# EDGAR Filing Document

**Accession Number:** 0001688680
**File Stem:** 0001003715-26-001574
**Filing Date:** 2026-4
**Character Count:** 829675
**Document Hash:** 36ac6866f2bbfe12459f914936387ca0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-001574.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001003715-26-001574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brinker Capital Destinations Trust
- **CENTRAL INDEX KEY:** 0001688680

**ORGANIZATION NAME:**
- **EIN:** 816867493
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23207
- **FILM NUMBER:** 26906054

**BUSINESS ADDRESS:**
- **STREET 1:** 1055 WESTLAKES DRIVE, SUITE 250
- **CITY:** BERWYN
- **STATE:** PA
- **ZIP:** 19312
- **BUSINESS PHONE:** (610) 407-8348

**MAIL ADDRESS:**
- **STREET 1:** 1055 WESTLAKES DRIVE, SUITE 250
- **CITY:** BERWYN
- **STATE:** PA
- **ZIP:** 19312

## Series and Classes Contracts Data

### Destinations Core Fixed Income Fund (Series ID: S000056106)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000176698 | Class I      | DCFFX           |
| C000202458 | Class Z      | DCFZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brinker Capital Destinations Trust

- **b. Investment Company Act file number:** 811-23207

- **c. CIK number of Registrant:** 0001688680

- **d. LEI of Registrant:** 549300X40Y9W6WTS8B82

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

  - **Street Address 1:** 1055 Westlakes Drive, Suite 250

  - **City:** Berwyn

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19312

  - **Telephone number:** 800-333-4573

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

- **a. Name of Series:** Destinations Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000056106

- **c. LEI of Series:** 549300ZPIHFNJ7U75683

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1644428212.38

**Total Liabilities:** $132480418.12

**Net Assets:** $1511947794.26

**Cash Not Reported:** $41978184.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2586.33958429 | **1-Year:** -41468.38869570 | **5-Year:** -133626.37781204 | **10-Year:** -172525.43035448 | **30-Year:** -51107.83515355

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

- **3-Month:** -218.35595618 | **1-Year:** -4381.12625873 | **5-Year:** -11333.43898252 | **10-Year:** -12273.14793739 | **30-Year:** -1336.17081382

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176698 | -0.39%               | 0.31%                | 1.62%                |
| Class ID C000202458 | -0.36%               | 0.31%                | 1.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9779.25                 | $-10285119.48                              |
| Month 2  | $927150.99               | $-1183753.24                               |
| Month 3  | $686672.41               | $19450689.08                               |

