | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  84531505 | PA      | $68573309.36   | 0.06%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7759021 | PA      | $7721164.74    | 0.01%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 11-01-55                                                                   | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5042000 | PA      | $5094704.03    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 11-01-40                                                                   | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  46637121 | PA      | $43885204.40   | 0.04%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC ADR                                                                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    738100 | NS      | $55298452.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |  16728305 | NS      | $624973647.64  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG                                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |   2344880 | NS      | $663592631.99  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   1631818 | NS      | $153456164.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CORP                                                                   | SOUTH BOW CORP                                                                               | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |  11211827 | NS      | $290817629.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                  | SOLSTICE ADVANCED MATERIALS INC                                                              | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |    315973 | NS      | $14240903.11   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA                                                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |   3606277 | NS      | $331561107.38  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE AG                                                                      | SWISS RE AG                                                                                  | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |    772740 | NS      | $140874507.67  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                             | SOUTHSTATE BANK CORP                                                                         | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    879727 | NS      | $77987798.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |  15637639 | NS      | $393636981.26  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC                                                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   4193691 | NS      | $85932935.17   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                           | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |  47729928 | NS      | $310605193.65  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        | 271008800 | NS      | $883695078.19  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    853853 | NS      | $98756637.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | SEAGATE TECHNOLOGY HOLDINGS PLC                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |   1699935 | NS      | $434979367.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP                                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |   3853242 | NS      | $177711521.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC CL A                                                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    288335 | NS      | $37881452.30   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                              | SUN COMMUNITIES INC (REIT)                                                                   | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |    430663 | NS      | $54521935.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                               | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |   1627655 | NS      | $217357048.70  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 2023-6A A 144A 5.81% 12-20-29                                                          | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29522000 | PA      | $30760477.42   | 0.03%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A A 144A 2.02% 02-20-27                                                          | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6060000 | PA      | $6035584.29    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 2021-1A B 144A 3.446% 07-15-46                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311639 | PA      | $298491.10     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SULZER AG                                                                        | SULZER AG                                                                                    | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |    260827 | NS      | $43520441.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |  11521306 | NS      | $425366617.52  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-22A                                                | BLUEM 2018-22A A1 CLO 144A FRN 07-15-31                                                      | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    338815 | PA      | $339042.04     | 0.00%             | 2031-07-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                    | BJETS 2024-2A A 144A 5.364% 09-15-39                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215226 | PA      | $1225151.93    | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | SKYWORKS SOLUTIONS INC                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |   1153297 | NS      | $89634242.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   4306408 | NS      | $319879986.24  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 2025-1 A3 4.67% 08-15-28                                                               | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $400456.80     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 2025-1 A2 4.71% 09-15-27                                                               | CUSIP: 10806HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172614 | PA      | $172641.04     | 0.00%             | 2027-09-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  15460528 | NS      | $382648068.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                         | MOLSON COORS BEVERAGE CO CL B (LIMITED VOTING)                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |   1108000 | NS      | $48441760.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 2025-1 B 4.92% 03-15-29                                                                | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $355992.94     | 0.00%             | 2029-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                                     | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    512894 | PA      | $513273.49     | 0.00%             | 2031-05-17      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                         | BLAST 2025-3 A2 4.73% 02-15-28                                                               | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198000 | PA      | $1199877.27    | 0.00%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                   | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                                     | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3284000 | PA      | $3282292.32    | 0.00%             | 2034-04-19      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                       | BHG 2020-A C 144A 5.17% 09-17-31                                                             | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1948827 | PA      | $1947949.83    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                     | LBZZ 2025-1A A2 144A 5.1% 10-15-30                                                           | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127474 | PA      | $127300.24     | 0.00%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-A                                                                     | MBALT 2024-A A3 5.32% 01-18-28                                                               | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477000 | PA      | $482112.96     | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                             | MFCC 2024-2A A 144A 6.56% 07-20-29                                                           | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $412561.27     | 0.00%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A A1 144A 6.2% 08-15-29                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156000 | PA      | $157216.96     | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                               | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                      | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   1993173 | PA      | $1989007.18    | 0.00%             | 2032-07-23      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                                      | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427838 | PA      | $425788.79     | 0.00%             | 2033-01-20      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                      | MLANE 2025-B A 144A 5.06% 09-15-31                                                           | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202000 | PA      | $2215121.72    | 0.00%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                       | MMP 2025-A A 144A 5.36% 12-15-31                                                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87820 | PA      | $88442.40      | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                      | MLANE 2025-C A 144A 4.78% 12-16-30                                                           | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529000 | PA      | $529005.29     | 0.00%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MMAF 2025-B                                                                      | MMAF 2025-B A2 144A 4.02% 02-13-29                                                           | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3497830.00    | 0.00%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                         | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8936267 | PA      | $8400636.34    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9308358 | PA      | $8517501.32    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20854209 | PA      | $19681931.47   | 0.02%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA AFL 144A FRN 04-20-62                                                           | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10754125 | PA      | $10732659.95   | 0.01%             | 2062-04-20      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                  | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448632.90     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 2.95% 08-15-27                                        | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2410956.80    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN GROUP                                                                 | TRANSURBAN GROUP STAPLED SECURITY                                                            | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |   8755955 | OU      | $82867466.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK/THE                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |   2876611 | NS      | $236191595.85  | 0.20%             |  |  |  | No            |                  1 | 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        |    395000 | PA      | $386191.90     | 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        |   2910000 | PA      | $2702551.92    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TE CONNECTIVITY PLC                                                              | TE CONNECTIVITY PLC                                                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |    819859 | NS      | $202513371.59  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |  10153211 | NS      | $453137806.93  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT                                                  | TELKOM INDONESIA PERSERO TBK PT CL B                                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        | 175000000 | NS      | $33694967.54   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                                  | T-MOBILE US INC                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |   2693869 | NS      | $565847183.45  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 6.5% 05-15-26                              | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2876490.00    | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TPG INC                                                                          | TPG INC CL A                                                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |   5400082 | NS      | $297220513.28  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| TRINITY INDUSTRIES INC                                                           | TRINITY INDUSTRIES INC                                                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |   4473848 | NS      | $122449219.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |  11325210 | NS      | $568299368.86  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | TRACTOR SUPPLY CO                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |   2745600 | NS      | $148564416.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A C 144A 7.03% 10-17-31                                                           | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100692.50     | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A A 144A 4.98% 10-17-31                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $803640.10     | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433551 | PA      | $435195.28     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 2025-1A A 144A 5.08% 04-19-32                                                           | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159000 | PA      | $159601.66     | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 2023-B A 144A 5.27% 05-15-28                                                           | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15258000 | PA      | $15339172.56   | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                                         | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545991 | PA      | $560646.33     | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 AF 144A FRN 09-15-39                                                            | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173273 | PA      | $174934.54     | 0.00%             | 2039-09-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                          | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208343 | PA      | $210037.85     | 0.00%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 2024-1A A2A 144A 4.84% 01-20-27                                                        | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697934 | PA      | $698793.14     | 0.00%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                          | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791507 | PA      | $795508.37     | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                     | PEAC 2024-2A A3 144A 4.65% 10-20-31                                                          | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78000 | PA      | $78390.94      | 0.00%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                      | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    557501 | PA      | $557868.57     | 0.00%             | 2033-01-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                     | PREF 2025-1A A2 144A 4.9% 05-15-31                                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119000 | PA      | $119774.33     | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                          | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471000 | PA      | $473945.63     | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A1 144A 4.592% 02-20-26                                                         | CUSIP: 69392HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201791 | PA      | $201887.09     | 0.00%             | 2026-02-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                     | PNFED 2025-A A2 144A 4.12% 09-15-28                                                          | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793000 | PA      | $792818.40     | 0.00%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                     | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                           | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $973371.72     | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A C 144A 5.48% 09-15-29                                                            | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100087.60     | 0.00%             | 2029-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A D 144A 5.82% 09-15-29                                                            | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104000 | PA      | $104089.96     | 0.00%             | 2029-09-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A B 144A 5.24% 09-15-29                                                            | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112000 | PA      | $112088.70     | 0.00%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                    | REACH 2024-2A A 144A 5.88% 07-15-31                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40086 | PA      | $40277.10      | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4                               | RPM 2025-4A A2 144A 5.124% 04-25-34                                                          | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $582824.60     | 0.00%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22469000 | PA      | $21838272.70   | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1245459.05    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                        | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6434453.72    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055191.00    | 0.00%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3744709.62    | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $2398377.70    | 0.00%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                     | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    490000 | PA      | $506994.67     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                         | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1485000 | PA      | $1622362.50    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                            | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017904.00    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                          | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    955000 | PA      | $1139464.39    | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 7.75% 02-01-32                                                         | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1551645.00    | 0.00%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   4627625 | PA      | $5097810.21    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                             | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  36579799 | PA      | $37786200.77   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                 | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2257931.88    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4566695.59    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   2785000 | PA      | $2832762.75    | 0.00%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                          | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11472300.00   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.436% 02-24-43/42                                          | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    666000 | PA      | $525537.94     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                         | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                             | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10631300.00   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.8% 01-07-29                                       | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $781520.25     | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.75% 04-15-54                                                           | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3258614.40    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.875% 05-15-34                                       | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2919511.67    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1813934.66    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                        | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3121338.29    | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $801669.48     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                 | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4173000 | PA      | $4312123.65    | 0.00%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                    | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023110.00    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1063049.09    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7965763.40    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                       | SMB 2025-A A1A 144A 5.13% 04-15-54                                                           | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005534 | PA      | $2046218.13    | 0.00%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                                        | SYNIT 2025-A2 A 4.49% 05-15-31                                                               | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20413000 | PA      | $20686513.79   | 0.02%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                    | SFAST 2025-2A A2 144A 4.52% 11-20-28                                                         | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301106 | PA      | $301622.25     | 0.00%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                     | SSTRT 2025-B B 144A 4.925% 12-29-32                                                          | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148025 | PA      | $149066.76     | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                   | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1346470.23    | 0.00%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                     | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1443207.71    | 0.00%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SCCU 2025-1A                                                                     | SCCU 2025-1A A2 144A 4.67% 11-15-28                                                          | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2186000 | PA      | $2191327.28    | 0.00%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                    | SEACO 2025-1H A 144A 6.169% 09-20-45                                                         | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3734863 | PA      | $3743203.00    | 0.00%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                                    | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2161631.18    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1041164.32    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A1 144A 1.69% 07-15-60                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35512125 | PA      | $30574767.81   | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                        | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    200000 | PA      | $250941.82     | 0.00%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SUB (H) 7.875% 06-15-54/29                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1381143.36    | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.375% 01-19-36                                                        | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1220000 | PA      | $1265714.62    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                         | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5296855.00    | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $976726.73     | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4310000 | PA      | $4312185.17    | 0.00%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                            | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4053000 | PA      | $4103808.41    | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                             | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4058128.00    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                             | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    558000 | PA      | $556974.95     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                       | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3286000 | PA      | $3113133.40    | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177506.35     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS LLC 144A LIFE SR UNSEC 5.875% 04-15-33                               | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514523.00    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                            | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1724307.61    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  25500000 | PA      | $26402649.00   | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                                            | TRUST FIBRA UNO 144A LIFE SR UNSEC 7.7% 01-23-32                                             | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $387679.88     | 0.00%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2706858.00    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                 | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31625000 | PA      | $31147936.88   | 0.03%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                             | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4758958.33    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                    | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                    | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    703000 | PA      | $711764.30     | 0.00%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1196619.14    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                            | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50562.96      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIES LP SR UNSEC 4.65% 04-01-29                                         | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1704915.60    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7142772.00    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4805 11-01-52                                                                | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2945888 | PA      | $2885329.66    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                       | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4614856.05    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.125% 06-15-29                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8392168.20    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                                | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295792 | PA      | $251430.97     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV7787 05-01-52                                                                | CUSIP: 3140MMUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    322296 | PA      | $274752.88     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                             | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $901552.99     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIES LP SR UNSEC 3.25% 01-15-30                                         | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $901898.40     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1005 04-01-52                                                                | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    604867 | PA      | $514363.24     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV8126 04-01-52                                                                | CUSIP: 3140MNA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    314961 | PA      | $268442.92     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |   5130000 | PA      | $5125039.29    | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                        | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    665000 | PA      | $653005.40     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    777205 | PA      | $662406.09     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9335 10-01-51                                                                | CUSIP: 3140XDLR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    495766 | PA      | $423475.79     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                         | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427756.95     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250081.78     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9818 05-01-52                                                                | CUSIP: 3140MP4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143025 | PA      | $121756.52     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                                | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    990016 | PA      | $841540.98     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209722 | PA      | $178875.36     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    379912 | PA      | $322935.51     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1629 04-01-52                                                                | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    558512 | PA      | $474754.71     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4659 04-01-52                                                                | CUSIP: 3140MJE92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235350 | PA      | $200532.01     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4331717 | PA      | $4332383.85    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR0751 01-01-51                                                                | CUSIP: 3140KXZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1304960 | PA      | $1109274.80    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8287 01-01-53                                                                | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1069784 | PA      | $1047681.49    | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8280 11-01-52                                                                | CUSIP: 3132DWFV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19042 | PA      | $19825.03      | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC 144A LIFE SR UNSEC 5.5% 10-15-26                                          | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3950232.00    | 0.00%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4128000 | PA      | $3733441.63    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 394854 05-01-27                                                                | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       950 | PA      | $982.80        | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4029408.00    | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                         | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3181222.10    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                       | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1211450.76    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSEC 7.65% 02-01-34                                                  | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2286090.00    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 9.75% 01-15-29                                          | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009600.00    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP 144A LIFE SR SEC 1ST LIEN 10.0% 11-15-29                                | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406989.77     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| INSULET CORP                                                                     | INSULET CORP 144A LIFE SR UNSEC 6.5% 04-01-33                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4171380.00    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10435160.00   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                 | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1214000 | PA      | $1222455.51    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                           | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1702000 | PA      | $1770105.53    | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7048000 | PA      | $7196437.93    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP SR UNSEC 6.375% 07-15-28                                                     | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002298.00    | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC SR UNSEC 5.125% 02-01-29                                            | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |   1015000 | PA      | $657304.87     | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6317829.00    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                       | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   4075000 | PA      | $4164442.18    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                      | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946732.00     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                                   | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3769200.00    | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.875% 04-15-28                                      | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    950000 | PA      | $968694.10     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MODEC FINANCE BV                                                                 | MODEC FINANCE BV 7.84% 07-15-26                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2025000.00    | 0.00%             | 2026-07-15      | Fixed         | 7.84%                 | Yes           |                  3 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXEMBOURG SA 144A LIFE SR UNSEC 8.875% 09-13-33                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1725000 | PA      | $1888543.80    | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 144A LIFE SR UNSEC 12.875% 10-01-28                                 | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $615307.78     | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   1370000 | PA      | $1438165.72    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1820000 | PA      | $1867411.00    | 0.00%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    595000 | PA      | $597044.42     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                                       | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1427149.90    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NORTH AMERICA CAPITAL INC 144A LIFE SR UNSEC 6.75% 04-23-30                               | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    915000 | PA      | $871829.39     | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                      | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2750000 | PA      | $3187437.00    | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                                         | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |  13165000 | PA      | $13055335.55   | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                | EMPRESAS PUBLICAS DE MEDELLIN ESP REG S SR UNSEC 4.25% 07-18-29                              | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | CO        |   1713000 | PA      | $1623656.77    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                          | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7583000 | PA      | $5457917.33    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4569911.47    | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FANNIE MAE 2.125% 04-24-26                                                                   | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  37230000 | PA      | $36925350.63   | 0.03%             | 2026-04-24      | Fixed         | 2.12%                 | 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        |   8500000 | PA      | $8279425.00    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2837000 | PA      | $2836341.82    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     44000 | PA      | $35299.57      | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                   | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  14000000 | PA      | $14319550.00   | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  41500000 | PA      | $42624193.50   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    277000 | PA      | $251431.79     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    310000 | PA      | $255542.30     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.875% 07-17-64                                      | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3000000 | PA      | $2998950.00    | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                       | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2810000 | PA      | $2827450.10    | 0.00%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP                                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |    710950 | NS      | $180453329.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1290000 | PA      | $1371205.50    | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   1500000 | PA      | $1779625.33    | 0.00%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27016000 | PA      | $27526769.90   | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 423733000 | PA      | $428632963.67  | 0.36%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                  | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291000 | PA      | $288590.17     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                        | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |   1060000 | PA      | $1305975.76    | 0.00%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                               | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284713.00     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3440922.80    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                           | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1194728.54    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                           | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2461483.15    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129296.18     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990932.00    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4811042.50    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.86% 08-27-26                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512470.00    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1414348.85    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 4.875% 02-04-28                                                    | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3051298.84    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AUTONATION INC SR UNSEC 5.89% 03-15-35                                                       | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4131956.00    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1147680.32    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                     | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    529000 | PA      | $550577.38     | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                     | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2224932.47    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                  | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144732.00    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.875% 06-15-30                        | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6453293.45    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.625% 07-15-33                       | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519517.62     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.0% 08-01-30                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4286656.19    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.375% 08-01-33                                    | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4160212.25    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                        | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1724563.75    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                            | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    346000 | PA      | $359789.83     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                             | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $960211.98     | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3479985 | PA      | $3601412.48    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7503 02-01-54                                                                | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1683797 | PA      | $1724167.69    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7427102 | PA      | $7603190.78    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3247445 | PA      | $3346732.65    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1102133 | PA      | $1119440.42    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4794082 | PA      | $4925674.80    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    541261 | PA      | $549761.01     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1951479 | PA      | $2002487.22    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7156775 | PA      | $7438816.64    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2361572 | PA      | $2444913.92    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5069849 | PA      | $5223571.68    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                                | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3315402 | PA      | $3413806.45    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    998346 | PA      | $1022025.10    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2411857 | PA      | $2469061.93    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8658 09-01-51                                                                | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4082068 | PA      | $3469871.97    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1213396 | PA      | $1242671.22    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    749825 | PA      | $767456.55     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7510 11-01-53                                                                | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    714210 | PA      | $747190.23     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6838 11-01-53                                                                | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    479345 | PA      | $485961.34     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3512 08-01-53                                                                | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142844 | PA      | $146598.29     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8448 07-01-54                                                                | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8224231 | PA      | $8519537.98    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0854 01-01-54                                                                | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16401 | PA      | $17016.66      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118498 | PA      | $122245.57     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5446 08-01-54                                                                | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    551065 | PA      | $570851.79     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8455 08-01-54                                                                | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7414378 | PA      | $7680606.43    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143582 | PA      | $148145.16     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300601 | PA      | $308922.93     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137725 | PA      | $142080.30     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    179958 | PA      | $186185.63     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    231627 | PA      | $239775.18     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    366654 | PA      | $378473.86     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    309265 | PA      | $321123.01     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 2024-HULA D 144A FRN 08-15-39                                                             | CUSIP: 30338DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003927.00    | 0.00%             | 2039-08-15      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    321281 | PA      | $329717.30     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    405534 | PA      | $415927.42     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 2024-HULA A 144A FRN 08-15-39                                                             | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4017176.00    | 0.00%             | 2039-08-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1173281 | PA      | $1188341.91    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    485675 | PA      | $498388.34     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                                | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1853288 | PA      | $1879073.16    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1073914 | PA      | $1088358.78    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    191834 | PA      | $194826.55     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1423510 | PA      | $1459992.96    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9071 08-01-54                                                                | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1378097 | PA      | $1437459.70    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP                                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |   1653424 | NS      | $98362193.