**Designated Index Information**

- **Index Name:** ICE BofAML US Broad Market Index

- **Index Identifier:** MERRILL.MC.US00

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC 5.45% 05/15/29    | AEP TEXAS INC REGD 5.45000000                                                                     | CUSIP: 00108WAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $79245.28     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR1  S/UP 07/17/29   | AMSR 2024-SFR1 TRUST SER 2024-SFR1 CL B S/UP REGD 144A P/P 4.29000000                             | CUSIP: 00179CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2392000 | PA      | $2370172.04   | 0.16%             | 2041-07-17      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| APH/APH2/APH3/ 7.875% 11/01/29  | APH/APH2/APH3/AQUARIAN REGD 144A P/P 7.87500000                                                   | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $82349.70     | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2024-CRE9  V/R 01/17/29   | AREIT 2024-CRE9 LTD SER 2024-CRE9 CL A V/R REGD 144A P/P 5.34610000                               | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21091 | PA      | $21142.98     | 0.00%             | 2041-05-17      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28         | AT&T INC REGD 1.65000000                                                                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    660000 | PA      | $632910.41    | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.25% 02/01/32         | AT&T INC REGD 2.25000000                                                                          | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1773698.53   | 0.12%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33         | AT&T INC REGD 2.55000000                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3031118.09   | 0.20%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56         | AT&T INC REGD 6.05000000                                                                          | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295176.50    | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.125% 04/30/36        | AT&T INC REGD 5.12500000                                                                          | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532735.26    | 0.04%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSU 6.75% 03/15/29  | AAR ESCROW ISSUER LLC REGD 144A P/P 6.75000000                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72167.41     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC 5.5% 03/15/64        | ABBVIE INC REGD 5.50000000                                                                        | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142648.82    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.125% 03/15/31      | ABBVIE INC REGD 4.12500000                                                                        | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336064.56    | 0.02%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD 6% 11/15/27         | ACADEMY LTD REGD 144A P/P 6.00000000                                                              | CUSIP: 00401YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90341.91     | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACORE 2026-FL1 A V/R 08/20/30   | ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL A V/R REGD 144A P/P 5.15000000                          | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350334.71    | 0.02%             | 2043-08-20      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN 6% 08/01/29  | ACRISURE LLC / FIN INC REGD 144A P/P 6.00000000                                                   | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32665.85     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC /  6.75% 07/01/32  | ACRISURE LLC / FIN INC REGD 144A P/P 6.75000000                                                   | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73556.12     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACRES 2025-FL3 A V/R 08/18/40   | ACRES 2025-FL3 LLC SER 2025-FL3 CL A V/R REGD 144A P/P 5.28306000                                 | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $190702.01    | 0.01%             | 2040-08-18      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO 5.625% 12/01/33     | ACUSHNET CO REGD 144A P/P 5.62500000                                                              | CUSIP: 005095AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96687.77     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LL 5.125% 03/01/30  | ADAPTHEALTH LLC REGD 144A P/P 5.12500000                                                          | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33724.87     | 0.00%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ADANI INTERNATIONA 3% 02/16/31  | ADANI INTERNATIONAL CONT REGD 144A P/P 3.00000000                                                 | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    229500 | PA      | $214648.63    | 0.01%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO P 7.375% 08/01/33  | ADVANCE AUTO PARTS REGD 144A P/P 7.37500000                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25620.13     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED DRAIN 5.375% 03/01/34  | ADVANCED DRAINAGE SYSTEM REGD 144A P/P 5.37500000                                                 | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45342.90     | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AETHON UN/AETHIN 7.5% 10/01/29  | AETHON UN/AETHIN UN FIN REGD 144A P/P 7.50000000                                                  | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $110459.16    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP 5.625% 06/15/34        | AGREE LP REGD 5.62500000                                                                          | CUSIP: 008513AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $101321.17    | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31         | AKER BP ASA REGD 144A P/P 4.00000000                                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $146801.29    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 5.8% 10/01/54       | AKER BP ASA REGD 144A P/P 5.80000000                                                              | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    230000 | PA      | $216023.70    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 5.25% 10/30/35      | AKER BP ASA REGD 144A P/P 5.25000000                                                              | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $149536.79    | 0.01%             | 2035-10-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER C 3.45% 10/01/49  | ALABAMA POWER CO REGD 3.45000000                                                                  | CUSIP: 010392FT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $127517.47    | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.3% 03/15/31  | ALABAMA POWER CO REGD SER C 4.30000000                                                            | CUSIP: 010392GE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $469948.93    | 0.03%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCA 6.125% 12/15/33  | RIO TINTO ALCAN INC REGD 6.12500000                                                               | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    280000 | PA      | $309003.93    | 0.02%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CO V/R 04/01/56  | ALLIANT ENERGY CORP REGD V/R 5.75000000                                                           | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73760.89     | 0.00%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD /  6.75% 10/15/27  | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.75000000                                                 | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99971.08     | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / C 6.5% 10/01/31  | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.50000000                                                 | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65356.76     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERS 7.875% 02/15/31  | ALLIED UNIVERSAL HOLDCO REGD 144A P/P 7.87500000                                                  | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147911.18    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA TBA 15YR 2% MAR26          | FNMA TBA 15YR 2% MAR26         TO BE ANNOUNCED 2.00000000                                         | CUSIP: 01F020430<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-279494.27   | -0.02%            | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% MAR 26         | UMBS TBA 30YR 2% MAR 26        TO BE ANNOUNCED 2.00000000                                         | CUSIP: 01F020638<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -125000 | PA      | $-103529.23   | -0.01%            | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% MAR26        | FNMA 30YR TBA 2.5% MAR26      TO BE ANNOUNCED 2.50000000                                          | CUSIP: 01F022634<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5516000 | PA      | $-4778466.78  | -0.32%            | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% APR 26       | FNMA 30YR TBA 2.5% APR 26     TO BE ANNOUNCED 2.50000000                                          | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5515000 | PA      | $-4777815.91  | -0.32%            | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3% MAR 26         | FNMA 30YR TBA 3% MAR 26        TO BE ANNOUNCED 3.00000000                                         | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    695000 | PA      | $628410.72    | 0.04%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% APR 26       | FNMA 30YR TBA 3.0% APR 26       TO BE ANNOUNCED 3.00000000                                        | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    690000 | PA      | $623647.21    | 0.04%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% MARCH 26     | FNCL 30YR TBA 3.5% MARCH 26    TO BE ANNOUNCED 3.50000000                                         | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -661000 | PA      | $-622847.38   | -0.04%            | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 4% MAR 26         | FNMA TBA 15YR 4% MAR 26        TO BE ANNOUNCED 4.00000000                                         | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4275000 | PA      | $4238077.59   | 0.28%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% APR 26       | FNMA 30YR TBA 4.0% APR 26 TO BE ANNOUNCED 4.00000000                                              | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1700000 | PA      | $-1647235.03  | -0.11%            | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 4.5% MAR 26       | FNMA 15YR TBA 4.5% MAR 26      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F042434<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7735000 | PA      | $7767365.25   | 0.51%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% MAR 26       | FNMA 30YR TBA 4.5% MAR 26      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -356000 | PA      | $-352030.67   | -0.02%            | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% MAR 26       | FNMA 30YR TBA 4.5% MAR 26      TO BE ANNOUNCED 4.50000000                                         | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1715000 | PA      | $1695878.08   | 0.11%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% APR 26       | FNMA 30YR TBA 4.5% APR 26 TO BE ANNOUNCED 4.50000000                                              | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2065000 | PA      | $-2040362.36  | -0.13%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% MAR 26         | FNMA 30YR TBA 5% MAR 26        TO BE ANNOUNCED 5.00000000                                         | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15000 | PA      | $15067.28     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% MAR 26         | FNMA 30YR TBA 5% MAR 26        TO BE ANNOUNCED 5.00000000                                         | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -4680000 | PA      | $-4700991.86  | -0.31%            | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 5.5% MAR 26       | FNMA 15YR TBA 5.5% MAR 26      TO BE ANNOUNCED 5.50000000                                         | CUSIP: 01F052433<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1965000 | PA      | $2015877.74   | 0.13%             | 2041-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% MAR 26       | FNMA 30YR TBA 5.5% MAR 26     TO BE ANNOUNCED 5.50000000                                          | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10790000 | PA      | $10962993.80  | 0.73%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% MAR 26         | FNMA 30YR TBA 6% MAR 26        TO BE ANNOUNCED 6.00000000                                         | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13460000 | PA      | $13805764.11  | 0.91%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% MAR 26       | FNMA 30YR TBA 6.5% MAR 26      TO BE ANNOUNCED 6.50000000                                         | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2175000 | PA      | $2258973.53   | 0.15%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.3% 05/15/65      | ALPHABET INC REGD 5.30000000                                                                      | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    560000 | PA      | $530991.21    | 0.04%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.35% 11/15/45     | ALPHABET INC REGD 5.35000000                                                                      | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311339.04    | 0.02%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.7% 11/15/75      | ALPHABET INC REGD 5.70000000                                                                      | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $424720.46    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 