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                                                       | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 144A                            | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |     13000 | NS      | $10335000.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                   | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        | 317973356 | NS      | $2715492457.80 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |   1230400 | NS      | $62590448.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $530365.60     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  16325000 | PA      | $11166806.08   | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  19190000 | PA      | $17184491.48   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6553141.54    | 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        |  10890000 | PA      | $10783604.70   | 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        |   2173000 | PA      | $2159968.52    | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21973000 | PA      | $18931189.72   | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                   | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508430.00    | 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        |   1365000 | PA      | $1361721.27    | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | 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        |    676000 | PA      | $651954.68     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5419000 | PA      | $3314867.33    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                   | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034516.00    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                 | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3235167.00    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 8.25% 01-28-27/26                                     | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |   1000000 | PA      | $1168728.32    | 0.00%             | 2027-01-28      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $530627.83     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2083688.00    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   7000000 | PA      | $6800374.00    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   6462000 | PA      | $6255112.61    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.34% 05-19-63                                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3797968.00    | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6949000 | PA      | $6568229.55    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                    | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2261935.20    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                             | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6920022.90    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    108000 | PA      | $87812.75      | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LINK REIT                                                                        | LINK REIT (REIT)                                                                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |  22317452 | NS      | $116333591.82  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                         | HANA FINANCIAL GROUP INC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |   3548623 | NS      | $213197508.89  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR GROUP HOLDINGS LTD                                                       | LONGFOR GROUP HOLDINGS LTD                                                                   | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | EC               | CORP              | CN        |  27189658 | NS      | $33526412.50   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                           | KB FINANCIAL GROUP INC                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |   4999869 | NS      | $407419064.59  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                        | TOKIO MARINE HOLDINGS INC                                                                    | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |  11107500 | NS      | $415628691.49  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                                               | HIKARI TSUSHIN INC                                                                           | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |    232700 | NS      | $61498697.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC                                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |  10306500 | NS      | $288403663.75  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |   7547807 | NS      | $284507165.89  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   8069563 | NS      | $1759487516.52 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                       | ANHEUSER-BUSCH INBEV SA/NV                                                                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    867244 | NS      | $52860110.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |   9628283 | NS      | $1190248344.46 | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                    | ACCENTURE PLC CL A                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |   2886756 | NS      | $721977675.60  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |    426678 | NS      | $99898120.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                    | AUTOMATIC DATA PROCESSING INC                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    904496 | NS      | $235440308.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |   9949432 | NS      | $137998621.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   3954295 | NS      | $312231133.20  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE                                                                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | FR        |    945100 | NS      | $233068907.07  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                                                   | AIR LIQUIDE SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |    192264 | NS      | $37253871.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                           | ARISTOCRAT LEISURE LTD                                                                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |   2793508 | NS      | $115498732.96  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                                              | AMADEUS IT GROUP SA A (BEARER)                                                               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |   3252437 | NS      | $248666764.19  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                        | AMCOR PLC (USD)                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |   6749204 | NS      | $53318711.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   3745197 | NS      | $1117679140.71 | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |   1058193 | NS      | $189395383.14  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV CL B ADR                                                             | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |   4601006 | NS      | $104764906.62  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC                                                                              | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | CL        |   5049274 | NS      | $184630948.60  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |   2221805 | NS      | $538987674.95  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |   1623297 | NS      | $201792050.07  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE2192 07-01-55                                                                | CUSIP: 3140BENJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5642028 | PA      | $5770880.67    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CC0879 08-01-55                                                                | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3415214 | PA      | $3534951.13    | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5841 09-01-51                                                                | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4888565 | PA      | $4336543.56    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.816 AG8207 11-20-64                                                                   | CUSIP: 36182DDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       858 | PA      | $860.28        | 0.00%             | 2064-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.817 AG8088 03-20-64                                                                   | CUSIP: 36182C6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       851 | PA      | $853.16        | 0.00%             | 2064-03-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9776 07-20-54                                                                     | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6765413 | PA      | $6420843.74    | 0.01%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MB0024 11-20-54                                                                     | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1345469 | PA      | $1314598.33    | 0.00%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA9961 10-20-54                                                                     | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219821 | PA      | $201404.79     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                             | GCAT 2025-NQM4 A1 144A 5.529% 06-25-70                                                       | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2442277 | PA      | $2465326.74    | 0.00%             | 2070-06-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 MB0205 02-20-55                                                                     | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    551405 | PA      | $556393.96     | 0.00%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 TBA 11-01-55                                                                        | CUSIP: 21H0526B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1337828 | PA      | $1349069.77    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 TBA 11-01-55                                                                        | CUSIP: 21H0326B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5533335 | PA      | $5065950.79    | 0.00%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 TBA 11-01-55                                                                        | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3526880 | PA      | $3442742.75    | 0.00%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 11-01-55                                                                        | CUSIP: 21H0406B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3403990 | PA      | $3219987.32    | 0.00%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                          | HPA 2022-1 A 144A 3.93% 04-17-39                                                             | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4905492 | PA      | $4875249.71    | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                             | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $599028.74     | 0.00%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HILT 2024-ORL                                                                    | HILT 2024-ORL A 144A FRN 05-15-37                                                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $751389.00     | 0.00%             | 2037-05-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                             | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23783000 | PA      | $24644111.08   | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI E 144A FRN 03-15-42                                                            | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    735000 | PA      | $721448.07     | 0.00%             | 2042-03-15      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI C 144A FRN 03-15-42                                                            | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211000 | PA      | $211601.98     | 0.00%             | 2042-03-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                            | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15965000 | PA      | $15996179.65   | 0.01%             | 2042-03-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI D 144A FRN 03-15-42                                                            | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    407000 | PA      | $408719.58     | 0.00%             | 2042-03-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                       | IMPRL 2022-NQM7 A1 144A 7.369% 11-25-67                                                      | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11210420 | PA      | $11258736.64   | 0.01%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO C 144A FRN 01-05-39                                                           | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219000 | PA      | $181835.04     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO B 144A 3.3765% 01-05-39                                                       | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    871000 | PA      | $774858.15     | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-7                                              | JPMMT 2021-7 A6 144A FRN 11-25-51                                                            | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    651701 | PA      | $612065.45     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2021-6                                                                     | JPMMT 2021-6 A6 144A FRN 10-25-51                                                            | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630358 | PA      | $590763.71     | 0.00%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                     | JW 2024-BERY A 144A FRN 11-15-39                                                             | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    921000 | PA      | $923178.17     | 0.00%             | 2039-11-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                  | JPMMT 2024-INV1 A4 144A FRN 04-25-55                                                         | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328457 | PA      | $333332.62     | 0.00%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                     | KSL 2024-HT2 A 144A FRN 12-15-39                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4485592 | PA      | $4489265.47    | 0.00%             | 2039-12-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                         | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1498278 | PA      | $1498758.61    | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                          | LMAT 2021-GS5 A1 144A 2.25% 07-25-67                                                         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6163065 | PA      | $6166836.47    | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                              | MCMLT 2018-1 A1 144A FRN 05-25-62                                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24629 | PA      | $24488.16      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                     | MCAS 2023-01 M10 144A FRN 11-25-53                                                           | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1526997.15    | 0.00%             | 2053-11-25      | Variable      | 10.68%                | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                     | MCAS 2023-01 M7 144A FRN 11-25-53                                                            | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    306189 | PA      | $319302.57     | 0.00%             | 2053-11-25      | Variable      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                   | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                       | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    224218 | PA      | $226895.94     | 0.00%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M1 144A FRN 05-25-55                                                            | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2289165 | PA      | $2293436.10    | 0.00%             | 2055-05-25      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P C 144A FRN 02-10-47                                                             | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427000 | PA      | $441080.75     | 0.00%             | 2047-02-10      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P A 144A FRN 02-10-47                                                             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1532000 | PA      | $1612523.45    | 0.00%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P B 144A FRN 02-10-47                                                             | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $386556.39     | 0.00%             | 2047-02-10      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                                   | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1555390 | PA      | $1571572.64    | 0.00%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 970772 11-01-38                                                                | CUSIP: 31414M6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27356 | PA      | $28324.75      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AD0249 04-01-37                                                                | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62300 | PA      | $63969.10      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AE0392 12-01-39                                                                | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45299 | PA      | $47093.73      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60950 | PA      | $61621.05      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8316 04-01-53                                                                | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  42753983 | PA      | $43277591.41   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0191 04-01-51                                                                | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13213046 | PA      | $11819281.46   | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0193 04-01-51                                                                | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1605354 | PA      | $1439994.74    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4979 04-01-53                                                                | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  41619205 | PA      | $42244200.86   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD2948 11-01-52                                                                | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  29008945 | PA      | $29441526.20   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22048 | PA      | $22036.43      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3384 08-01-50                                                                | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    957124 | PA      | $857144.88     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7052 09-01-50                                                                | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    957031 | PA      | $857358.28     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1243 10-01-52                                                                | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8206516 | PA      | $8335752.06    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4563 05-01-53                                                                | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2621359 | PA      | $2629047.50    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2716 04-01-53                                                                | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3991730 | PA      | $4004260.12    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    295993 | PA      | $295916.29     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1289 10-01-52                                                                | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9171632 | PA      | $9312306.87    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5073 07-01-53                                                                | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24654410 | PA      | $25287954.61   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QG3376 05-01-53                                                                | CUSIP: 3133C3XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    808820 | PA      | $835136.06     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BX8415 04-01-53                                                                | CUSIP: 3140NDK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1107041 | PA      | $1142859.95    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8331 02-01-53                                                                | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3220321 | PA      | $3266451.64    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8462 03-01-53                                                                | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    304063 | PA      | $308434.12     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX6633 01-01-53                                                                | CUSIP: 3140NBLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    923796 | PA      | $936918.31     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1797 06-01-54                                                                | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77608 | PA      | $80529.03      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5873 07-01-54                                                                | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    539769 | PA      | $553437.79     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1986 07-01-54                                                                | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300027 | PA      | $311328.99     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295022 | PA      | $281646.12     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8792 08-01-54                                                                | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2556987 | PA      | $2624276.93    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0013 06-01-55                                                                | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108865 | PA      | $110036.09     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                                | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11287433 | PA      | $11545204.56   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                   | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                         | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    369095 | PA      | $357217.06     | 0.00%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                                | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129582 | PA      | $128990.08     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0012 06-01-55                                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    732517 | PA      | $729228.00     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                                | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    109893 | PA      | $109653.64     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0797 02-01-55                                                                | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5379832 | PA      | $5532883.18    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RQ0010 06-01-55                                                                | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    433646 | PA      | $411671.37     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8533 05-01-55                                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4776974 | PA      | $4828373.84    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8521 04-01-55                                                                | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1961647 | PA      | $1862244.62    | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 DD9126 05-01-55                                                                | CUSIP: 3140BAD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3755974 | PA      | $3565639.79    | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QY3014 05-01-55                                                                | CUSIP: 31426MK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1087257 | PA      | $1032159.35    | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8515 03-01-55                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31264 | PA      | $31607.55      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7035 12-01-54                                                                | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    484639 | PA      | $495844.72     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5671 04-01-55                                                                | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1407339 | PA      | $1372403.45    | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5644 03-01-55                                                                | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1330014 | PA      | $1297310.58    | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8534 05-01-55                                                                | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9267540 | PA      | $9481221.89    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2095 11-01-51                                                                | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2432273 | PA      | $2159072.72    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC8675 01-01-55                                                                | CUSIP: 3140AWT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2991664 | PA      | $3061815.15    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3877 10-01-54                                                                | CUSIP: 3140ARJX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1415815 | PA      | $1449420.49    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0566 04-01-51                                                                | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    984824 | PA      | $837164.13     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXZ5 12-08-25                                                             | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       106 | NC      | $-112998.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 10YR FUT IKZ5 12-08-25                                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |       109 | NC      | $202037.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                         | JPN GB 10YR FUT JBZ5 12-15-25                                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        15 | NC      | $69771.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL SOLUTIONS INC CL A                                                                        | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |   1191837 | NS      | $92808347.19   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRZ5 03-17-26                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       200 | NC      | $-25246.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVZ5 12-31-25                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     23611 | NC      | $1196177.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUZ5 12-31-25                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |     29617 | NC      | $-7358503.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       834 | NC      | $2284432.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYZ5 12-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      2383 | NC      | $619453.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNZ5 12-19-25                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      3353 | NC      | $14835653.02   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYZ5 12-19-25                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      1253 | NC      | $-1126134.41   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                     | UNILEVER PLC                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   1972678 | NS      | $118365078.36  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   1394576 | NS      | $476331378.56  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |   1366549 | NS      | $301146403.13  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON ADR                                                                               | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |   6898935 | NS      | $83408124.15   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |  15734715 | NS      | $190865621.59  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |  20843134 | NS      | $625085588.66  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |  24562584 | NS      | $677600344.72  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTOBEL HOLDING AG                                                              | VONTOBEL HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |    724483 | NS      | $54914009.08   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |   2492736 | NS      | $278501109.55  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   1379080 | NS      | $112257112.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                                       | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |   2339772 | NS      | $114438248.52  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NESTLE SA                                                                        | NESTLE SA                                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |   4078423 | NS      | $389608647.31  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |  36119427 | NS      | $540253794.28  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |    436385 | NS      | $254608828.25  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS CL B                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |   7081441 | NS      | $349377432.74  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        | 122788082 | NS      | $942239335.76  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                         | NEXT PLC                                                                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |    676031 | NS      | $127160625.34  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | OMNICOM GROUP INC                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |   1089312 | NS      | $81720186.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 ONE WAM LTD                                                                  | 360 ONE WAM LTD                                                                              | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |  16612840 | NS      | $202771134.71  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PATRIA INVESTMENTS LTD                                                           | PATRIA INVESTMENTS LTD CL A                                                                  | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |   5108139 | NS      | $74425585.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |   2022395 | NS      | $236680886.85  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    882980 | NS      | $86885232.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP CL A CV PFD 6.00% 12-01-27                                                         | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |   1416100 | NS      | $58201710.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    611479 | NS      | $89330967.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |    617494 | NS      | $60496661.46   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   1332297 | NS      | $200337499.89  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   1206860 | NS      | $248613160.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                     | POWER GRID CORP OF INDIA LTD                                                                 | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |  46112774 | NS      | $149572328.92  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   2823536 | NS      | $350372582.24  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  17146617 | NS      | $2474771231.61 | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |   2487830 | NS      | $454153366.50  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |   4265345 | NS      | $377568339.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                     | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |   5375335 | NS      | $251798160.14  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |    526989 | NS      | $146798055.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                           | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |   4951207 | NS      | $495768618.99  | 0.42%             |  |  |  | No            |                  2 | On Loan: —       |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |   1991558 | NS      | $130825445.02  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |    847780 | NS      | $243168737.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                                         | RELX PLC                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |   7454568 | NS      | $329492590.82  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                           | LOCALIZA RENT A CAR SA                                                                       | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |  20659435 | NS      | $151452730.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                                    | REXFORD INDUSTRIAL REALTY INC (REIT)                                                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |   6504656 | NS      | $268772385.92  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INC                                                                  | ROBERT HALF INC                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |   1178978 | NS      | $30877433.82   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   5611085 | NS      | $401714733.20  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                                 | ROCHE HOLDING AG                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    189591 | NS      | $61224548.33   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC CL A                                                                      | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |   1712242 | NS      | $64277564.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| RTX CORP                                                                         | RTX CORP                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |  14214377 | NS      | $2537266294.50 | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |   3465550 | NS      | $170439379.80  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                        | SAMPO OYJ CL A                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |  27734646 | NS      | $309229080.58  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  46546821 | NS      | $473669216.57  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.25% 08-06-35                                                     | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1863643.32    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC SR UNSEC 5.15% 08-12-35                                         | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036355.00    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 5.25% 02-01-42                                                             | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    182000 | PA      | $148642.86     | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 5.35% 07-01-49                                                             | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1342699.70    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 4.25% 01-15-30                                                             | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $10028461.25   | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                        | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.875% 07-15-32                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2130000 | PA      | $2046810.72    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.5% 03-31-31                                          | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1342174.82    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.75% 03-31-34                                         | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1659332.40    | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1424760.11    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                       | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11680404.12   | 0.01%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 05-01-45                                                             | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1735188.00    | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2873921.57    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                                             | ACE CAPITAL TRUST II PFD JR SUB (H) 9.7% 04-01-30                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7210000 | PA      | $8689787.61    | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                         | AI CANDELARIA -SPAIN- SA 144A LIFE SR SEC 1ST LIEN SF 7.5% 12-15-28                          | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    279499 | PA      | $282704.69     | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26                                                      | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1172577.72    | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.9% 04-15-30                                                | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   3581000 | PA      | $3286423.36    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                               | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1030218 | PA      | $962867.17     | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | ANTERO RESOURCES CORP 144A LIFE SR UNSEC 7.625% 02-01-29                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018668.00    | 0.00%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                                               | ARDAGH METAL PACKAGING FINANCE PLC 144A LIFE SR SEC 1ST LIEN 3.25% 09-01-28                  | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |   1470000 | PA      | $1403600.10    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                         | AI CANDELARIA -SPAIN- SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   1495000 | PA      | $1357863.65    | 0.00%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                       | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $8987175.02    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $2210004.50    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.55% 12-01-33                                                             | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5181000 | PA      | $4401933.03    | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                          | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        | 147200000 | PA      | $7489503.67    | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | 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        |    750000 | PA      | $697530.75     | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $2837066.13    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | 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        |   1158731 | PA      | $952760.53     | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 144A LIFE SR UNSEC 5.875% 06-15-30                                       | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016468.00    | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                                               | ARDAGH METAL PACKAGING FINANCE PLC 144A LIFE SR SEC 1ST LIEN 6.0% 06-15-27                   | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    530000 | PA      | $531700.24     | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7804424.00    | 0.01%             | 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        |   2825000 | PA      | $2534731.25    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071562.00    | 0.00%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.6% 03-02-43                                                             | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8125624.00    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.75% 03-02-63                                                            | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5797471.20    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                               | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2623000 | PA      | $2662135.16    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29              | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1038026.00    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                      | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |   3040000 | PA      | $3863439.01    | 0.00%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                               | AEGEA FINANCE SARL 144A LIFE SR UNSEC 9.0% 01-20-31                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |   1295000 | PA      | $1369589.41    | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $756750.40     | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                               | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3876458.45    | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329238.33     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                              | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7542707.78    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                              | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1415703.30    | 0.00%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                    | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2240827.70    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2136588.00    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54                                                | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1771011.55    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   4903006 | NS      | $194845458.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | WEBSTER FINANCIAL CORP                                                                       | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   2520603 | NS      | $143775195.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                                    | WELLTOWER INC (REIT)                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |   3823251 | NS      | $692161361.04  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   8799566 | NS      | $765298255.02  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                                                                | WOLTERS KLUWER NV                                                                            | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |   1105188 | NS      | $135375702.03  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    541995 | NS      | $199459579.95  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                                                 | WESTERN UNION CO                                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   7516724 | NS      | $70131034.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |  10012276 | NS      | $1145003883.36 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM! BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |   2767380 | NS      | $382479589.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 11/7/2025                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $56225.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 11/24/2025                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-15361.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 12/17/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $78477.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 12/17/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $75408.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/18/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $22810.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/17/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $32049.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/17/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $69910.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 11/18/2025                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $107855.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |   1296400 | NS      | $900877413.46  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                        | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |   2459640 | PA      | $2483240.36    | 0.00%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                   | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                                      | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |    554286 | PA      | $558349.40     | 0.00%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 A 144A 3.3% 04-17-41                                                          | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1352976 | PA      | $1303098.69    | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                   | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                                          | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2241747 | PA      | $2139079.17    | 0.00%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 A 144A 3.0% 08-09-29                                                          | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3418983 | PA      | $3243766.84    | 0.00%             | 2029-08-09      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                   | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                        | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6246250 | PA      | $6032996.40    | 0.01%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 HA FRN 08-25-56                                                                  | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6593419 | PA      | $6276631.41    | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 MA 3.0% 08-25-56                                                                 | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6849187 | PA      | $6466961.00    | 0.01%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 M45T 4.5% 06-25-57                                                               | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11008318 | PA      | $10712128.68   | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 MT 3.5% 06-25-57                                                                 | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6408959 | PA      | $5854353.00    | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 HT FRN 06-25-57                                                                  | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  11330544 | PA      | $10362790.57   | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                          | SCRT 2018-2 MT 3.5% 11-25-57                                                                 | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7930882 | PA      | $7152775.52    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                   | SLST 2018-1 A1 3.5% 06-25-28                                                                 | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    467687 | PA      | $459645.12     | 0.00%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                          | SCRT 2019-1 MA 3.5% 07-25-58                                                                 | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    971760 | PA      | $945975.30     | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                   | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21091990 | PA      | $18413370.91   | 0.02%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0379 04-01-59                                                                   | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  58848044 | PA      | $53926052.19   | 0.05%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0145 03-01-57                                                                   | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25064377 | PA      | $22998921.94   | 0.02%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4364 06-01-41                                                                | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  70503263 | PA      | $61619922.04   | 0.05%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4735 09-01-47                                                                | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2153678 | PA      | $2027561.17    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.0 BF0339 01-01-59                                                                   | CUSIP: 3140FXLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28266297 | PA      | $28533526.78   | 0.02%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 5.5 BF0320 01-01-49                                                                   | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9171896 | PA      | $9552300.91    | 0.01%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZT1704 01-01-49                                                                | CUSIP: 3132AD3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 113251479 | PA      | $112641167.01  | 0.09%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9632 11-01-51                                                                | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  34766977 | PA      | $31243656.62   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9631 11-01-51                                                                | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15142576 | PA      | $13653984.94   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2414 12-01-51                                                                | CUSIP: 3140QMVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17000062 | PA      | $15362564.96   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.5 BF0342 01-01-59                                                                   | CUSIP: 3140FXLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20847025 | PA      | $21303387.02   | 0.02%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.5 BF0142 08-01-56                                                                   | CUSIP: 3140FXEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30593481 | PA      | $31867669.10   | 0.03%             | 2056-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS0972 01-01-52                                                                | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16891344 | PA      | $15857425.09   | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM7909 06-01-51                                                                | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1209355 | PA      | $1081768.15    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM7411 05-01-51                                                                | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310400 | PA      | $252056.61     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5166 12-01-50                                                                | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6493917 | PA      | $5782397.58    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA6987 09-01-50                                                                | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    890047 | PA      | $724116.80     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4361 06-01-36                                                                | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1498587 | PA      | $1414135.50    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM3288 12-01-46                                                                | CUSIP: 3140J7UN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18140 | PA      | $17231.78      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4465 11-01-51                                                                | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2600946 | PA      | $2125118.13    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 G08456 07-01-41                                                                    | CUSIP: 3128MJQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87921 | PA      | $90249.91      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AL0152 06-01-40                                                                | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2428479 | PA      | $2562564.86    | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8182 12-01-51                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    791447 | PA      | $645948.36     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 683351 02-01-33                                                                | CUSIP: 31400CEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48624 | PA      | $49807.16      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G06841 06-01-41                                                                    | CUSIP: 3128M85A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1161256 | PA      | $1207923.91    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.0 G06789 05-01-40                                                                    | CUSIP: 3128M82W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25137 | PA      | $26468.11      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM7556 05-01-51                                                                | CUSIP: 3140XBME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22010 | PA      | $20515.05      | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB5071 09-01-40                                                                | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1563952 | PA      | $1363564.18    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q00232 04-01-41                                                                    | CUSIP: 3132GDHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3506495 | PA      | $3532201.11    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q00850 05-01-41                                                                    | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120236 | PA      | $121290.00     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNRPR3 5.5 BF0572 04-01-49                                                                   | CUSIP: 3140FXT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18367327 | PA      | $18811834.98   | 0.02%             | 2049-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7551 01-01-52                                                                | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  57534511 | PA      | $51884564.56   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11142340 | PA      | $10084408.32   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20337284 | PA      | $18535380.73   | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5046180 | PA      | $4599083.46    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                   | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15723165 | PA      | $13628052.93   | 0.01%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2613709 | PA      | $2617951.05    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6309 07-01-50                                                                | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25729411 | PA      | $23413197.92   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4404 08-01-36                                                                | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    267320 | PA      | $251963.26     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1374 03-01-52                                                                | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    716324 | PA      | $636161.91     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  53885196 | PA      | $47965907.34   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AL0913 07-01-41                                                                | CUSIP: 3138EHAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1701267 | PA      | $1795186.64    | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1715201 | PA      | $1637212.47    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA7556 06-01-52                                                                | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  63902274 | PA      | $62601799.18   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    272084 | PA      | $275339.54     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    555910 | PA      | $562675.73     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0133 08-01-56                                                                   | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    397730 | PA      | $378800.36     | 0.00%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS6943 06-01-52                                                                | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29136 | PA      | $25881.31      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8446 07-01-54                                                                | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1828877 | PA      | $1850135.84    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1389157 | PA      | $1442494.69    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    445338 | PA      | $462007.17     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                                | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    939438 | PA      | $977463.02     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27270222 | PA      | $27649632.76   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                                | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11437973 | PA      | $11679680.38   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10412034 | PA      | $10551024.42   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9146 09-01-54                                                                | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47881 | PA      | $48628.32      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9210 09-01-54                                                                | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82561 | PA      | $83612.73      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6286 08-01-54                                                                | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27099 | PA      | $27594.98      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1873 09-01-54                                                                | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9696 | PA      | $9964.20       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0784 12-01-63                                                                   | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3559108 | PA      | $3229969.17    | 0.00%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0786 12-01-63                                                                   | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    601335 | PA      | $567464.46     | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    308335 | PA      | $312245.75     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5295 03-01-54                                                                | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1503 | PA      | $1540.06       | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8439 06-01-54                                                                | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40226 | PA      | $41207.62      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0369 01-01-52                                                                | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    983239 | PA      | $835796.70     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BW2333 06-01-52                                                                | CUSIP: 3140MTSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73585 | PA      | $67976.27      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5368 07-01-52                                                                | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400895 | PA      | $340780.86     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3353 04-01-52                                                                | CUSIP: 3140QNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    217364 | PA      | $184764.45     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7729 03-01-51                                                                | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $849989.00     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 FM2499 02-01-35                                                                | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  53112148 | PA      | $50515229.45   | 0.04%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7626 12-01-53                                                                | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2733842 | PA      | $2860085.27    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7426 11-01-53                                                                | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3371752 | PA      | $3508230.28    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2625 10-01-54                                                                | CUSIP: 3142GS4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    223562 | PA      | $226896.22     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BU5049 10-01-54                                                                | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1536740 | PA      | $1609159.00    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3056 10-01-52                                                                | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2173642 | PA      | $1773174.62    | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6965 04-01-51                                                                | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389327 | PA      | $330952.90     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5498 10-01-54                                                                | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89230 | PA      | $91357.75      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7879 07-01-52                                                                | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20592791 | PA      | $17504840.02   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB8934 02-01-51                                                                | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    317682 | PA      | $270075.50     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1345 10-01-51                                                                | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    608865 | PA      | $517556.64     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RJ0147 09-01-53                                                                | CUSIP: 3142GQEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108196 | PA      | $92033.81      | 0.00%             | 2053-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1607 09-01-50                                                                | CUSIP: 3140KLYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16523 | PA      | $14069.95      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2928 02-01-52                                                                | CUSIP: 3140QNHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634918 | PA      | $539696.59     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6168 06-01-50                                                                | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326964 | PA      | $278420.22     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD4815 07-01-52                                                                | CUSIP: 3132DSK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    557478 | PA      | $473885.40     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3055 07-01-50                                                                | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    446346 | PA      | $379525.06     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3226 03-01-52                                                                | CUSIP: 3132DQSP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5734555 | PA      | $4874515.04    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 FS3558 02-01-38                                                                | CUSIP: 3140XJ5U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84214 | PA      | $79256.90      | 0.00%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 QO1051 11-01-37                                                                | CUSIP: 3133WKEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35561 | PA      | $33467.23      | 0.00%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB8175 09-01-37                                                                | CUSIP: 3132D6CL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     77911 | PA      | $73324.07      | 0.00%             | 2037-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                   | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |   2493199 | PA      | $2498898.49    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                         | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1808611.74    | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $498538.40     | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                             | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   3100000 | PA      | $2207045.00    | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    585000 | PA      | $610424.10     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1112043.63    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2559357.50    | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                        | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1350000 | PA      | $1403767.80    | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                               | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2212315.92    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2070190.00    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                      | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2467000 | PA      | $2590833.53    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                       | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1115329.15    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.0% 06-01-44                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12163320.00   | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                      | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8078976.00    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                            | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4207136.00    | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                         | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1619675.31    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC PRP SUB (H) 7.125% 12-31-79/05-15-29                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3098814.00    | 0.00%             | 2079-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                               | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1318873.46    | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516688.43     | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC PRP SUB (H) 7.25% 12-31-79                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2138990.00    | 0.00%             | 2079-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                          | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1472348.25    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                        | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                   | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  14725000 | PA      | $15610914.90   | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    851000 | PA      | $825971.24     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 5.25% 10-13-54                                                   | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    264000 | PA      | $248224.42     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7194033.00    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2589162.50    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    725000 | PA      | $773763.50     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SUB (H) 7.0% 03-10-55/30                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5261130.00    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SUB (H) 6.75% 12-10-54/34                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5200740.00    | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1032459.00    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $9250669.73    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    875000 | PA      | $916675.38     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1288312.50    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30                                              | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984550.00    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985700.00     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3028000 | PA      | $3100051.26    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.5% 04-25-35                                         | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1505000 | PA      | $1699822.25    | 0.00%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                           | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662980.50     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA 144A LIFE SR UNSEC 6.18% 05-05-32                          | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    880000 | PA      | $914760.00     | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.952% 05-07-31/30                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4081508.00    | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                         | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385911.75     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 9.62% 06-15-33                                      | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    915000 | PA      | $982484.91     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.581% 07-03-36/35                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1508000 | PA      | $1549598.18    | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                                        | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4641000 | PA      | $4701453.67    | 0.00%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3599865.50    | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023565.00    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6983000 | PA      | $7177448.62    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1162289.05    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    762000 | PA      | $751961.41     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                          | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4939000 | PA      | $5018804.36    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                           | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1682466.37    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 4.875% 09-15-32                                                         | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018688.00    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379757.68     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3418311.38    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3580115.83    | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | CARLYLE GROUP INC SR UNSEC 5.05% 09-19-35                                                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3966776.00    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $6029081.78    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                              | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3504938.48    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                    | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |  13110000 | PA      | $13164812.91   | 0.01%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 6.22% 04-30-40                                                             | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4420728.00    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                         | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036234.00    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38359000 | PA      | $38859466.04   | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2027109.40    | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3139218.60    | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 516999800 | PA      | $518059029.19  | 0.43%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 06-30-32                                                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $31248012.40   | 0.03%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $562409.90     | 0.00%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39282000 | PA      | $39580496.06   | 0.03%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26380000 | PA      | $26707689.72   | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 326000000 | PA      | $330431578.80  | 0.28%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37615600 | PA      | $38747005.78   | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 09-15-28                                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17891919.00   | 0.02%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                    | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 232500000 | PA      | $232066527.00  | 0.19%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6975234.70    | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 09-30-32                                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36865400 | PA      | $36845238.31   | 0.03%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                                    | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98581000 | PA      | $98315294.63   | 0.08%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1992734.40    | 0.00%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 10-31-32                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1982968.80    | 0.00%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.125% 11-15-27                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 296293800 | PA      | $311119838.05  | 0.26%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.625% 02-15-27                                                  | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $67543378.50   | 0.06%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $73679.50      | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 05-15-47                                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108296000 | PA      | $83371004.16   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.25% 05-15-30                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 198563300 | PA      | $219645142.83  | 0.18%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.75% 08-15-26                                                   | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35808006.50   | 0.03%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.0% 02-15-26                                                    | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 206000000 | PA      | $207231179.60  | 0.17%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                    | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25328125.00   | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-41                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136000000 | PA      | $140345404.00  | 0.12%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.5% 11-15-26                                                    | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 178000000 | PA      | $183590303.60  | 0.15%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.375% 08-15-27                                                  | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54936600 | PA      | $57561108.17   | 0.05%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 278476000 | PA      | $262766416.95  | 0.22%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                            | GILDAN ACTIVEWEAR INC 144A LIFE SR UNSEC 5.4% 10-07-35                                       | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $642728.31     | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                          | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  44100000 | PA      | $43901726.40   | 0.04%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12950000 | PA      | $12068792.65   | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35602000 | PA      | $35863453.97   | 0.03%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                                          | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13695000 | PA      | $13639001.15   | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | 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        |   2500000 | PA      | $2428885.00    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 10-15-26                                                  | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25100000 | PA      | $25307858.12   | 0.02%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   4227999 | PA      | $4195409.18    | 0.00%             | 2031-09-29      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                | GSCFV 2019-1A B 144A 4.81% 08-17-39                                                          | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1263083 | PA      | $1231254.88    | 0.00%             | 2039-08-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1952118.00    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC TL 1ST LIEN (TSFR3M+475)(FLR 2.0) FRN 12-17-29                                 | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    275000 | PA      | $277853.13     | 0.00%             | 2029-12-17      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BD1967 175K MAX 07-01-46                                                       | CUSIP: 3140F9FH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1525819 | PA      | $1475886.19    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                       | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |   3000000 | PA      | $2718711.00    | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                          | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $45357.22      | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3135 OP PAC PO 0.0% 04-15-26                                                             | CUSIP: 31396N4Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       222 | PA      | $221.57        | 0.00%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-32 OA PAC PO 0.0% 05-25-36                                                          | CUSIP: 31395B5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    330805 | PA      | $288728.63     | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3155 FO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396R4N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    307331 | PA      | $263448.96     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.0 887695 06-01-36                                                                | CUSIP: 31410FGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    883609 | PA      | $932352.79     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 T65389 09-01-46                                                                    | CUSIP: 31322Y7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44125 | PA      | $41188.17      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL9190 09-01-46                                                                | CUSIP: 3138ERF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1206969 | PA      | $1168590.18    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AS7939 09-01-46                                                                    | CUSIP: 3138WHZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6340161 | PA      | $6138569.22    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7598 07-01-46                                                                | CUSIP: 3138WHNQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4073296 | PA      | $3943781.13    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7759 08-01-46                                                                | CUSIP: 3138WHTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9662951 | PA      | $9358713.28    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q41088 200K MAX 06-01-46                                                           | CUSIP: 3132WEF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7576746 | PA      | $7346041.38    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q42626 200K MAX 08-01-46                                                           | CUSIP: 3132WF4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2862060 | PA      | $2775800.27    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q41905 200K MAX 07-01-46                                                           | CUSIP: 3132WFDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2559791 | PA      | $2483437.45    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC4712 10-01-46                                                                | CUSIP: 3140F0GW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3396707 | PA      | $3288695.54    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7760 08-01-46                                                                | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4199766 | PA      | $4066662.93    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AY1313 03-01-45                                                                | CUSIP: 3138YEN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4279741 | PA      | $4152516.69    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS6840 03-01-46                                                                | CUSIP: 3138WGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4292286 | PA      | $4161143.69    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 2017-M7 A2 FRN 02-25-27                                                                  | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   2215466 | PA      | $2184356.02    | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q49716 08-01-47                                                                    | CUSIP: 3132WPYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    327466 | PA      | $322649.69     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA0243 08-01-47                                                                | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11090738 | PA      | $11010563.45   | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS9454 04-01-47                                                                | CUSIP: 3138WKQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11885 | PA      | $11510.52      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K066 A2 (MF) 3.117% 06-25-27                                                            | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4360000 | PA      | $4305670.04    | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS9313 03-01-47                                                                | CUSIP: 3138WKK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3304336 | PA      | $3199254.57    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BE3229 03-01-47                                                                | CUSIP: 3140FNST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1456095 | PA      | $1405733.47    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BH2491 06-01-47                                                                | CUSIP: 3140GQXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1827102 | PA      | $1767298.99    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K067 A2 (MF) 3.194% 07-25-27                                                            | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   4810000 | PA      | $4751178.51    | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G08793 12-01-47                                                                    | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13160963 | PA      | $12752617.80   | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068                              | FHMS K068 A2 (MF) 3.244% 08-25-27                                                            | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2350000 | PA      | $2323249.95    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3211 12-01-47                                                                | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    415402 | PA      | $403045.25     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069                              | FHMS K069 A2 FRN 09-25-27                                                                    | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8679514 | PA      | $8565257.14    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                          | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                          | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481250.00    | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                          | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |  10919000 | PA      | $11170071.49   | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                          | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |  21546000 | PA      | $21835772.15   | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 7.875% 09-30-32                        | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5449539.60    | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                          | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2169231.67    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 3.1% 02-15-60                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $4678392.00    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17700192.00   | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  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        |   2410000 | PA      | $2398253.66    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 3.05% 08-12-51                                                           | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $922963.25     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                 | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1802734.50    | 0.00%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043741.00    | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6990459.25    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026150.00    | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2144992.08    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.125% 11-01-32                                  | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055308.00    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495871.50     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO SR UNSEC 5.1% 01-15-35                                       | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583797.50     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178598.88     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                             | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3248334.45    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $9842728.50    | 0.01%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16875000 | PA      | $16827750.00   | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1346973.84    | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA C 144A 3.36% 04-20-62                                                           | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328000 | PA      | $1159120.90    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA D 144A 4.44% 04-20-62                                                           | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889000 | PA      | $1686023.17    | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10763000 | PA      | $9865311.99    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    768000 | PA      | $770587.39     | 0.00%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 2021-1 A 144A 2.771% 11-15-46                                                          | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    944493 | PA      | $900024.72     | 0.00%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34                                             | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3750000 | PA      | $3934627.50    | 0.00%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |   1980793 | PA      | $1990456.97    | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                         | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2611595.68    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.05% 07-12-29                                                         | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3676144.95    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                      | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    499000 | PA      | $515742.95     | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                               | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1868601.25    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                    | KRAKEN OIL & GAS PARTNERS LLC 144A LIFE SR UNSEC 7.625% 08-15-29                             | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367461.38     | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3144000 | PA      | $3217591.61    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                          | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497570.04     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                         | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    492000 | PA      | $495394.80     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.0% 10-15-34                              | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $236836.75     | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                           | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    307000 | PA      | $351744.94     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  46591000 | PA      | $51575817.68   | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.5% 09-15-54                                                             | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1015102.88    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                 | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    866000 | PA      | $866583.68     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.388% 05-01-31                                                           | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $2061060.27    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                           | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $2960207.96    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3425459.99    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33                                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1301000 | PA      | $1355766.90    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $168310.00     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                              | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    740000 | PA      | $311373.50     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                        | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6119152.00    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6263088.00    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                             | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3713510.50    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.625% 08-15-33                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2508052.50    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                      | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4911000 | PA      | $5016822.23    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                       | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9909000 | PA      | $10069060.08   | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC SR UNSEC 5.1% 08-07-35                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10982081.00   | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP SR UNSEC 5.875% 10-15-35                                                    | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515280.50    | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5999784.00    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                      | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2582239.40    | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8510000 | PA      | $8506655.57    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1440615.15    | 0.00%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956792.00     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                         | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4854205 | PA      | $4927518.06    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4537800.00    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                          | FIBRA SOMA TRUST F 144A LIFE SR UNSEC 4.375% 07-22-31                                        | CUSIP: 171653AA6<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              | CORP              | MX        |   2753000 | PA      | $2406336.73    | 0.00%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3736841.46    | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20297920.00   | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744776.00    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8995000 | PA      | $8385750.66    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                             | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4235114.07    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                             | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201189.80     | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33                                       | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2192916.60    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53                                       | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1343817.86    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.625% 06-01-31                                | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5242730.00    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                             | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2228384.40    | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                              | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6905969.85    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1860327.84    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10308640.00   | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7234276.00    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3462000 | PA      | $3650713.62    | 0.00%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.375% 03-22-28                                            | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4375000 | PA      | $4395037.50    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 7.5% 06-15-29                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029568.00    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                       | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990648.00     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | 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        |   1615000 | PA      | $1634489.82    | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SUB 5.942% 02-07-39/34                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1771289.27    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                             | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2778660.70    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30685.07      | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32                                        | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2111171.70    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041656.00    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27              | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3047517.00    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSEC 4.968% 07-14-28/27                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115515.50    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    883000 | PA      | $850887.06     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                       | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1008050.53    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                       | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    810000 | PA      | $799040.70     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2282330.16    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506078.00     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972432.00    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.5% 10-01-33                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    965000 | PA      | $989504.25     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.75% 10-01-35                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    965000 | PA      | $994393.90     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030582.00    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6045630.00    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10119870.00   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                             | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1466340.67    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                         | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  18830000 | PA      | $21180793.69   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1815000 | PA      | $1970636.25    | 0.00%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6651746.40    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                 | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48604.98      | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                           | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1457814.93    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                          | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262615.77     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                     | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5848344.00    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4151888.00    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426993.68     | 0.00%             | 2033-03-01      | 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        |   3000000 | PA      | $3009117.00    | 0.00%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                          | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    460000 | PA      | $325289.46     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                           | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8011392.00    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.625% 06-15-45                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1211128.50    | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.4% 04-15-46                                             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1586784.00    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4189052.00    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                      | KSA SUKUK LTD 144A 3.628% 04-20-27                                                           | CUSIP: 48266XAB1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   5000000 | PA      | $4967865.00    | 0.00%             | 2027-04-20      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                   | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1089597.40    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                           | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   9387000 | PA      | $7233415.69    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3029000 | PA      | $2161040.05    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | 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        |   2315000 | PA      | $2138902.58    | 0.00%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                   | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286552.84     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 144A LIFE SR UNSEC 6.625% 12-15-28                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1557015.50    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP SR UNSEC 6.25% 01-15-36                                                     | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1082210.91    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                        | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2401055.79    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1482992.18    | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC.                                                       | QXO BUILDING PRODUCTS INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-30-32                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4296297.42    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP SR UNSEC 6.4% 04-15-33                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2680570.00    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP SR UNSEC 6.3% 02-15-30                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2646847.50    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2421229.13    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1801118.37    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1401263.88    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.65% 10-18-30/29                                              | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1066000 | PA      | $1079366.57    | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1030055.00    | 0.00%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.7% 02-25-37                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1695000 | PA      | $1417028.48    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                     | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    790000 | PA      | $815953.08     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3038571.00    | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3744794.98    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 5.976% 09-16-35                         | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1177836.41    | 0.00%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                                         | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   3278000 | PA      | $3301919.57    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                      | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1025963.41    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                    | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3033420.98    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1056865.82    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                   | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    925000 | PA      | $952868.40     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                      | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 7.125% 03-15-29                               | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1054134.30    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                           | BX 2022-CSMO A 144A FRN 06-15-27                                                             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31020000 | PA      | $31168120.50   | 0.03%             | 2027-06-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                  | BANK5 2023-5YR1 B FRN 04-15-56                                                               | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5216000 | PA      | $5386902.24    | 0.00%             | 2056-04-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-B38                                            | BMARK 2023-B38 A4 5.5246% 04-15-56                                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6364000 | PA      | $6682136.36    | 0.01%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                    | BMARK 2024-V5 C FRN 01-10-57                                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69000 | PA      | $71157.56      | 0.00%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                    | BMARK 2024-V5 AM FRN 01-10-57                                                                | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504000 | PA      | $525320.21     | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                              | BX 2024-CNYN A 144A FRN 04-15-41                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2168195 | PA      | $2171328.32    | 0.00%             | 2041-04-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                          | BX 2024-KING A 144A FRN 05-15-34                                                             | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    436257 | PA      | $437064.71     | 0.00%             | 2034-05-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                    | BMP 2024-MF23 A 144A FRN 06-15-41                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1996000 | PA      | $1999483.02    | 0.00%             | 2041-06-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                    | BMARK 2024-V7 AS FRN 05-15-56                                                                | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1718000 | PA      | $1809134.75    | 0.00%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                      | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    970000 | PA      | $1191630.60    | 0.00%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.401% 07-23-35/34                                 | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3080853.48    | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                    | BMARK 2024-V7 A3 FRN 05-15-56                                                                | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    652000 | PA      | $688377.04     | 0.00%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                     | BX 2024-AIRC A 144A FRN 08-15-41                                                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5502955 | PA      | $5517642.83    | 0.00%             | 2041-08-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5092305.00    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                       | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    640000 | PA      | $649920.00     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                     | BX 2024-BIO2 A 144A FRN 08-13-41                                                             | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3613000 | PA      | $3662816.04    | 0.00%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA B 144A FRN 08-15-41                                                           | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005627.00    | 0.00%             | 2041-08-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA C 144A FRN 08-15-41                                                           | CUSIP: 096817AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013218.00    | 0.00%             | 2041-08-15      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA A 144A FRN 08-15-41                                                           | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4018760.00    | 0.00%             | 2041-08-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 A3 5.6019% 08-15-57                                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291000 | PA      | $302378.39     | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                                          | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    637000 | PA      | $663013.81     | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                    | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                                      | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    835727 | PA      | $842830.59     | 0.00%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                    | BMO 2024-C10 AS FRN 11-15-57                                                                 | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132000 | PA      | $136821.56     | 0.00%             | 2057-11-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 6.375% 03-01-33                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076470.00    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2925108.00    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                    | BMO 2024-C10 B FRN 11-15-57                                                                  | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193000 | PA      | $199131.61     | 0.00%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q52596 FICO 12-01-47                                                               | CUSIP: 3132XU3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273820 | PA      | $271936.89     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ2751 05-01-48                                                                | CUSIP: 3140H4BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5813796 | PA      | $5773558.78    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q55986 05-01-48                                                                    | CUSIP: 3132XYUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4780766 | PA      | $4756264.61    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11071478.75   | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                 | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $8835481.20    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                     | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |   1090000 | PA      | $1395832.55    | 0.00%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1903019.15    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                       | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |    842806 | NS      | $166560311.31  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992999.00     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | 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        |   2825000 | PA      | $2822355.80    | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    445000 | PA      | $435759.58     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    935000 | PA      | $975379.85     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE (CAD)                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |    908303 | NS      | $75258558.79   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   9782785 | NS      | $272303820.48  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    412680 | NS      | $109562413.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   9247245 | NS      | $353614648.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1139538.24    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                            | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5965998.00    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |  27778627 | NS      | $888686316.70  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                     | CANADIAN NATIONAL RAILWAY CO                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |   1283554 | NS      | $123079517.64  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIGENICS-NORDION HOLDINGS LLC                                                 | SOTERA HEALTH HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.375% 06-01-31                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    810000 | PA      | $852243.12     | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                 | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1623036.80    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   3640769 | NS      | $323518733.34  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTERSHARE LTD                                                                | COMPUTERSHARE LTD                                                                            | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |   1731596 | NS      | $41345400.96   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |   3132063 | NS      | $231678986.97  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |   5415096 | NS      | $112969519.99  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                  | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10595146.25   | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6653887.50    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC (USD)                                                                     | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |   4465883 | NS      | $75562740.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |   3528286 | NS      | $275735550.90  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1357158 | NS      | $214050959.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |  12553713 | NS      | $736777415.97  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |   3393556 | NS      | $299738573.99  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   3542794 | NS      | $126297332.54  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |  18851131 | NS      | $780087233.55  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | DOLLAR GENERAL CORP                                                                          | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |    640658 | NS      | $63207318.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                         | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25405950.00   | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  20404000 | PA      | $20629260.16   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 2023-2 A 144A 5.28% 02-15-36                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15564000 | PA      | $16067044.04   | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 2024-3 A1 144A 4.3% 09-15-29                                                           | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20420000 | PA      | $20519874.22   | 0.02%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                                       | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |   2077000 | PA      | $2080530.90    | 0.00%             | 2036-07-15      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 12-01-55                                                                   | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9106639 | PA      | $8390074.00    | 0.01%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 12-01-55                                                                   | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2509449 | PA      | $2444880.88    | 0.00%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 12-01-55                                                                   | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 103894660 | PA      | $107634140.50  | 0.09%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 12-01-40                                                                   | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24400820 | PA      | $22968638.27   | 0.02%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                            | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |    200515 | PA      | $201729.37     | 0.00%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                    | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                                        | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |    539159 | PA      | $543199.60     | 0.00%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                     | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                         | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |    602296 | PA      | $603882.83     | 0.00%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.45% 03-06-31/30                                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509037.00     | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                        | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1460000 | PA      | $1525032.78    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                    | WFCM 2024-5C2 A3 FRN 11-15-57                                                                | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5186000 | PA      | $5456994.43    | 0.00%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-1918                                                                   | WFCM 2025-1918 A 144A FRN 09-15-40                                                           | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276000 | PA      | $277874.04     | 0.00%             | 2040-09-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | UNITED STATES OF AMERICA 4.425% 05-01-31                                                     | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |   4690000 | PA      | $4249848.19    | 0.00%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                                | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8155000 | PA      | $5842217.54    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34                           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1580000 | PA      | $1444017.30    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  19619265 | PA      | $20051830.26   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.808% 06-03-30                                               | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2754359.10    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP SR UNSEC 5.65% 02-15-36                                                 | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1360199.95    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                               | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1227220.37    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                               | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   6639000 | PA      | $6757565.90    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                        | TPG OPERATING GROUP II LP SR UNSEC 5.375% 01-15-36                                           | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5012295.00    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                       | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  11005000 | PA      | $11381690.15   | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1223687.14    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                                                       | TRONOX INC 144A LIFE SR SEC 1ST LIEN 9.125% 09-30-30                                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1826580.00    | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                      | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7427381.00    | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |   8067884 | NS      | $966451824.36  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                            | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   3192873 | NS      | $148819810.53  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                                                      | GIVAUDAN SA                                                                                  | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      8390 | NS      | $34395759.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 7.875% 10-15-32                              | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1030809.00    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 11-15-35                                                     | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99346.60      | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   3240408 | NS      | $75925201.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LTD                                                             | HCL TECHNOLOGIES LTD                                                                         | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |   1962771 | NS      | $34075976.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7112000 | PA      | $7006571.71    | 0.01%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD SR UNSEC 6.8% 03-15-38                                          | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $877603.00     | 0.00%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   1431523 | NS      | $543391815.57  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                                                               | HOULIHAN LOKEY INC CL A                                                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |    195434 | NS      | $34998320.72   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |   1263892 | NS      | $254459376.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                                                     | IBERDROLA SA                                                                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |  28095994 | NS      | $568836435.29  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                            | INTACT FINANCIAL CORP                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |   1165003 | NS      | $217318266.65  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                 | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   1806457 | NS      | $104408352.89  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |  13977025 | NS      | $555487259.59  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |  25302874 | NS      | $634336260.82  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                       | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7998000 | PA      | $7880029.50    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                        | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  16718000 | PA      | $12575212.73   | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                       | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  13305000 | PA      | $13827247.86   | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SUB (H) FRN 05-15-67                                               | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $902740.00     | 0.00%             | 2067-05-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   9712686 | NS      | $375298187.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                                                          | ITC LTD                                                                                      | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |  32039889 | NS      | $151629699.25  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13862580.00   | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.5% 04-15-31                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9512620.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                                | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |  12997415 | NS      | $716518793.66  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |   2700970 | NS      | $510132203.90  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   5994538 | NS      | $1865020662.56 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP                                                                | KIMCO REALTY CORP (REIT)                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |    295754 | NS      | $6110277.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.3% 02-15-51                                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3385425.00    | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3145749.60    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9946030.00    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $8793705.00    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   1000000 | NS      | $49020000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |    283994 | NS      | $343274907.56  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    909000 | PA      | $909984.45     | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                      | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   7815000 | PA      | $7869665.93    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                      | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33             | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5272345 | PA      | $5272345.00    | 0.00%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                      | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $4910803.20    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   1457945 | NS      | $174530595.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   3741971 | NS      | $257821801.90  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |  45101825 | NS      | $208746251.87  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                                     | KASPI.KZ JSC ADR                                                                             | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |    752184 | NS      | $56255841.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.25% 06-01-29                                         | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4892535.00    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013251.00    | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                               | LINDE PUBLIC LIMITED COMPANY (NEW)                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |    565256 | NS      | $236446584.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                                      | LINEAGE INC (REIT)                                                                           | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    757627 | NS      | $29850503.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC                                                              | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |    329850 | NS      | $41108767.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |    714414 | NS      | $505142361.90  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |   2047544 | NS      | $611048555.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28 | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |   3410517 | NS      | $197468934.30  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                      | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3448000 | PA      | $3774339.41    | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31                      | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2553000 | PA      | $2929547.08    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |  17530693 | NS      | $1007313619.78 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |   5614079 | NS      | $509196965.30  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    840000 | PA      | $889568.40     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1650000 | PA      | $1732663.35    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                       | CDX EM S44 1.0% 09-22-25/12-20-30 ICE                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-147722.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $12394.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $190460.