3.7% 02/15/29      | ALPHABET INC REGD 3.70000000                                                                      | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195188.74    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.4% 02/15/33      | ALPHABET INC REGD 4.40000000                                                                      | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126101.87    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.5% 02/15/46      | ALPHABET INC REGD 5.50000000                                                                      | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106921.41    | 0.01%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.75% 02/15/66     | ALPHABET INC REGD 5.75000000                                                                      | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91652.78     | 0.01%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  6.875% 07/15/32  | ALTICE FRANCE SA REGD 144A P/P 6.87500000                                                         | CUSIP: 02090DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     64436 | PA      | $61858.74     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CWALT 2007-4CB 1 V/R 04/25/37   | ALTERNATIVE LOAN TRUST 2007-4CB SER 2007-4CB CL 1A1 V/R REGD 4.38821000                           | CUSIP: 02148FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1707234 | PA      | $1308085.41   | 0.09%             | 2037-04-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-9T1 2A 6% 05/25/37   | ALTERNATIVE LOAN TRUST 2007-9T1 SER 2007-9T1 CL 2A2 REGD 6.00000000                               | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6397298 | PA      | $2580124.24   | 0.17%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDING 7.25% 08/01/32  | AMENTUM HOLDINGS INC REGD 144A P/P 7.25000000                                                     | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41913.36     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MF 5% 10/01/29  | AMERICAN AXLE & MFG INC REGD 5.00000000                                                           | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58617.13     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE  6.375% 10/15/32  | AMERICAN AXLE & MFG INC REGD 144A P/P 6.37500000                                                  | CUSIP: 02406PBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40709.07     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & 7.75% 10/15/33  | AMERICAN AXLE & MFG INC REGD 144A P/P 7.75000000                                                  | CUSIP: 02406PBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35571.93     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/31  | AMERICAN EXPRESS CO REGD V/R 5.08500000                                                           | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289286.81    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/31  | AMERICAN EXPRESS CO REGD V/R 5.01600000                                                           | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299635.69    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 02/08/41  | AMERICAN EXPRESS CO REGD V/R 5.41200000                                                           | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188022.06    | 0.01%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  3.95% 03/15/29  | AMERICAN TOWER CORP REGD 3.95000000                                                               | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1674605.84   | 0.11%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.7% 10/15/49  | AMERICAN TOWER CORP REGD 3.70000000                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     51000 | PA      | $38492.22     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30  | AMERICAN TOWER CORP REGD 2.10000000                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2403799.45   | 0.16%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31  | AMERICAN TOWER CORP REGD 2.30000000                                                               | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $202315.44    | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 4.7% 12/15/32  | AMERICAN TOWER CORP REGD 4.70000000                                                               | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149702.90    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.25% 11/15/30      | CENCORA INC REGD 4.25000000                                                                       | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130493.52    | 0.01%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75% 03/02/63        | AMGEN INC REGD 5.75000000                                                                         | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    208000 | PA      | $206169.69    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP I 4.875% 06/30/29  | AMWINS GROUP INC REGD 144A P/P 4.87500000                                                         | CUSIP: 031921AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97088.63     | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP 5.3% 11/15/55     | AMPHENOL CORP REGD 5.30000000                                                                     | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    213000 | PA      | $206255.86    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-4 A1 V/R 01/20/65     | ANGEL OAK MORTGAGE TRUST 2021-4 SER 2021-4 CL A1 V/R REGD 144A P/P 1.03500000                     | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386808 | PA      | $337068.51    | 0.02%             | 2065-01-20      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-1 A1 V/R 02/25/25     | ANGEL OAK MORTGAGE TRUST 2021-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.90900000                     | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252735 | PA      | $227347.67    | 0.02%             | 2066-01-25      | Variable      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-2 A1 V/R 04/25/25     | ANGEL OAK MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.98500000                     | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    242400 | PA      | $213484.69    | 0.01%             | 2066-04-25      | Variable      | 0.98%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-3 A1 V/R 06/25/25     | ANGEL OAK MORTGAGE TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.06800000                     | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    462560 | PA      | $407638.82    | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-5 A1 V/R 07/25/66     | ANGEL OAK MORTGAGE TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 0.95100000                     | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    564588 | PA      | $498841.19    | 0.03%             | 2066-07-25      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2021-6 A1 V/R 09/25/66     | ANGEL OAK MORTGAGE TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.45800000                     | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930647 | PA      | $799928.89    | 0.05%             | 2066-09-25      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLD 3.375% 11/01/28  | ANGLOGOLD HOLDINGS PLC REGD 3.37500000                                                            | CUSIP: 03512TAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194669.48    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $460891.70    | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREA 5.75% 07/01/34  | ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.75000000                                                 | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $54844.13     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| APA CORP 6.1% 02/15/35          | APA CORP REGD SER WI 6.10000000                                                                   | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77495.27     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APID 2022-39A A1 V/R 10/21/38   | APIDOS CLO XXXIX LTD SER 2022-39A CL A1R V/R REGD 144A P/P 4.89969000                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500495.85    | 0.03%             | 2038-10-21      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31   | APPLOVIN CORP REGD 5.37500000                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70086.01     | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCREN 2025-FL1  V/R 02/20/29   | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 20 SER 2025-FL1 CL A V/R REGD 144A P/P 5.02124000       | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260022.96    | 0.02%             | 2043-01-20      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6% 06/17/34    | ARCELORMITTAL SA REGD 6.00000000                                                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $81456.03     | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTN 6.625% 09/01/32  | ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.62500000                                                 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109267.41    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP A V/R 06/15/27   | ARDN 2025-ARCP MORTGAGE TRUST SER 2025-ARCP CL A V/R REGD 144A P/P 5.40965000                     | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200480.36    | 0.01%             | 2035-06-15      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE11 V/R 07/25/43   | AREIT 2025-CRE11 SER 2025-CRE11 CL A V/R REGD 144A P/P 5.20965000                                 | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $641263.81    | 0.04%             | 2043-07-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC I 5.8% 09/09/30  | ARES STRATEGIC INCOME FU REGD 144A P/P 5.80000000                                                 | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263194.04    | 0.02%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC  5.15% 01/15/31  | ARES STRATEGIC INCOME FU REGD 144A P/P 5.15000000                                                 | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406861.43    | 0.03%             | 2031-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC  5.55% 04/15/31  | ARES STRATEGIC INCOME FU REGD 144A P/P 5.55000000                                                 | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358423.97    | 0.02%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ARIS MINING CORP 8% 10/31/29    | ARIS MINING CORP REGD 144A P/P 8.00000000                                                         | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209556.00    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 7.25% 04/01/30  | WESTERN MIDSTREAM OPERAT REGD 144A P/P 7.25000000                                                 | CUSIP: 04041NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3365430.15   | 0.22%             | 2030-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 5.7% 08/15/34  | ARIZONA PUBLIC SERVICE REGD 5.70000000                                                            | CUSIP: 040555DH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $201429.81    | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC S 5.9% 08/15/55  | ARIZONA PUBLIC SERVICE REGD 5.90000000                                                            | CUSIP: 040555DJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $305609.39    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONI 5.15% 08/21/29  | ARROW ELECTRONICS INC REGD 5.15000000                                                             | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151843.30    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT 8% 10/01/30  | ARSENAL AIC PARENT LLC REGD 144A P/P 8.00000000                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42251.23     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARTERA SERVICES  8.5% 02/15/31  | ARTERA SERVICES LLC REGD 144A P/P 8.50000000                                                      | CUSIP: 04302XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12539.52     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAG 4.85% 12/15/29  | ARTHUR J GALLAGHER & CO REGD 4.85000000                                                           | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80937.11     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS U 4.625% 04/01/30  | ASHTON WOODS USA/FINANCE REGD 144A P/P 4.62500000                                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57312.55     | 0.00%             | 2030-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ABSHE 2007-HE2 A V/R 05/25/37   | ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES SER 2007-HE2 CL A4 V/R REGD 4.01821000 | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1234311 | PA      | $896522.67    | 0.06%             | 2037-05-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURIO 8% 12/31/32  | ASURION LLC/ASURION CO REGD 144A P/P 8.00000000                                                   | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26257.70     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/AS 8.375% 02/01/34  | ASURION LLC/ASURION CO REGD 144A P/P 8.37500000                                                   | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19903.33     | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  4.721% 10/08/29  | ATHENE GLOBAL FUNDING REGD 144A P/P 4.72100000                                                    | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435231.06    | 0.03%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.033% 07/17/30  | ATHENE GLOBAL FUNDING REGD 144A P/P 5.03300000                                                    | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84478.82     | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29  | ATLASSIAN CORPORATION REGD 5.25000000                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $91589.15     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 5.125% 06/15/30    | AUTOZONE INC REGD 5.12500000                                                                      | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    141000 | PA      | $146143.41    | 0.01%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A 5.49% 07/15/31   | AUXILIOR TERM FUNDING 2024-1 LLC SER 2024-1A CL A3 REGD 144A P/P 5.49000000                       | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $447024.64    | 0.03%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AVNT 2024-REV1 5.92% 04/15/27   | AVANT LOANS FUNDING TRUST 2024-REV1 SER 2024-REV1 CL A REGD 144A P/P 5.92000000                   | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $752325.75    | 0.05%             | 2033-10-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPIT 5.375% 07/15/29  | AVIATION CAPITAL GROUP REGD 144A P/P 5.37500000                                                   | CUSIP: 05369AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $95034.15     | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AVNET INC 6.25% 03/15/28        | AVNET INC REGD 6.25000000                                                                         | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    269000 | PA      | $278997.29    | 0.02%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.75% 03/01/29  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000                                                 | CUSIP: 05401AAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    238000 | PA      | $247599.89    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.7% 01/30/31  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.70000000                                                 | CUSIP: 05401ABD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     44000 | PA      | $44153.62     | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDI 4.35% 04/20/28  | EQUITABLE HOLDINGS INC REGD 4.35000000                                                            | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27135.66     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.75% 04/15/30   | AZORRA FINANCE REGD 144A P/P 7.75000000                                                           | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     55000 | PA      | $57765.17     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE 7.25% 01/15/31   | AZORRA FINANCE REGD 144A P/P 7.25000000                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $73058.48     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2020-C7 XA V/R 02/15/30   | BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL XA V/R REGD 1.59193000                                | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1413014 | PA      | $59146.06     | 0.00%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C37  V/R 09/15/30   | BBCMS MORTGAGE TRUST 2025-5C37 SER 2025-5C37 CL AS V/R REGD 5.38200000                            | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259000 | PA      | $268973.29    | 0.02%             | 2058-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PL 5.125% 03/26/29  | BAE SYSTEMS PLC REGD 144A P/P 5.12500000                                                          | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $398823.32    | 0.03%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47  | BAT CAPITAL CORP REGD SER WI 4.54000000                                                           | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $139266.78    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31  | BAT CAPITAL CORP REGD 5.83400000                                                                  | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $171120.83    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.625% 08/15/35  | BAT CAPITAL CORP REGD 5.62500000                                                                  | CUSIP: 05526DCC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $151859.53    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 4.9% 02/28/33  | BHP BILLITON FIN USA LTD REGD 4.90000000                                                          | CUSIP: 055451BA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    225000 | PA      | $231535.96    | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/33  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                          | CUSIP: 055451BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     25000 | PA      | $26236.42     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON F 5.125% 02/21/32  | BHP BILLITON FIN USA LTD REGD 5.12500000                                                          | CUSIP: 055451BK3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20924.85     | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION 6.25% 01/15/29  | LBM ACQUISITION LLC REGD 144A P/P 6.25000000                                                      | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15248.45     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BINOM 2021-INV1  V/R 06/25/56   | BINOM SECURITIZATION TRUST 2021-INV1 SER 2021-INV1 CL A1 V/R REGD 144A P/P 2.03400000             | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249717 | PA      | $232833.12    | 0.02%             | 2056-06-25      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C26 X V/R 05/15/34   | BBCMS MORTGAGE TRUST 2024-C26 SER 2024-C26 CL XA V/R REGD 1.01264800                              | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3671529 | PA      | $254736.95    | 0.02%             | 2057-05-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 A V/R 06/19/29    | BDS 2024-FL13 LLC SER 2024-FL13 CL A V/R REGD 144A P/P 5.24218000                                 | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $361130.90    | 0.02%             | 2039-09-19      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-5C 5.208% 09/15/29   | BBCMS MORTGAGE TRUST 2024-5C29 SER 2024-5C29 CL A3 REGD 5.20800000                                | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    362000 | PA      | $374191.87    | 0.02%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C 5.475% 11/15/30   | BBCMS MORTGAGE TRUST 2025-5C38 SER 2025-5C38 CL AS REGD 5.47580000                                | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252000 | PA      | $263042.94    | 0.02%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BBCMS 2026-5C40  V/R 01/15/31   | BBCMS MORTGAGE TRUST 2026-5C40 SER 2026-5C40 CL AS V/R REGD 5.52857000                            | CUSIP: 05557AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1337000 | PA      | $1398011.45   | 0.09%             | 2059-02-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/31            | BPCE SA REGD V/R 144A P/P 5.87600000                                                              | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $315413.79    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA 4.625% 09/12/28         | BPCE SA REGD 144A P/P 4.62500000                                                                  | CUSIP: 05583JAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252881.58    | 0.02%             | 2028-09-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C9 XA V/R 07/15/34     | BMO 2024-C9 MORTGAGE TRUST SER 2024-C9 CL XA V/R REGD 0.86028700                                  | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3404090 | PA      | $209665.06    | 0.01%             | 2057-07-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6  5.316% 09/15/29   | BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL A3 REGD 5.31610000                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361000 | PA      | $374008.96    | 0.02%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSTN 2025-HUB A V/R 04/13/31    | BSTN COMMERCIAL MORTGAGE TRUST 2025-HUB SER 2025-HUB CL A V/R REGD 144A P/P 5.06180400            | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $132121.31    | 0.01%             | 2041-04-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-JDI A V/R 11/15/27      | BX COMMERCIAL MORTGAGE TRUST 2025-JDI SER 2025-JDI CL A V/R REGD 144A P/P 5.05965000              | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2694284 | PA      | $2697652.18   | 0.18%             | 2042-11-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/41     | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 3.94399000                                | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $187220.90    | 0.01%             | 2041-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| BXP 2017-GM B V/R 06/13/27      | BXP TRUST 2017-GM SER 2017-GM CL B V/R REGD 144A P/P 3.42480000                                   | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182000 | PA      | $178867.25    | 0.01%             | 2039-06-13      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/31            | BPCE SA REGD V/R 144A P/P 5.38900000                                                              | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    385000 | PA      | $398290.95    | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-PALM B V/R 06/15/26     | BX 2024-PALM SER 2024-PALM CL B V/R REGD 144A P/P 5.45065000                                      | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3352870.13   | 0.22%             | 2037-06-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2024-FL2 A V/R 08/19/27    | BRSP 2024-FL2 LTD SER 2024-FL2 CL A V/R REGD 144A P/P 5.61150000                                  | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    357000 | PA      | $357446.96    | 0.02%             | 2037-08-19      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9 A V/R 03/15/28     | BX COMMERCIAL MORTGAGE TRUST 2026-VLT9 SER 2026-VLT9 CL A V/R REGD 144A P/P 5.37316000            | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1590000 | PA      | $1588012.50   | 0.11%             | 2045-03-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-VOLT A V/R 12/15/27     | BX TRUST 2025-VOLT SER 2025-VOLT CL A V/R REGD 144A P/P 5.35965000                                | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1701593.75   | 0.11%             | 2044-12-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA A V/R 12/15/27   | BOCA COMMERCIAL MORTGAGE TRUST 2025-BOCA SER 2025-BOCA CL A V/R REGD 144A P/P 5.25965000          | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $788190.63    | 0.05%             | 2042-12-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-ARIA A V/R 12/13/30     | BX TRUST 2025-ARIA SER 2025-ARIA CL A V/R REGD 144A P/P 5.03105700                                | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $544063.71    | 0.04%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BXMT 2026-FL6 A V/R 11/19/30    | BXMT 2026-FL6 LTD SER 2026-FL6 CL A V/R REGD 144A P/P 5.15000000                                  | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $410255.84    | 0.03%             | 2043-08-19      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MA 5.4% 06/15/33  | BACARDI LTD / MARTINI BV REGD 144A P/P 5.40000000                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    179000 | PA      | $182100.91    | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BOBA 2025-2A A1 V/R 01/20/39    | BALBOA BAY LOAN FUNDING 2025-2 LTD SER 2025-2A CL A1 V/R REGD 144A P/P 4.98124000                 | CUSIP: 057915AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499751.00    | 0.03%             | 2039-01-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BANCO DAVIVIENDA  V/R 07/02/35  | BANCO DAVIVIENDA SA REGD V/R 144A P/P 8.12500000                                                  | CUSIP: 059501AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $206200.00    | 0.01%             | 2035-07-02      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO  V/R 09/30/31  | BANCO DE CREDITO DEL PER REGD V/R EMTN 3.25000000                                                 | CUSIP: 05971V2D6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    450000 | PA      | $444785.18    | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 4.55% 11/20/30  | BANCO SANTANDER CHILE REGD 144A P/P MTN 4.55000000                                                | CUSIP: 05973N2A8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    150000 | PA      | $151018.50    | 0.01%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30  | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                      | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99911.08     | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31  | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                      | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4443914.03   | 0.29%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32  | BANK OF AMERICA CORP REGD V/R 2.68700000                                                          | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2421284.91   | 0.16%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33  | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                      | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258831.61    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35  | BANK OF AMERICA CORP REGD V/R 5.46800000                                                          | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108991.61    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/12/36  | BANK OF AMERICA CORP REGD V/R 5.74400000                                                          | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126458.83    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.62500000                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74330.54     | 0.00%             | 2174-08-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4  V/R 12/15/56   | BANK5 2023-5YR4 SER 2023-5YR4 CL XA V/R REGD 1.00456300                                           | CUSIP: 06211FBR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1033182 | PA      | $23789.33     | 0.00%             | 2056-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17 V/R 10/15/30   | BANK5 2025-5YR17 SER 2025-5YR17 CL AS V/R REGD 5.62600000                                         | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $270769.20    | 0.02%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON C V