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                                                      | MARKS & SPENCER GROUP PLC                                                                    | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |  25259460 | NS      | $131999284.40  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                      | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    526000 | PA      | $478338.09     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4832755.00    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-31-31                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4095620.00    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.5% 07-15-44                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3514203.00    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32068000 | PA      | $32089549.70   | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    231000 | PA      | $245546.30     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                  | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49091000 | PA      | $51712852.13   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                              | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5268000 | PA      | $5626202.93    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986578.00    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1233801.60    | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  14245000 | PA      | $14393589.60   | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.95% 07-15-34                                                    | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1645828.55    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                        | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   8692000 | PA      | $10729319.44   | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                 | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023300.00    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 1ST LIEN 8.0% 03-15-33                               | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1968051.86    | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.6% 02-21-54                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4259887.41    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   1140000 | PA      | $1187278.08    | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2452000 | PA      | $2556766.60    | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                            | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6220759.00    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                        | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    900000 | PA      | $891378.90     | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | 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        |   4860000 | PA      | $4404384.72    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 2.608% 01-12-28/27                                 | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $980695.00     | 0.00%             | 2028-01-12      | Variable      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.85% 03-08-29                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |  10000000 | PA      | $9480500.00    | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | 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        |  15000000 | PA      | $15771360.00   | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SUB 7.25% 02-02-33                                                       | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2651270.00    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC 144A LIFE SR UNSEC 8.75% 05-03-29                                    | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2286841.50    | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2075838.00    | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.046% 02-12-31/30                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3077199.00    | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29                                        | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |    750000 | PA      | $762280.50     | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                   | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069742.00    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  25442000 | PA      | $26858661.44   | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                  | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3379934.25    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    925000 | PA      | $946963.20     | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    735000 | PA      | $756226.07     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5131.11       | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6170610.00    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                    | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1300277.45    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                    | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2497007.18    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                         | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2595862.50    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1700093.79    | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                      | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                       | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |   3641000 | PA      | $3869010.34    | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3600486.89    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.4% 06-15-28                                                | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1383693.15    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8528000 | PA      | $8830624.61    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                      | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409286.80     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $931225.50     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148319000 | PA      | $145509066.88  | 0.12%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38101000 | PA      | $19431449.04   | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37789000 | PA      | $22413491.04   | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1584 09-01-52                                                                | CUSIP: 3132DNXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14506903 | PA      | $14378038.01   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6737 11-01-59                                                                   | CUSIP: 3140JBPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  46145263 | PA      | $45211651.72   | 0.04%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW9049 09-01-52                                                                | CUSIP: 3140N2BT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111707 | PA      | $109666.28     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 6.5 256821 07-01-27                                                                | CUSIP: 31371NG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4427 | PA      | $4577.98       | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA4820 10-01-52                                                                | CUSIP: 31418ELA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29414 | PA      | $30612.84      | 0.00%             | 2052-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 AL4324 05-01-40                                                                | CUSIP: 3138ELYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4760 | PA      | $5053.22       | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 6.5 257145 03-01-28                                                                | CUSIP: 31371NTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       546 | PA      | $564.71        | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2829487.59    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2298176.78    | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 3.15% 04-27-27                                                           | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3953964.00    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 3.125% 05-04-27                                                            | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  12375000 | PA      | $12210066.00   | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.25% 02-15-34                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3117888.00    | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                             | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6247000 | PA      | $6337194.19    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                    | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    817000 | PA      | $593021.90     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                       | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2525877.38    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                            | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4620564.30    | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 5.291% 12-08-46                                                       | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  12290000 | PA      | $10402010.20   | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  25785000 | PA      | $25630444.71   | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC/THE PRP JR SUB (H) 7.5% 12-31-79/05-10-29                            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061247.00    | 0.00%             | 2079-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34                                          | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5598605.25    | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $783887.25     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                      | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3633850.78    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                   | GULFPORT ENERGY OPERATING CORP 144A LIFE SR UNSEC 6.75% 09-01-29                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    445000 | PA      | $454908.37     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1374132.13    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    603000 | PA      | $611932.24     | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAPITAL INC                                         | GENTING NEW YORK LLC 144A LIFE SR UNSEC 7.25% 10-01-29                                       | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $445469.25     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC/THE PRP PFD SR UNSEC 6.125% 12-31-79/11-10-34                        | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040968.00    | 0.00%             | 2079-12-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 659096 08-01-32                                                                | CUSIP: 31390XGD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       634 | PA      | $656.52        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3063 03-01-52                                                                | CUSIP: 3140QNMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    126725 | PA      | $107871.37     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | MAGNERA CORP 144A LIFE SR SEC 1ST LIEN 7.25% 11-15-31                                        | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5186340.00    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                       | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                          | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $376763.70     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.1% 06-15-35                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2588857.15    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8361000 | PA      | $8713909.45    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF1113 10-01-52                                                                | CUSIP: 3133BNGW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1432441 | PA      | $1463041.99    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4145 07-01-52                                                                | CUSIP: 3140QPTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33330 | PA      | $33941.79      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FM3708 10-01-38                                                                | CUSIP: 3140X7DN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4527 | PA      | $4575.38       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FS2101 10-01-38                                                                | CUSIP: 3140XHKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1786 | PA      | $1805.26       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.734% 01-28-56/55                                          | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13468091.00   | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD REG S SR UNSEC 8.75% 01-31-30                                                    | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CO        |    292000 | PA      | $276004.24     | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 144A LIFE SR UNSEC 8.75% 01-31-30                                                | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    958000 | PA      | $905520.76     | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                     | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $831908.00     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                          | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064402.00    | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 07-15-30                                      | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073016.00    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF1433 10-01-52                                                                | CUSIP: 3133BNSW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29776 | PA      | $30544.14      | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB5020 10-01-52                                                                | CUSIP: 3140QQSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    347129 | PA      | $352667.18     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                      | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $2008860.90    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   7995000 | PA      | $8043857.45    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1488 10-01-52                                                                | CUSIP: 3140N5UN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156253 | PA      | $161246.46     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD1831 10-01-52                                                                | CUSIP: 3132DPA81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1782651 | PA      | $1821405.76    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    726000 | PA      | $739815.05     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1900720.23    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF2409 11-01-52                                                                | CUSIP: 3133BPVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1685480 | PA      | $1722125.58    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF3150 10-01-52                                                                | CUSIP: 3133BQQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1231334 | PA      | $1263178.63    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                     | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $727690.19     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1143000.00    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12620650 | PA      | $12829786.43   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS2009 05-01-52                                                                | CUSIP: 3140XHGT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37089 | PA      | $33452.30      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3356 07-01-53                                                                | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10065576 | PA      | $10328257.79   | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS5192 06-01-53                                                                | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16220187 | PA      | $16418835.72   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW9710 05-01-53                                                                | CUSIP: 3140N2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7058569 | PA      | $6261274.97    | 0.01%             | 2053-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8517 03-01-55                                                                | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10957309 | PA      | $11350764.19   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8303 01-01-53                                                                | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    436046 | PA      | $371139.75     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3164 03-01-52                                                                | CUSIP: 3140QNQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328481 | PA      | $280139.12     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ8428 12-01-50                                                                | CUSIP: 3140KULJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1238994 | PA      | $1006858.67    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ8474 12-01-50                                                                | CUSIP: 3140KUMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1289239 | PA      | $1049023.09    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3179 03-01-52                                                                | CUSIP: 3140QNQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22148318 | PA      | $20568412.12   | 0.02%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3369 05-01-53                                                                | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1133714 | PA      | $1146203.92    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0752 03-01-52                                                                | CUSIP: 3140XFZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  42558982 | PA      | $38100630.96   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5070 07-01-53                                                                | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5703777 | PA      | $5581214.40    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.85% 10-21-33/32                                                        | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2133636.00    | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.839% 02-01-34/33                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6181481.85    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9865 09-01-53                                                                | CUSIP: 3133KR6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  41942502 | PA      | $44048729.03   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7139 09-01-53                                                                | CUSIP: 3140QS4Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  65928406 | PA      | $68777436.66   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV1262 03-01-52                                                                | CUSIP: 3140MEML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401610 | PA      | $344612.76     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1660 03-01-52                                                                | CUSIP: 3132DNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    305192 | PA      | $260239.51     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5929 01-01-51                                                                | CUSIP: 3140XMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    946698 | PA      | $805926.94     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 783539 10-20-40                                                                     | CUSIP: 36241L4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    470752 | PA      | $474188.72     | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 783689 02-20-40                                                                     | CUSIP: 3622A2C26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    738114 | PA      | $763402.17     | 0.00%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.0 783690 09-20-39                                                                     | CUSIP: 3622A2C34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599322 | PA      | $633825.43     | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5259150.00    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.55% 02-15-34                                                           | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    871000 | PA      | $914476.84     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 783688 06-20-41                                                                     | CUSIP: 3622A2CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    736682 | PA      | $751778.83     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 783687 12-20-41                                                                     | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    754393 | PA      | $747640.91     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8044 05-20-52                                                                     | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    689681 | PA      | $637261.33     | 0.00%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                     | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22031569 | PA      | $21025651.85   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                           | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    352000 | PA      | $356191.62     | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSEC 5.625% 04-01-35                                                  | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1101012.68    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV9701 06-01-52                                                                | CUSIP: 3140MPX71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  26611904 | PA      | $23633633.16   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC9251 10-01-51                                                                | CUSIP: 3133AUH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    898789 | PA      | $764015.26     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  31282065 | PA      | $27768150.24   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5767 09-01-51                                                                | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1510095 | PA      | $1283660.54    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8242 09-01-52                                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8973489 | PA      | $7974093.48    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD5189 01-01-52                                                                | CUSIP: 3133B2XS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54265 | PA      | $48215.89      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9206 08-01-52                                                                | CUSIP: 3140N2GQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53327 | PA      | $55356.03      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4421 08-01-52                                                                | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27259 | PA      | $27851.15      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-3A                                                                    | CLAST 2025-3A A 144A 5.087% 11-15-50                                                         | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293000 | PA      | $1291288.07    | 0.00%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1298 11-01-52                                                                | CUSIP: 3140N5NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70214 | PA      | $71697.59      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.5 SC0297 10-01-38                                                                | CUSIP: 3132D9KJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5224 | PA      | $5280.02       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                   | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1375498.75    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3494573.79    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF2472 11-01-52                                                                | CUSIP: 3133BPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    921265 | PA      | $939815.86     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1322 09-01-52                                                                | CUSIP: 3140N5PG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43621 | PA      | $44389.61      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB2937 08-01-50                                                                | CUSIP: 3133A9HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    777505 | PA      | $633190.38     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM8194 07-01-51                                                                | CUSIP: 3140XCC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1238604 | PA      | $1005793.51    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098216.00    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                       | VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 8.5% 06-10-33                               | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   2000000 | PA      | $2058194.00    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8251 08-01-52                                                                | CUSIP: 3132DWEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39702 | PA      | $40317.15      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW7372 09-01-52                                                                | CUSIP: 3140N0FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71871 | PA      | $72950.96      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9929 10-01-52                                                                | CUSIP: 3140N3A74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43343 | PA      | $44486.67      | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FS2490 10-01-38                                                                | CUSIP: 3140XHXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12573 | PA      | $12706.98      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8225 07-01-52                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11456102 | PA      | $10164289.06   | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW5402 07-01-52                                                                | CUSIP: 3140MXAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40968 | PA      | $41671.86      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  13833000 | PA      | $13552563.59   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                      | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1080635.00    | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| JUMBO SA                                                                         | JUMBO SA                                                                                     | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |   1061844 | NS      | $33692729.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR3771 04-01-51                                                                | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    390864 | PA      | $318278.68     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM8114 06-01-51                                                                | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2202618 | PA      | $1788609.29    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BW7332 09-01-52                                                                | CUSIP: 3140N0EE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195594 | PA      | $180496.83     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20217471 | PA      | $20525221.05   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    901756 | NS      | $48198858.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |  19155966 | NS      | $471657660.75  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8267 09-20-52                                                                     | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 228445182 | PA      | $217967772.64  | 0.18%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8199 08-20-52                                                                     | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205736 | PA      | $189150.66     | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   9462380 | NS      | $137652907.60  | 0.12%             |  |  |  | No            |                  2 | On Loan: —       |
| BASF SE                                                                          | BASF SE                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |   3258228 | NS      | $160787789.91  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |  39373236 | NS      | $2015431863.57 | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                                                         | BANK CENTRAL ASIA TBK PT                                                                     | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        | 103028100 | NS      | $52606341.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6427 12-01-51                                                                | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    881894 | PA      | $783096.40     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW9618 06-01-53                                                                | CUSIP: 3140N2VL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1955763 | PA      | $1735528.74    | 0.00%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7384 02-01-53                                                                | CUSIP: 3140NCF20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106034 | PA      | $107495.47     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX2476 12-01-52                                                                | CUSIP: 3140N6XE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29189 | PA      | $29611.68      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                     | CCG 2025-2 A2 144A 4.14% 08-15-34                                                            | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2072000 | PA      | $2080080.80    | 0.00%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-1A A 144A 2.08% 09-18-45                                                           | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    492240 | PA      | $462959.24     | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD6203 06-01-52                                                                | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1801845 | PA      | $1598375.19    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4815 05-01-52                                                                | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    989971 | PA      | $878177.22     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                           | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |  14237492 | NS      | $287121655.97  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |    607229 | NS      | $657513633.49  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-1A B 144A 3.62% 09-18-45                                                           | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    321512 | PA      | $306362.90     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 2020-2A B 144A 3.56% 09-15-45                                                           | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171054 | PA      | $162852.43     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS2676 06-01-52                                                                | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    984753 | PA      | $875116.29     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA0287 12-01-54                                                                | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1171566 | PA      | $1198594.15    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO                                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |   3735094 | NS      | $172075780.58  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   1859981 | NS      | $143861129.81  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0028 07-01-55                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  76582261 | PA      | $78331169.76   | 0.07%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB1186 07-01-51                                                                | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4832659 | PA      | $3948171.12    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |   3386681 | NS      | $152845448.55  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                               | BROADRIDGE FINANCIAL SOLUTIONS INC                                                           | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |    809500 | NS      | $178413800.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC 144A SR UNSEC 5.401% 07-02-37                                     | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    351000 | PA      | $355479.81     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                   | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7210845.44    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC ADR                                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |   3041264 | NS      | $155682304.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BUREAU VERITAS SA                                                                | BUREAU VERITAS SA                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |   4418654 | NS      | $145071807.86  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5761 07-01-55                                                                | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8351705 | PA      | $8545088.67    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ4529 05-01-55                                                                | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23821 | PA      | $24380.00      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 2020-2A A 144A 2.03% 09-15-45                                                           | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361862 | PA      | $340615.40     | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                               | DCENT 2023-A1 A 4.31% 03-15-28                                                               | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  28213000 | PA      | $28232128.41   | 0.02%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |    530215 | NS      | $77750727.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAMBLES LTD                                                                     | BRAMBLES LIMITED                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |   2880350 | NS      | $46795398.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                                          | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3681000 | PA      | $3758264.19    | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                      | DEFT 2024-2 A3 144A 4.59% 08-22-30                                                           | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244000 | PA      | $245538.91     | 0.00%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX6724 02-01-55                                                                | CUSIP: 31426CPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    271467 | PA      | $277730.24     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QX7596 03-01-55                                                                | CUSIP: 31426DNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    105853 | PA      | $97657.73      | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPGEMINI SE                                                                     | CAPGEMINI SE                                                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    181938 | NS      | $28011038.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| CARLSBERG A/S                                                                    | CARLSBERG A/S CL B                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |   1338320 | NS      | $157288405.82  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QE8785 09-01-52                                                                | CUSIP: 3133BJXN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1999584 | PA      | $2026818.39    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BU8845 05-01-52                                                                | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    212853 | PA      | $196612.82     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SL0588 03-01-55                                                                | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51950 | PA      | $47976.88      | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5693 04-01-55                                                                | CUSIP: 31418FKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    493891 | PA      | $455653.18     | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX5592 01-01-53                                                                | CUSIP: 3140NAGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27829 | PA      | $28275.59      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX0856 01-01-53                                                                | CUSIP: 3140N45S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27607 | PA      | $28101.72      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEXT 2023-1                                                                      | DEXT 2023-1 A2 144A 5.99% 03-15-32                                                           | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267287 | PA      | $268521.53     | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                                      | DEFT 2025-1 A2 144A 4.68% 07-22-27                                                           | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505749.50    | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                     | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $804523.73     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3361079.96    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    905000 | PA      | $959070.13     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | VERISK ANALYTICS INC SR UNSEC 5.125% 02-15-36                                                | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   5193000 | PA      | $5227024.54    | 0.00%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL SR UNSEC 4.375% 03-15-43                                                    | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2273325.00    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                         | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15998784.00   | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5000 04-01-53                                                                | CUSIP: 31418ERW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79514 | PA      | $73427.28      | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9657 03-01-52                                                                | CUSIP: 3133B7WS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27945 | PA      | $23810.04      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3083 01-01-52                                                                | CUSIP: 3140M4M96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220372 | PA      | $187320.89     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6531 01-01-52                                                                | CUSIP: 3133KNHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22090 | PA      | $20527.60      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                      | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                                        | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608311 | PA      | $609623.32     | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A D 5.81% 12-16-30                                                                | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $755301.12     | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8196 10-01-51                                                                | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    683596 | PA      | $581097.28     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8312 01-01-53                                                                | CUSIP: 3132DWGV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $426046.72     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0647 06-01-62                                                                   | CUSIP: 3140FXWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16898430 | PA      | $14825330.96   | 0.01%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29698174 | PA      | $30137290.94   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.05% 10-01-54                                            | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922168.00    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 11-15-31                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1716448.50    | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156                              | FHMS K156 A2 (MF) 4.43% 02-25-33                                                             | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  13801000 | PA      | $13948587.89   | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB0544 06-01-41                                                                | CUSIP: 3133KTS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4714762 | PA      | $4133894.21    | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 SC0149 03-01-41                                                                | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9925566 | PA      | $8605674.16    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA4980 04-01-53                                                                | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20926699 | PA      | $21520765.63   | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5011 05-01-53                                                                | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  76618211 | PA      | $78816616.92   | 0.07%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8325 05-01-53                                                                | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 173311791 | PA      | $178013220.44  | 0.15%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD2986 09-01-52                                                                | CUSIP: 3132DQJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    790403 | PA      | $729394.01     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7483 07-01-55                                                                | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1819718 | PA      | $1863500.43    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5040 06-01-53                                                                | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44630666 | PA      | $45831721.62   | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD2402 02-01-53                                                                | CUSIP: 3132DPU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13847701 | PA      | $14379881.80   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8567 01-20-53                                                                     | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16321186 | PA      | $15596802.69   | 0.01%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9016 07-20-53                                                                     | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  83342662 | PA      | $83348078.88   | 0.07%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 124867157 | PA      | $126652008.60  | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6491 06-01-53                                                                | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5409135 | PA      | $5651107.04    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6468 06-01-53                                                                | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1443489 | PA      | $1507183.38    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6490 06-01-53                                                                | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1965142 | PA      | $2042130.20    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA8947 06-20-53                                                                     | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15180449 | PA      | $15215622.19   | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9015 07-20-53                                                                     | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10469625 | PA      | $10268273.26   | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6486 06-01-53                                                                | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19309512 | PA      | $19829149.84   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6465 06-01-53                                                                | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14109321 | PA      | $14564092.89   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL SR UNSEC 4.95% 05-19-50                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2345658.00    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                           | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10265000 | PA      | $9325711.44    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA1162 04-01-55                                                                | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1056078 | PA      | $1080766.26    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD4459 04-01-55                                                                | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3985989 | PA      | $4077993.60    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10296080.00   | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4554162.00    | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7659400.00    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $780193.60     | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6485 06-01-53                                                                | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30945166 | PA      | $31758652.19   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9287 06-01-53                                                                | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2539495 | PA      | $2688518.01    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9279 06-01-53                                                                | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6411720 | PA      | $6635521.36    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9288 06-01-53                                                                | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3544035 | PA      | $3747253.02    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                  | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2165844.52    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                          | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225933.84     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                             | GSMS 2024-70P A 144A FRN 03-10-41                                                            | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3831000 | PA      | $3867114.84    | 0.00%             | 2041-03-10      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 2019-2 MT 3.5% 08-25-58                                                                 | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3110438 | PA      | $2793129.80    | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3661180 | PA      | $3867439.51    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9290 06-01-53                                                                | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1991622 | PA      | $2099825.14    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5605 01-01-55                                                                | CUSIP: 31418FGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1999999 | PA      | $1845625.50    | 0.00%             | 2055-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS9439 11-01-54                                                                | CUSIP: 3140XRPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    112875 | PA      | $104162.20     | 0.00%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9281 06-01-53                                                                | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3885821 | PA      | $4011072.33    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9291 06-01-53                                                                | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1241881 | PA      | $1290064.00    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                          | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2971000 | PA      | $1806418.51    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2843964.00    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3931274 | PA      | $4101156.07    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9283 06-01-53                                                                | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5706020 | PA      | $5858582.24    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A E 144A 7.65% 02-17-32                                                           | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1529537.08    | 0.00%             | 2032-02-17      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A B 5.29% 08-15-30                                                                | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323000 | PA      | $324332.05     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                             | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |  10757539 | NS      | $493787471.71  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    714129 | NS      | $128650339.35  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9294 06-01-53                                                                | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4328751 | PA      | $4515805.35    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9284 06-01-53                                                                | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3180988 | PA      | $3308784.36    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1090087 | PA      | $1158148.84    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6805 02-01-52                                                                | CUSIP: 3133KNR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12683107 | PA      | $11344899.72   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD4583 12-01-53                                                                | CUSIP: 3132DSCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    218116 | PA      | $201291.72     | 0.00%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5725 05-01-55                                                                | CUSIP: 31418FLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    782314 | PA      | $721746.62     | 0.00%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5509 01-01-51                                                                | CUSIP: 3140X9DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10420149 | PA      | $9391961.57    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7048 09-01-50                                                                | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3496425 | PA      | $3151754.25    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   2809689 | NS      | $380825247.06  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |  10148928 | NS      | $314603208.66  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BX6545 02-01-53                                                                | CUSIP: 3140NBHX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27759329 | PA      | $28525569.54   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS4933 06-01-53                                                                | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4571152 | PA      | $4693517.41    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                          | SCRT 2019-1 MT 3.5% 07-25-58                                                                 | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3705200 | PA      | $3332130.66    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 2021-MFP C 144A FRN 11-15-38                                                           | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870717 | PA      | $869705.71     | 0.00%             | 2038-11-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3505 06-01-53                                                                | CUSIP: 3132DQ3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  30932778 | PA      | $31770747.37   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3175 06-01-53                                                                | CUSIP: 3132DQQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8552047 | PA      | $8777949.49    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY6303 06-01-55                                                                | CUSIP: 31426RAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287266 | PA      | $293931.86     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY3669 04-01-55                                                                | CUSIP: 31426NCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    671745 | PA      | $687279.96     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5108 08-01-53                                                                | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 112996491 | PA      | $115867053.91  | 0.10%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS3189 04-01-50                                                                | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31232073 | PA      | $30223651.48   | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC9957 01-01-55                                                                | CUSIP: 3140AYB38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1449339 | PA      | $1483220.37    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE1532 06-01-55                                                                | CUSIP: 3140BDV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    997326 | PA      | $1020619.18    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3224698.38    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                           | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    460000 | PA      | $332805.86     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  50204060 | PA      | $51477335.84   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8367 10-01-53                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14657731 | PA      | $14847005.85   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX3576 01-01-55                                                                | CUSIP: 31425X6N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    274463 | PA      | $280831.58     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD9150 05-01-55                                                                | CUSIP: 3140BAEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    878704 | PA      | $899308.43     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC4305 07-01-51                                                                | CUSIP: 3133ANYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3898579 | PA      | $3460347.79    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9828 09-01-51                                                                | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    288345 | PA      | $245101.45     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5138 09-01-53                                                                | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1206446 | PA      | $1223171.66    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                   | FS 2023-4SZN A 144A 7.06626% 11-10-39                                                        | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3231000 | PA      | $3298821.92    | 0.00%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC7439 09-01-51                                                                | CUSIP: 3133ASHQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    929749 | PA      | $758307.09     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA7021 09-01-50                                                                | CUSIP: 3140QEYT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    547808 | PA      | $446626.29     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                           | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $779224.92     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8834370.00    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5192 11-01-53                                                                | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37884 | PA      | $39289.74      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8374 11-01-53                                                                | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49352 | PA      | $51138.82      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 2021-MFP A 144A FRN 11-15-38                                                           | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30248624 | PA      | $30208968.54   | 0.03%             | 2038-11-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                        | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |   5838000 | PA      | $6123612.47    | 0.01%             | 2042-09-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD2979 05-01-53                                                                | CUSIP: 3132DQJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2059294 | PA      | $2171167.63    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS5313 01-01-50                                                                | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 174549773 | PA      | $163774815.76  | 0.14%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QE9222 09-01-52                                                                | CUSIP: 3133BKG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  46777597 | PA      | $46797290.70   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QH3557 11-01-53                                                                | CUSIP: 3133CF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3179256 | PA      | $3338918.32    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                        | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    742423 | PA      | $746694.39     | 0.00%             | 2042-09-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                         | SFO 2021-555 A 144A 5.22348% 05-15-38                                                        | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6959442.00    | 0.01%             | 2038-05-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    787425 | PA      | $807319.72     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4053 10-01-53                                                                | CUSIP: 3132E0QE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    304179 | PA      | $312233.60     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4793908.80    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1591154.83    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV4169 03-01-52                                                                | CUSIP: 3140MHT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    746583 | PA      | $607363.98     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8362 09-01-53                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116273 | PA      | $117808.42     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.4% 11-15-25                                              | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1929457.67    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.05% 03-30-29                          | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3030813.00    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                      | EQS 2024-1C A 144A 6.05% 01-20-31                                                            | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507682 | PA      | $510896.97     | 0.00%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 2024-2M A 144A 5.7% 12-20-32                                                             | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210588 | PA      | $209928.63     | 0.00%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3465 09-01-54                                                                | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1590749 | PA      | $1627873.44    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ4536 09-01-54                                                                | CUSIP: 3133CVBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    811648 | PA      | $831365.13     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1378046.67    | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  18137000 | PA      | $17869442.98   | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STCR 2019-1A                                                                     | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                                       | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    372051 | PA      | $371582.40     | 0.00%             | 2032-04-15      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3669000 | PA      | $3481117.85    | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3959968.00    | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.35% 09-15-49                                                             | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $7233260.00    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.5% 03-01-42                           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $4019494.68    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                  | EVGRN 2025-CRT5 C 144A 5.53% 05-15-29                                                        | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |    153000 | PA      | $154610.48     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A B 4.91% 08-15-29                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338000 | PA      | $340015.49     | 0.00%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4791 07-01-54                                                                | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2948807 | PA      | $3017777.12    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5554 12-01-54                                                                | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    647510 | PA      | $662775.53     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                               | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   5990000 | PA      | $6079850.00    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                           | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1247000 | PA      | $938429.85     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                  | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2125033.22    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2371865.92    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                                        | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3051504.00    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.55% 10-15-55                                                       | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1290558.09    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                   | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.125% 07-15-30                                    | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $3736741.25    | 0.00%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 6.0% 07-29-36/35                                                | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    573000 | PA      | $586186.45     | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 2021-1 A1 144A 1.91% 10-20-61                                                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  94741000 | PA      | $80233310.67   | 0.07%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                  | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    774000 | PA      | $790209.11     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                   | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611100.80    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY0266 04-01-55                                                                | CUSIP: 31426JJL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    423676 | PA      | $433351.92     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1416 04-01-55                                                                | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     69369 | PA      | $70969.74      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                  | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $1537240.95    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 5.125% 10-01-35                                             | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5496000 | PA      | $5570833.54    | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 2025-1 A 144A 4.8% 06-10-27                                                            | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203528 | PA      | $203680.18     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                  | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                     | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2007072 | PA      | $2014899.19    | 0.00%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | ECOLAB INC SR UNSEC 5.0% 09-01-35                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3060513.00    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.7% 09-15-55                                                   | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995629.00     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2824 12-01-51                                                                | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13497533 | PA      | $11473577.98   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX9923 03-01-55                                                                | CUSIP: 31426HAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1856792 | PA      | $1925294.12    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9326370.00    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| XAI CORP                                                                         | X.AI LLC SR SEC 1ST LIEN 12.5% 06-30-30                                                      | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5474138.80    | 0.00%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    687000 | PA      | $662674.70     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    432000 | PA      | $414398.59     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A A2 4.7% 09-15-27                                                                | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118220 | PA      | $118265.73     | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A A3 4.67% 08-15-28                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150242.55     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                   | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4127000 | PA      | $4111952.96    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 7.5% 06-01-27                                                              | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034370.00    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP PRP 144A LIFE SUB (H) 7.875% 12-31-79/09-18-30                                     | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2688020.93    | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1360654.16    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 4.5% 01-15-29                                                              | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2117127.83    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.75% 09-30-55                              | CUSIP: 29278GBJ6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3953648.00    | 0.00%             | 2055-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                       | EART 2025-4A A3 4.39% 09-17-29                                                               | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956000 | PA      | $959003.75     | 0.00%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                              | FORDF 2023-1 A1 144A 4.92% 05-15-28                                                          | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16177000 | PA      | $16238052.00   | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU6503 11-01-51                                                                | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    242710 | PA      | $198384.00     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC2987 10-01-54                                                                | CUSIP: 3140AQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    585971 | PA      | $600234.95     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1286631.95    | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  29378000 | PA      | $25934193.33   | 0.02%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                    | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1612464.00    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8703914.60    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                                         | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   5459000 | PA      | $6467779.53    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP SR UNSEC 4.45% 04-15-46                                                          | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $6955804.71    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                              | FORDF 2025-2 A1 4.06% 09-15-30                                                               | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2697000 | PA      | $2705064.03    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 A 144A 2.38% 06-18-46                                                             | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3489460 | PA      | $3263025.83    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS9839 08-01-54                                                                | CUSIP: 3140XR4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    464334 | PA      | $476097.38     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ4076 02-01-55                                                                | CUSIP: 3142GUQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    335220 | PA      | $343080.22     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8396 01-01-54                                                                | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34036 | PA      | $34900.96      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5247 01-01-54                                                                | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111430 | PA      | $114150.89     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                   | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309392.40     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.75% 01-15-31                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1045822.86    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                      | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1724816.68    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3419228.09    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EMERA INC                                                                        | EMERA INC SUB (H) 6.75% 06-15-76/26                                                          | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  15349000 | PA      | $15471208.74   | 0.01%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                       | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                          | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $332289.25     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2370000 | PA      | $1984519.50    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                          | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2550000 | PA      | $1587757.50    | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5793 08-01-55                                                                | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19102219 | PA      | $19550146.75   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7786 07-01-55                                                                | CUSIP: 31426SUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    320816 | PA      | $328338.83     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1801651.09    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                           | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6572000 | PA      | $6488292.44    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.784% 10-23-36/35                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1404828.12    | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                            | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    582000 | PA      | $577910.29     | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12514523 | PA      | $12814721.87   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ0668 01-01-54                                                                | CUSIP: 3142GQW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6300571 | PA      | $6469980.61    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.95% 03-20-28                                         | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1572746.06    | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3331000 | PA      | $3336296.29    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 7.0% 02-01-30                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $16288995.00   | 0.01%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                     | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18704800.00   | 0.02%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  15884000 | PA      | $12132437.46   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.45% 06-01-27                                                  | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5851000 | PA      | $5798066.00    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3595000 | PA      | $3578822.50    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    200028 | PA      | $34320985.64   | 0.03%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                    | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1471650.00    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $745296.00     | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4260008.12    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87873 08-01-39                                                                    | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2186679 | PA      | $2235901.07    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                         | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3169869.20    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990276.00     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31                                       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  12640000 | PA      | $11714752.00   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 6.875% 01-31-36                                         | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2225000 | PA      | $2411288.13    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325754.33     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                             | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003642.00    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1262 07-01-49                                                                | CUSIP: 3140X4ML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13392064 | PA      | $12941353.93   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2505 05-01-38                                                                | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    213216 | PA      | $205910.73     | 0.00%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                        | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    440000 | PA      | $512776.00     | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.5% 04-03-34                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   1770000 | PA      | $1786523.42    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4795 01-01-54                                                                | CUSIP: 3132DSKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4267809 | PA      | $4385331.19    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD4977 11-01-53                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  48806341 | PA      | $48768564.76   | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                 | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518662.10     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP SR UNSEC 3.5% 11-15-50                                                        | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2152353.00    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                              | GMREV 2022-1 A 144A 5.91% 10-11-35                                                           | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16218000 | PA      | $16796382.53   | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                              | GMREV 2023-1 A 144A 5.12% 04-11-35                                                           | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25200000 | PA      | $25838719.20   | 0.02%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    760862 | NS      | $83306780.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |   2452920 | NS      | $304897956.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.625% 03-04-28                                | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  11435000 | PA      | $11332187.92   | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.103% 04-23-48                                | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   4800000 | PA      | $4817880.00    | 0.00%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    685000 | PA      | $645371.38     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                              | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1853097.12    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6873 01-01-54                                                                | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14801388 | PA      | $15334312.45   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11863739 | PA      | $12008737.95   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 AS9772 06-01-37                                                                | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24586 | PA      | $23865.53      | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 2020-SFR2 A 144A 1.266% 10-19-37                                                         | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6478621 | PA      | $6465520.93    | 0.01%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.5% 04-23-28                                  | CUSIP: 74727PAX9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   7070000 | PA      | $7191109.10    | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 02-15-49                                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112915600 | PA      | $85418889.92   | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                              | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11696508.00   | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49430405.00   | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 207137000 | PA      | $129962290.10  | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $89136810.00   | 0.07%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    636443 | PA      | $654625.57     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8151 03-01-54                                                                | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4501297 | PA      | $4560457.59    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-15-27                                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 353000000 | PA      | $353802474.90  | 0.30%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3663000 | PA      | $3415461.42    | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBOS GROUP LTD                                                                   | EBOS GROUP LTD (AU)                                                                          | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | AU        |   6068075 | NS      | $100104855.75  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA NDR                                                    | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |     51141 | NS      | $550236.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA (LOYALTY BONUS DIV) (NOT LISTED OR TRADING)                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   3818624 | NS      | $89359242.13   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO LP                                                                          | ENDO LP (NOT LISTED OR TRADING)                                                              | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225000 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6400384.25    | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136283000 | PA      | $100742955.72  | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |   5610000 | PA      | $5428780.17    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2933556.00    | 0.00%             | 2079-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6551015.80    | 0.01%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-31-31                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54127700 | PA      | $54009290.24   | 0.05%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-25                                                    | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15350000 | PA      | $15352997.86   | 0.01%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 12-15-25                                                    | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21001640.10   | 0.02%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1440000 | PA      | $1560545.28    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                 | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1533973.22    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 12-31-27                                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123463000 | PA      | $124189678.53  | 0.10%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3038629.80    | 0.00%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0336 05-01-52                                                                | CUSIP: 3140MRLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    320046 | PA      | $273104.45     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9199 02-01-51                                                                | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    280794 | PA      | $240897.98     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33131600 | PA      | $33096775.38   | 0.03%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1944843.80    | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                           | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    544000 | PA      | $590223.68     | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 01-01-56                                                                   | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    478644 | PA      | $466291.16     | 0.00%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                  | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 207000000 | PA      | $209850514.20  | 0.18%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                  | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3026835.90    | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD7274 09-01-54                                                                | CUSIP: 3132DVCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    432930 | PA      | $444224.71     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0924 03-01-55                                                                | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    969816 | PA      | $993504.60     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (USD)                                                                | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |  19327472 | NS      | $1.93          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 2017-1R A 144A 2.741% 08-15-41                                                         | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29549 | PA      | $29378.12      | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-44                                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3995000.00    | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $251524425.00  | 0.21%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60200000 | PA      | $60891360.88   | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27018983.70   | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1762 10-01-54                                                                | CUSIP: 3140AN5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    440327 | PA      | $451007.98     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY8512 07-01-55                                                                | CUSIP: 31426TN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1620919 | PA      | $1658927.95    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 219000000 | PA      | $224927519.70  | 0.19%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10299616.00   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125100000 | PA      | $128703092.67  | 0.11%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20485842.00   | 0.02%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 2021-1 A 144A 2.868% 05-11-37                                                           | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379426 | PA      | $2247091.84    | 0.00%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 2024-A C 144A 5.74% 04-15-30                                                             | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100751.00     | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD2501 02-01-55                                                                | CUSIP: 3140B2X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2741389 | PA      | $2812174.04    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ0780 08-01-54                                                                | CUSIP: 3133CQ2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    232870 | PA      | $238318.75     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                  | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 875000000 | PA      | $878793912.50  | 0.74%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY A 144A FRN 05-15-39                                                            | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2832000 | PA      | $2829955.30    | 0.00%             | 2039-05-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY B 144A FRN 05-15-39                                                            | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    486000 | PA      | $485482.41     | 0.00%             | 2039-05-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                    | CWHEL 2006-I 2A FRN 01-15-37                                                                 | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010060 | PA      | $975810.97     | 0.00%             | 2037-01-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                    | CWHEL 2007-B A FRN 02-15-37                                                                  | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2022584 | PA      | $1924527.42    | 0.00%             | 2037-02-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25300000 | PA      | $26396519.71   | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114500000 | PA      | $113650192.45  | 0.10%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                         | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |    177531 | PA      | $180084.67     | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 2024-R1 A1 144A FRN 09-25-69                                                           | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670122 | PA      | $671990.53     | 0.00%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST  CWHEL_05-D                                   | CWHEL 2005-D 2A FRN 11-15-35                                                                 | CUSIP: 126685AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11377 | PA      | $10682.09      | 0.00%             | 2035-11-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 2024-A A2A 5.78% 09-15-27                                                               | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852196 | PA      | $854441.15     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-28                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16228240.00   | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3548671.70    | 0.00%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6143 07-01-54                                                                | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    752142 | PA      | $769561.11     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0041 08-01-55                                                                | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10771474 | PA      | $11020887.66   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 2024-C B 144A 5.68% 12-15-28                                                             | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $203153.02     | 0.00%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374612 | PA      | $380957.61     | 0.00%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 2024-1A E 144A 7.94% 10-15-30                                                           | CUSIP: 36269HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $949485.44     | 0.00%             | 2030-10-15      | Fixed         | 7.94%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A A3 144A 5.64% 01-18-28                                                          | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101960 | PA      | $102126.88     | 0.00%             | 2028-01-18      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114000000 | PA      | $115839264.60  | 0.10%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-32                                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3047481.30    | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  78960944 | NS      | $7897673579.87 | 6.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   9552832 | NS      | $305008781.43  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783212 | PA      | $785513.59     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A A 144A 5.783% 02-15-50                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5057732 | PA      | $5150020.03    | 0.00%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SHR 2024-LXRY                                                                    | SHR 2024-LXRY A 144A FRN 10-15-41                                                            | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3007011.00    | 0.00%             | 2041-10-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                         | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    324156 | PA      | $324207.91     | 0.00%             | 2044-10-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ3296 08-01-54                                                                | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    776864 | PA      | $795498.39     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3459 09-01-54                                                                | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    715793 | PA      | $732371.16     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                                                    | MINDSPACE BUSINESS PARKS REIT (REIT)                                                         | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |  29892332 | NS      | $156500130.63  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8148 03-01-54                                                                | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1843522 | PA      | $1872494.56    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8168 03-01-54                                                                | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6149 | PA      | $6306.64       | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCG 2025-1                                                                       | CCG 2025-1 D 144A 5.28% 10-14-32                                                             | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100704.00     | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                     | NYC 2025-28L A 144A FRN 11-05-38                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4399000 | PA      | $4398648.08    | 0.00%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                    | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4538672.10    | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3262 09-01-54                                                                | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1364537 | PA      | $1396260.70    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SL1562 10-01-53                                                                | CUSIP: 31427NWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9625224 | PA      | $8553263.18    | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                    | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                        | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |   6604859 | PA      | $6682624.81    | 0.01%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                        | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5412172 | PA      | $5483092.69    | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                    | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                        | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |    426353 | PA      | $431889.59     | 0.00%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                            | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                          | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315124 | PA      | $314725.03     | 0.00%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                        | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |   1976294 | PA      | $1991553.46    | 0.00%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 1.5 QN3000 08-01-35                                                                | CUSIP: 3133G9KM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157433 | PA      | $142144.32     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4255 02-01-51                                                                | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3369876 | PA      | $2758685.03    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-2                                                                     | GMALT 2024-2 A3 5.39% 07-20-27                                                               | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261000 | PA      | $262442.55     | 0.00%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GALC 2023-1                                                                      | GALC 2023-1 A3 144A 5.15% 07-15-27                                                           | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    472167 | PA      | $474806.91     | 0.00%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT D 144A FRN 11-15-38                                                             | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    874562 | PA      | $873387.98     | 0.00%             | 2038-11-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 2022-IND A 144A FRN 04-15-37                                                              | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7581169 | PA      | $7589970.54    | 0.01%             | 2037-04-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST BSARM_03-8                           | BSARM 2003-8 3A FRN 01-25-34                                                                 | CUSIP: 07384MZU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267823 | PA      | $215696.18     | 0.00%             | 2034-01-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SI2002 03-01-48                                                                | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    668891 | PA      | $647315.51     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A3 144A 5.0% 09-15-28                                                            | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $811607.64     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A2 144A 5.28% 03-15-27                                                           | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    474217 | PA      | $476588.23     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZS8716 09-01-33                                                                | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124546 | PA      | $122990.27     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 MA3658 05-01-34                                                                | CUSIP: 31418DB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220428 | PA      | $217451.71     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2277795 | PA      | $2281799.23    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A A2 144A 4.76% 10-15-27                                                          | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596176 | PA      | $596507.60     | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZK3460 08-01-26                                                                | CUSIP: 3131X6ZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1809 | PA      | $1797.07       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZS7148 04-01-30                                                                | CUSIP: 3132A75H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3761 | PA      | $3727.88       | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A A3 144A 4.75% 07-17-28                                                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111000 | PA      | $111356.20     | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                         | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |    461705 | PA      | $462806.63     | 0.00%             | 2044-10-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                   | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                                         | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1614468 | PA      | $1623945.39    | 0.00%             | 2055-10-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                              | TPMT 2017-6 A1 144A FRN 10-25-57                                                             | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329701 | PA      | $324953.04     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                              | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                           | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46525907 | PA      | $42591769.05   | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                   | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                                         | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19463666 | PA      | $19108960.46   | 0.02%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                              | TPMT 2016-2 M1 144A FRN 08-25-55                                                             | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    793679 | PA      | $784604.79     | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                             | TCN 2023-SFR2 A 144A 5.0% 12-17-40                                                           | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2668964 | PA      | $2679156.68    | 0.00%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                    | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                                          | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    942681 | PA      | $946215.67     | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2646923 | PA      | $2695430.02    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1216 04-01-54                                                                | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1316464 | PA      | $1340541.93    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 CA4490 08-01-34                                                                | CUSIP: 3140QB7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    316694 | PA      | $312464.98     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCN UMBS 3.5 RD5008 09-01-29                                                                | CUSIP: 3133LPR58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61322 | PA      | $60646.68      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    934574 | PA      | $945817.37     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8337 04-01-54                                                                | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2325665 | PA      | $2355517.29    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BV8976 08-01-52                                                                | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4127826 | PA      | $4160745.49    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                                | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19389399 | PA      | $18992828.07   | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD4116 12-01-52                                                                | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16531701 | PA      | $16186733.62   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1512 05-01-54                                                                | CUSIP: 3142GRVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24692972 | PA      | $25214759.27   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB7018 09-01-53                                                                | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30704 | PA      | $29187.73      | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5500 01-01-54                                                                | CUSIP: 3132DTDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66090 | PA      | $53822.77      | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0765 09-01-63                                                                   | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  33340238 | PA      | $30257099.94   | 0.03%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2602 12-01-52                                                                | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2284145 | PA      | $2027815.59    | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3095 07-01-51                                                                | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    937883 | PA      | $797839.16     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6079 06-01-50                                                                | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16672 | PA      | $14197.19      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0762 09-01-63                                                                   | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7943047 | PA      | $6884691.98    | 0.01%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6733 10-01-54                                                                | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    383562 | PA      | $398308.31     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 HT 3.25% 07-25-56                                                                | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1487368 | PA      | $1339694.44    | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 MT 3.0% 07-25-56                                                                 | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7413707 | PA      | $6544464.36    | 0.01%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5165 11-01-54                                                                | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6938586 | PA      | $7036892.38    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ2851 11-01-54                                                                | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6415099 | PA      | $6261341.59    | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3894257 | PA      | $3878286.92    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2917 11-01-54                                                                | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4675750 | PA      | $4735949.81    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 2024-3 A1A 144A FRN 07-25-65                                                            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311128 | PA      | $314324.34     | 0.00%             | 2065-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COMPANIES INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    777150 | NS      | $138449272.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1289002 | PA      | $1303173.19    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                    | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    584201 | PA      | $580661.59     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1371192 | PA      | $1404030.32    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8432 05-01-54                                                                | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    459189 | PA      | $470471.88     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    380391 | PA      | $377559.99     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1405112 | PA      | $1438033.49    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8484 11-01-54                                                                | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14079788 | PA      | $13369645.57   | 0.01%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8487 12-01-54                                                                | CUSIP: 3132DWNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    239677 | PA      | $227588.50     | 0.00%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9736 01-01-55                                                                | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    971576 | PA      | $947685.27     | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6332 02-01-51                                                                | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    741058 | PA      | $601767.47     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8423 03-01-52                                                                | CUSIP: 3133B6LC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    275908 | PA      | $235213.15     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7242 10-01-53                                                                | CUSIP: 3140QTBL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111909 | PA      | $116267.49     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC0474 04-01-51                                                                | CUSIP: 3133AJQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24144 | PA      | $19605.52      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD1406 08-01-52                                                                | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    745383 | PA      | $606927.60     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-39                                                           | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2667000 | PA      | $2673822.19    | 0.00%             | 2039-12-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BU5259 12-01-54                                                                | CUSIP: 3140M6ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4949311 | PA      | $5151133.69    | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                         | SCRT 2018-1 HT 3.0% 05-25-57                                                                 | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7786495 | PA      | $6762913.63    | 0.01%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA5216 02-01-50                                                                | CUSIP: 3140QCYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13029768 | PA      | $11768499.10   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    626792 | PA      | $633888.12     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8494 01-01-55                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4570057 | PA      | $4620300.34    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5472 09-01-54                                                                | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1670054 | PA      | $1730105.94    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 DC7042 12-01-54                                                                | CUSIP: 3140AUZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    134127 | PA      | $131537.89     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB6698 12-01-50                                                                | CUSIP: 3133ADNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41589 | PA      | $33800.82      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ7757 03-01-51                                                                | CUSIP: 3140KTTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1058175 | PA      | $859277.93     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AO6721 06-01-42                                                                | CUSIP: 3138LXPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6805816 | PA      | $6665275.90    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AO1820 06-01-42                                                                | CUSIP: 3138LSAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    759670 | PA      | $743985.49     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA5226 02-01-50                                                                | CUSIP: 3140QCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5244861 | PA      | $4738951.89    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA2157 08-01-48                                                                | CUSIP: 3140Q9MF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16403718 | PA      | $15872630.87   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                                | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3523020 | PA      | $3605074.83    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5612 02-01-55                                                                | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6104115 | PA      | $5954020.65    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   4407100 | NS      | $248472298.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD                                                             | MEDIBANK PRIVATE LTD                                                                         | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |   9980091 | NS      | $31825577.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                                | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2864059 | PA      | $2793631.72    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7446330 | PA      | $7619762.90    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ9165 01-01-42                                                                | CUSIP: 3138E2FF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4108036 | PA      | $4023225.55    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                            | SCHNEIDER ELECTRIC SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |    711753 | NS      | $201874709.38  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8516 03-01-55                                                                | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5032853 | PA      | $5148966.34    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV6789 10-01-52                                                                | CUSIP: 3140MLRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    565587 | PA      | $538818.48     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC                                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |   1540900 | NS      | $132486582.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   7082315 | NS      | $1161499660.00 | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                          | SEMBCORP INDUSTRIES LTD                                                                      | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |  20005900 | NS      | $100142821.68  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                                                      | SWISSCOM AG                                                                                  | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |     43033 | NS      | $31495413.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5665 03-01-55                                                                | CUSIP: 31418FJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    533794 | PA      | $492467.56     | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8496 01-01-55                                                                | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2533357 | PA      | $2592361.34    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   3530802 | NS      | $1828284583.62 | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |    610402 | NS      | $157726946.25  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                                                  | SANDOZ GROUP AG                                                                              | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |   1387511 | NS      | $92349572.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB A                                                           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |   7875000 | NS      | $150320030.70  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5031016 | PA      | $5147856.23    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1782310 | PA      | $1823702.08    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   8458176 | NS      | $855722593.69  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP (REIT) CL A                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |    189244 | NS      | $36236441.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4819 12-01-49                                                                | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6496392 | PA      | $6257630.44    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS FM2675 06-01-49                                                                    | CUSIP: 3140X56M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4628610 | PA      | $4479286.11    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                                           | SGS SA                                                                                       | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |    832735 | NS      | $93782355.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD7470 12-01-54                                                                | CUSIP: 3132DVJP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11033774 | PA      | $10947919.80   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0763 09-01-63                                                                   | CUSIP: 3140FXZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6602889 | PA      | $6043478.89    | 0.01%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |   7195682 | NS      | $581914803.34  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   6765609 | NS      | $421313254.75  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX2925 01-01-55                                                                | CUSIP: 31425XHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7909060 | PA      | $8099589.34    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6725965 | PA      | $6881146.64    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM2676 03-01-50                                                                | CUSIP: 3140X56N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4433358 | PA      | $4273149.33    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA2033 07-01-48                                                                | CUSIP: 3140Q9HK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8237083 | PA      | $7968694.05    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    188458 | PA      | $188233.81     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8525 04-01-55                                                                | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21383233 | PA      | $21876586.45   | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1405121 | NS      | $226870836.66  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                          | UDR INC (REIT)                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   3546308 | NS      | $119475116.52  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QA5741 12-01-49                                                                | CUSIP: 3133A0LW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2342103 | PA      | $2127215.10    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G04697 09-01-38                                                                    | CUSIP: 3128M6RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    596304 | PA      | $621177.88     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BOBL 5YR FUT OEZ5 12-08-25                                                              | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        51 | NC      | $-18690.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    388951 | PA      | $397924.77     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 CB4285 07-01-37                                                                | CUSIP: 3140QPXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6466928 | PA      | $6088709.89    | 0.01%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 929964 09-01-38                                                                | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    336292 | PA      | $354853.08     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BW0516 05-01-37                                                                | CUSIP: 3140MRSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2853375 | PA      | $2685385.61    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB1388 01-01-38                                                                | CUSIP: 3132CXRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    148814 | PA      | $140091.17     | 0.00%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BU3910 12-01-36                                                                | CUSIP: 3140M5KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17206 | PA      | $16230.33      | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB0649 04-01-37                                                                | CUSIP: 3132CWWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1711004 | PA      | $1610331.70    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FA2839 07-01-52                                                                | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12777730 | PA      | $10863702.35   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FP0128 06-01-54                                                                | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2596798 | PA      | $2690171.00    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2842 07-01-55                                                                | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13908714 | PA      | $14416354.74   | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2843 03-01-55                                                                | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4040765 | PA      | $4190168.73    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5649 03-01-55                                                                | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23182088 | PA      | $24275494.89   | 0.02%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL2928 01-01-55                                                                | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5169000 | PA      | $5416641.62    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QY9732 07-01-55                                                                | CUSIP: 31426UY65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32741 | PA      | $30205.84      | 0.00%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5849 10-01-55                                                                | CUSIP: 31418FQB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201832 | PA      | $186205.72     | 0.00%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD6647 07-01-52                                                                | CUSIP: 3132DUL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    107571 | PA      | $99326.11      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-50 BA 7.0% 10-25-41                                                                 | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     12338 | PA      | $12628.60      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AL1571 06-01-41                                                                | CUSIP: 3138EHW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1933016 | PA      | $1986677.98    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890445 07-01-42                                                                | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    919624 | PA      | $900637.16     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AS0831 10-01-43                                                                | CUSIP: 3138W94R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148166 | PA      | $148895.36     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q21442 08-01-43                                                                    | CUSIP: 3132JNS73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    273644 | PA      | $274243.42     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL2745 03-01-42                                                                | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1166993 | PA      | $1143021.74    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    270838 | PA      | $265246.60     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890407 02-01-42                                                                | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    404372 | PA      | $396233.28     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149947 | PA      | $146975.60     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4189 12-01-41                                                                | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162235 | PA      | $158885.45     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4154 11-01-41                                                                | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150339 | PA      | $147234.85     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50678 | PA      | $49882.53      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA2894 06-20-45                                                                     | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    822658 | PA      | $822017.69     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3246 11-20-45                                                                     | CUSIP: 36179RTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1131634 | PA      | $1129124.39    | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5077 03-20-48                                                                     | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3219908 | PA      | $3002184.38    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5530 10-20-48                                                                     | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74433 | PA      | $75738.56      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2005-7 AO PAC PO 0.0% 02-16-35                                                           | CUSIP: 38374KA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    218322 | PA      | $194953.06     | 0.00%             | 2035-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2007-8 LO PAC PO 0.0% 03-20-37                                                           | CUSIP: 38375JRY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    264169 | PA      | $218087.74     | 0.00%             | 2037-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5652 12-20-48                                                                     | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    415166 | PA      | $412705.97     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5712 01-20-49                                                                     | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    863526 | PA      | $876509.61     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5711 01-20-49                                                                     | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    705208 | PA      | $701030.05     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5764 02-20-49                                                                     | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1508218 | PA      | $1503861.83    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                                | GNSF 4.5 736682 100% MOD 12-15-37                                                            | CUSIP: 3620AQM75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346137 | PA      | $348989.49     | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF MA5878 04-20-49                                                                         | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8654251 | PA      | $8802108.39    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA6042 07-20-49                                                                     | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5222473 | PA      | $5314372.60    | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5468 09-20-48                                                                     | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    303194 | PA      | $308000.13     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.5 738938 02-20-39                                                                     | CUSIP: 3620AS4X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64679 | PA      | $67726.62      | 0.00%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26667.78      | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.678% 01-23-35/34                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1687206.40    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                     | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |   1303000 | PA      | $1358759.28    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11186000 | PA      | $9784852.83    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   6161000 | PA      | $6289869.64    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2 6.5 005198 09-20-41                                                                       | CUSIP: 36202FX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326322 | PA      | $343412.21     | 0.00%             | 2041-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |    940068 | NS      | $139440286.44  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |   1224509 | NS      | $757030648.03  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.41% 03-23-23/12-20-29 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1044768.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.045% 03-24-23/07-27-50 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $9764822.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.25855% 05-23-25/05-23-55 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-75935.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 2.3548% 08-12-25/08-12-55 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-64534.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284395.00    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022046.00    | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS LLC                                               | WILDFIRE INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.5% 10-15-29                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    665000 | PA      | $665304.57     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7794000 | PA      | $8039573.35    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1633650.27    | 0.00%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                            | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4764000 | PA      | $4719289.86    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5173000 | PA      | $3944412.50    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  19607000 | PA      | $15760302.67   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                            | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3668752.00    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                            | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  20001000 | PA      | $19436371.77   | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                 | WISCONSIN ELECTRIC POWER CO SR UNSEC 4.15% 10-15-30                                          | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1046616.90    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1777639.05    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                  | WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29                                             | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $2015954.48    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | 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        |   2000000 | PA      | $1967070.00    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $5229397.45    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                             | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                               | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038390.00    | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                          | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |  14512278 | PA      | $14459671.47   | 0.01%             | 2029-09-27      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) FRN 11-15-30              | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    997468 | PA      | $841302.71     | 0.00%             | 2030-11-15      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                         | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     32600 | PA      | $32669.28      | 0.00%             | 2029-06-04      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-D (TSFR3M+311.448)(FLR 0.00) FRN 12-01-28                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |  11999543 | PA      | $12031413.65   | 0.01%             | 2028-12-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                           | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |   2837330 | PA      | $2855062.91    | 0.00%             | 2032-03-07      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP TL-B 1ST LIEN (TSFR1M+200)(FLR 0.50) FRN 10-23-28                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   4847556 | PA      | $4856945.88    | 0.00%             | 2028-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |  36306878 | NS      | $389717217.94  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HOLDINGS LTD                                                        | POWER ASSETS HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |   9434000 | NS      | $59889154.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY ENTERTAINMENT GROUP LTD                                                   | GALAXY ENTERTAINMENT GROUP LTD                                                               | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |  21218000 | NS      | $105276166.59  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                     | WH GROUP LTD                                                                                 | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        | 128177500 | NS      | $122897622.57  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                             | HONG KONG EXCHANGES AND CLEARING LTD                                                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |   1639300 | NS      | $89752024.92   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL 1ST LIEN (TSFR3M+300)(FLR 0) FRN 07-30-32                              | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |   5115000 | PA      | $5125961.45    | 0.00%             | 2032-07-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) 7.81461% 03-29-29                        | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |  31336936 | PA      | $31193318.36   | 0.03%             | 2029-03-29      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                     | PERATON CORP TL-B 1ST LIEN (TSFR3M+385)(FLR 0.75) 02-01-28                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  20840000 | PA      | $18074969.64   | 0.02%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC TL-B3 1ST LIEN (TSFR3M + 225)(FLR 0.0) FRN 02-10-32                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1293500 | PA      | $1296194.36    | 0.00%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC TL (TSFR3M+450) 8.34038% 01-15-27                                     | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |  12735912 | PA      | $12795617.66   | 0.01%             | 2027-01-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC TL-B 1ST LIEN (TSFR1M+200) (FLR 0.0) FRN 10-11-32                    | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   2060000 | PA      | $2061287.50    | 0.00%             | 2032-10-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                                | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |  13070992 | PA      | $12946817.94   | 0.01%             | 2030-05-30      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR1M + 350) (FLR 0.0) FRN 10-23-30                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6520000 | PA      | $6521356.16    | 0.01%             | 2030-10-23      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |  10518231 | PA      | $10456877.86   | 0.01%             | 2029-03-02      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $6027750.00    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 2021-1R A1 144A FRN 10-25-48                                                            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7588987 | PA      | $6862925.92    | 0.01%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| EFG INTERNATIONAL AG                                                             | EFG INTERNATIONAL AG                                                                         | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               | CORP              | CH        |   7785720 | NS      | $162135488.92  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EMBASSY OFFICE PARKS REIT                                                        | EMBASSY OFFICE PARKS REIT (REIT)                                                             | CUSIP: N/A<br>LEI: 335800O555A557E43Z08       | Long             | EC               | CORP              | IN        |  10653487 | NS      | $51501178.21   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                                   | BPER BANCA SPA                                                                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |  10061881 | NS      | $120281288.26  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO                                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    827250 | NS      | $49237920.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |  20525496 | NS      | $480315099.56  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                      | EURONEXT NV                                                                                  | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |   1532979 | NS      | $218684105.75  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |   2968922 | NS      | $314230704.48  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |  20548779 | NS      | $382264519.28  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                                        | EPIROC AB CL A                                                                               | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |   4450000 | NS      | $94226494.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                                        | EPIROC AB B                                                                                  | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    377641 | NS      | $7074714.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |   1234410 | NS      | $60979854.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC (REIT)                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |    126200 | NS      | $106766462.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |   4688561 | NS      | $251213098.38  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                              | ESSILORLUXOTTICA SA                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |    513568 | NS      | $188572344.42  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | ENTERGY CORP                                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |   2585407 | NS      | $248431758.63  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT SA                                                                         | LIGHT SA UNIT (1 UNIT = 1 FCL121769 + 409 EWL24888) (NOT LISTED OR TRADING)                  | CUSIP: 53223N208<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |    604926 | OU      | $181477.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                                                             | EVONIK INDUSTRIES AG                                                                         | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |   1054897 | NS      | $17675847.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                     | EVOLUTION AB                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |   4514047 | NS      | $301778069.67  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                                                            | EAST WEST BANCORP INC                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |   2348111 | NS      | $238568077.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 2025-1A A2 144A 4.71% 04-15-30                                                          | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134818 | PA      | $135627.50     | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                     | GCAR 2025-3A B 144A 4.57% 01-15-30                                                           | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    653000 | PA      | $654510.39     | 0.00%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                     | GCAR 2025-3A A2 144A 4.52% 07-17-28                                                          | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1226865.68    | 0.00%             | 2028-07-17      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GGAMMT 2025-1A                                                                   | GGAMMT 2025-1A A 144A 5.923% 09-30-60                                                        | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4124000 | PA      | $4126804.32    | 0.00%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-4A                                                                     | GSAR 2025-4A A2 144A 4.17% 02-18-31                                                          | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1272000 | PA      | $1271833.37    | 0.00%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 2020-1 A 144A 2.82% 10-18-45                                                             | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31915779 | PA      | $30290371.98   | 0.03%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                          | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14850000 | PA      | $14490422.10   | 0.01%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                          | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5267000 | PA      | $5138664.28    | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                          | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    826000 | PA      | $805076.59     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 2022-2A C 144A 2.95% 06-26-28                                                          | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2012000 | PA      | $1945193.55    | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 2023-1A A 144A 5.49% 06-25-27                                                          | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341000 | PA      | $342737.05     | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                    | HPEFS 2024-2A A3 144A 5.36% 10-20-31                                                         | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $274709.25     | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 2024-1A D 144A 9.22% 01-25-29                                                          | CUSIP: 42806MCS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262000 | PA      | $269635.73     | 0.00%             | 2029-01-25      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 2021-1 B 144A 3.571% 11-15-46                                                          | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    644606 | PA      | $618689.03     | 0.00%             | 2046-11-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 2024-A A2 144A 5.15% 12-15-31                                                           | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068631 | PA      | $1075646.09    | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                      | NMEF 2025-A A2 144A 4.72% 07-15-32                                                           | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209597 | PA      | $209867.66     | 0.00%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                    | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                         | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947000 | PA      | $949502.92     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-2                                           | HERTZ 2024-2A D 144A 9.41% 01-27-31                                                          | CUSIP: 42806MCP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $261032.50     | 0.00%             | 2031-01-27      | Fixed         | 9.41%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 2024-1 A 144A 5.375% 09-15-49                                                          | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3807791 | PA      | $3856648.56    | 0.00%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 2023-3A A 144A 5.94% 02-25-28                                                          | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $285797.23     | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A B 144A 5.45% 09-25-29                                                          | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    742000 | PA      | $749951.27     | 0.00%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                     | WLAKE 2025-2A B 144A 4.63% 01-15-31                                                          | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204000 | PA      | $204711.14     | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                     | WLAKE 2025-2A A2A 144A 4.66% 09-15-28                                                        | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10519000 | PA      | $10537986.80   | 0.01%             | 2028-09-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                           | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222000 | PA      | $223302.03     | 0.00%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 B 144A 4.98% 09-17-35                                                           | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112000 | PA      | $112720.50     | 0.00%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2025-A                                                                     | WOSAT 2025-A A2A 4.14% 05-15-30                                                              | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1157000 | PA      | $1155962.17    | 0.00%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A A2 144A 4.33% 09-20-33                                                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $269945.46     | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A C 144A 4.76% 09-20-33                                                            | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160084.80     | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A B 144A 4.57% 09-20-33                                                            | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052000 | PA      | $1052417.64    | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A A1 144A 4.128% 10-20-26                                                          | CUSIP: 97415CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2706314 | PA      | $2707285.76    | 0.00%             | 2026-10-20      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                     | WLAKE 2025-3A A2 144A 4.31% 04-17-28                                                         | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000555.00    | 0.00%             | 2028-04-17      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A A 144A 6.27% 06-17-31                                                           | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4284000 | PA      | $4310153.82    | 0.00%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                     | XROAD 2024-A A2 144A 5.9% 08-20-30                                                           | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241743 | PA      | $244289.28     | 0.00%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 2024-1A A2 144A 5.84% 03-15-27                                                          | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67963 | PA      | $68212.67      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | MICROSTRATEGY INC CV 144A LIFE SR UNSEC 0.0% 12-01-29                                        | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1365671.25    | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.4% 06-25-64                                                        | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1457816.28    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 5.375% 02-01-29                                                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1705826.93    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                         | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $4694449.76    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 3R LUX SARL                                                                      | 3R LUX SARL 144A LIFE SR SEC 1ST LIEN 9.75% 02-05-31                                         | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |    785000 | PA      | $805370.75     | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A D 144A 7.98% 09-25-29                                                          | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $355030.10     | 0.00%             | 2029-09-25      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                       | HERTZ 2025-2A D 144A 8.34% 09-25-31                                                          | CUSIP: 42806MDA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328000 | PA      | $330734.54     | 0.00%             | 2031-09-25      | Fixed         | 8.34%                 | Yes           |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 144A LIFE SR UNSEC 9.875% 02-06-31                                          | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    385000 | PA      | $88091.85      | 0.00%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A C 144A 6.03% 09-25-29                                                          | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    824000 | PA      | $836250.41     | 0.00%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                       | HERTZ 2025-2A C 144A 6.4% 09-25-31                                                           | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958000 | PA      | $977250.05     | 0.00%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                        | HERTZ 2025-4A C 144A 6.48% 12-25-31                                                          | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453000 | PA      | $462838.25     | 0.00%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                        | HERTZ 2025-4A A 144A 5.41% 12-25-31                                                          | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24998000 | PA      | $25669221.30   | 0.02%             | 2031-12-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                    | HPEFS 2025-1A A2 144A 4.49% 09-20-32                                                         | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505434.50    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                    | HPEFS 2025-2A A2 144A 4.07% 11-22-32                                                         | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1874062.50    | 0.00%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2024-2A                                                                     | KCOT 2024-2A A2 144A 5.45% 04-15-27                                                          | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973048 | PA      | $2985677.76    | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                            | LADAR 2024-2A A3 144A 5.61% 08-15-28                                                         | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106360 | PA      | $107026.11     | 0.00%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                         | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119000 | PA      | $119430.30     | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                            | CK ASSET HOLDINGS LTD                                                                        | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | HK        |  24301734 | NS      | $119955634.41  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |  34565600 | NS      | $336331063.60  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        | 105714000 | NS      | $249939918.14  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  63027820 | NS      | $3049588184.66 | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   3740000 | NS      | $158665270.43  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTORY BEVERAGE & FOOD LTD                                                      | SUNTORY BEVERAGE & FOOD LTD                                                                  | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |   2360900 | NS      | $71378515.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| SHIN-ETSU CHEMICAL CO LTD                                                        | SHIN-ETSU CHEMICAL CO LTD                                                                    | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |   8748400 | NS      | $264215583.43  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                 | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   7983650 | NS      | $215928580.18  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                                                         | TDK CORP                                                                                     | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |  10376235 | NS      | $178936775.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST & HKT LTD                                                              | HKT TRUST SHARE STAPLED UNITS                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |  73257460 | OU      | $106783793.91  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                                 | NITTO DENKO CORP                                                                             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |  17798527 | NS      | $442862863.12  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                                                           | JAPAN POST BANK CO LTD                                                                       | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |   7278000 | NS      | $81851931.65   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                                  | NINTENDO CO LTD                                                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |   1732500 | NS      | $148429941.66  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |   3094600 | NS      | $178387932.24  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                                    | MARUBENI CORP                                                                                | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |  15791600 | NS      | $388165951.01  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                           | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |   2494400 | NS      | $553362064.56  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                                  | MITSUBISHI CORP                                                                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |  15499400 | NS      | $372401913.62  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONA HOLDINGS INC                                                              | RESONA HOLDINGS INC                                                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |   4442200 | NS      | $43204399.58   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |   4749100 | NS      | $158559836.32  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A2 144A 1.99% 07-15-60                                                           | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5631236 | PA      | $4758473.49    | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 2020-1A A 144A 2.17% 10-17-40                                                          | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670999 | PA      | $639900.99     | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 2020-1A B 144A 3.55% 10-17-40                                                          | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184280 | PA      | $177245.33     | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                        | SMB 2021-A APT2 144A 1.07% 01-15-53                                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3014504 | PA      | $2754060.30    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 2021-1A A1 144A 1.53% 03-15-61                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26628875 | PA      | $22269221.80   | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 2020-3A A 144A 2.11% 09-20-45                                                           | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313851 | PA      | $299153.68     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1                                  | TALNT 2023-1A A 144A 4.93% 06-25-36                                                          | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |  24543000 | PA      | $25098113.57   | 0.02%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                     | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |     48290 | PA      | $48327.36      | 0.00%             | 2032-01-20      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                     | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                                       | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    517000 | PA      | $517258.50     | 0.00%             | 2034-04-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 2025-1A A 144A 4.94% 02-15-29                                                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675080 | PA      | $1183576.58    | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                     | TMCL 2025-1H A 144A 6.43% 07-23-50                                                           | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657148 | PA      | $659271.43     | 0.00%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                     | TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33                                                    | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |   1284926 | PA      | $1286917.77    | 0.00%             | 2033-04-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                              | TPMT 2017-4 A1 144A FRN 06-25-57                                                             | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252238 | PA      | $247279.73     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                              | TPMT 2018-2 A1 144A FRN 03-25-58                                                             | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686240 | PA      | $680740.77     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                              | TPMT 2018-5 A1A 144A FRN 07-25-58                                                            | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89562 | PA      | $88887.27      | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                              | TPMT 2017-1 A2 144A FRN 10-25-56                                                             | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213218 | PA      | $212420.37     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                              | TPMT 2018-1 A1 144A FRN 01-25-58                                                             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540199 | PA      | $536327.87     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 2020-1A A 144A 2.11% 09-20-45                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1237490 | PA      | $1162494.79    | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 2020-1A B 144A 3.74% 09-20-45                                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454333 | PA      | $436575.72     | 0.00%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 2020-2A A 144A 2.1% 09-20-45                                                            | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    483899 | PA      | $456430.68     | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 2020-2A B 144A 3.34% 09-20-45                                                           | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    600053 | PA      | $567560.97     | 0.00%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 2020-1A A 144A 2.05% 09-20-45                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193028 | PA      | $183964.28     | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                                  | TALNT 2021-1A A 144A 1.07% 02-27-34                                                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |  19538000 | PA      | $19346898.82   | 0.02%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                   | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                    | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |    643529 | PA      | $643991.98     | 0.00%             | 2032-04-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 2024-1A A2 144A 5.68% 12-12-31                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121902 | PA      | $124127.95     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                     | VFET 2024-1A A2 144A 4.56% 05-17-27                                                          | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673177 | PA      | $674213.69     | 0.00%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 2025-1A A2 144A 4.41% 11-15-27                                                          | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237000 | PA      | $237434.90     | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                     | VERD 2025-1A A2 144A 4.85% 03-13-28                                                          | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416000 | PA      | $1422018.00    | 0.00%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VFI 2025-1A                                                                      | VFI 2025-1A A 144A 4.78% 06-24-30                                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220435 | PA      | $221260.43     | 0.00%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                 | WFNMT 2024-A A 5.47% 02-15-31                                                                | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539000 | PA      | $549912.06     | 0.00%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-B                                                                     | WFNMT 2024-B A 4.62% 05-15-31                                                                | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658000 | PA      | $664231.92     | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 2024-1A A2 144A 4.99% 09-20-32                                                           | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459721 | PA      | $462078.45     | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                          | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332149 | PA      | $334982.88     | 0.00%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A A2A 144A 4.82% 09-15-27                                                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8967499 | PA      | $8980950.11    | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                                         | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4547000 | PA      | $4562114.23    | 0.00%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962717 | PA      | $971547.51     | 0.00%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A B 144A 4.98% 09-16-30                                                          | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129000 | PA      | $130014.84     | 0.00%             | 2030-09-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251760 | PA      | $252241.01     | 0.00%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                             | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2650000 | PA      | $2841918.30    | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                     | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2893147.14    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                     | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6730126.00    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                    | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8667000 | PA      | $9007327.09    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                     | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1835195.54    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.464% 05-09-36/35                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12178000 | PA      | $12745178.17   | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 6.5% 05-15-32                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6835000 | PA      | $7096397.74    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                             | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    601000 | PA      | $633653.53     | 0.00%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7577325.00    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.6% 05-01-34                                                             | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4537995.00    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                                      | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   7862000 | PA      | $7907017.81    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.705% 05-01-40                                                           | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3060624.00    | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.93% 05-01-60                                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4629000 | PA      | $4605248.60    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.805% 05-01-50                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4407000 | PA      | $4381144.13    | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.15% 05-01-30                                                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $4342986.90    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | 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        |   5479000 | PA      | $4877049.67    | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959458.00    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                           | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2386591.61    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4627776.40    | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $1737329.59    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 5.0% 10-15-26                                       | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3056703.83    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SUB 3.846% 03-08-37/32                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4693095.00    | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                     | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    713000 | PA      | $683264.34     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                            | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1616020.00    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                             | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2005384.00    | 0.00%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33                             | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1270000 | PA      | $517226.55     | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                 | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $1119978.75    | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    665000 | PA      | $680724.59     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                     | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53                                          | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1734146.00    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 8.5% 04-30-30                                          | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $117988.85     | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2582236.31    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53                                                    | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $3252505.72    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                    | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1258825.57    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                           | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3885000 | PA      | $2632915.01    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $7802655.80    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                          | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4046000 | PA      | $3296425.90    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                             | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1925290.48    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5124000 | PA      | $5152658.53    | 0.00%             | 2032-07-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 04-20-33                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2500000 | PA      | $2754250.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                        | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2325000 | PA      | $2418895.13    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2642482.39    | 0.00%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                      | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052390.00    | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 5.853% 05-19-34/33                                              | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    538000 | PA      | $575797.19     | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    328000 | PA      | $324463.50     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    457000 | PA      | $494867.02     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1732760.70    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNPPKL 7.0 966172 07-01-37                                                                   | CUSIP: 31414G2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82256 | PA      | $84316.06      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 256960 11-01-37                                                                | CUSIP: 31371NMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    205171 | PA      | $216528.93     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 257137 03-01-38                                                                | CUSIP: 31371NS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14969 | PA      | $15938.64      | 0.00%             | 2038-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 256845 08-01-37                                                                | CUSIP: 31371NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42397 | PA      | $45006.64      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 963341 05-01-38                                                                | CUSIP: 31414DWA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    233547 | PA      | $242442.53     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A76884 05-01-38                                                                    | CUSIP: 3128LAUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138556 | PA      | $140341.01     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 963269 05-01-38                                                                    | CUSIP: 31414DT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    723045 | PA      | $750579.50     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 963796 06-01-38                                                                | CUSIP: 31414EGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    224605 | PA      | $230628.87     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 5.5 963454 150K MAX 06-01-38                                                       | CUSIP: 31414DZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    697697 | PA      | $724480.17     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4187 05-01-47                                                                | CUSIP: 3140J8UM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11698840 | PA      | $11729924.19   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS MA2907 02-01-47                                                                    | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20970 | PA      | $20303.05      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD7165 04-01-47                                                                | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19644 | PA      | $19019.73      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD5477 07-01-46                                                                | CUSIP: 3140FDCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32297 | PA      | $31299.76      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 CA1299 03-01-33                                                                | CUSIP: 3140Q8NR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53690 | PA      | $53089.77      | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS MA3438 08-01-33                                                                    | CUSIP: 31418CZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147204 | PA      | $145371.30     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 G18723 02-01-34                                                                     | CUSIP: 3128MMYV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2071164 | PA      | $2046186.05    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 V62089 06-01-33                                                                     | CUSIP: 3132KGKA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149973 | PA      | $148222.61     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AX9959 12-01-29                                                                | CUSIP: 3138YCB59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98832 | PA      | $96986.19      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BA2999 11-01-30                                                                | CUSIP: 3140E7KM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109128 | PA      | $107654.67     | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60279 10-01-45                                                                    | CUSIP: 31335AJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3230664 | PA      | $3138308.62    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                          | SCRT 2018-3 MA FRN 08-25-57                                                                  | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8485670 | PA      | $8249335.18    | 0.01%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZT1799 03-01-34                                                                | CUSIP: 3132AD7L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    293729 | PA      | $289857.38     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1071171 | PA      | $1008272.48    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                            | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO             | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                              | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                     | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4932220 | PA      | $4932220.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                   | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                  | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                             | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                               | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4500000 | PA      | $4500000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |  27984628 | PA      | $27984627.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

**Name of Applicant:** Capital Income Builder

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior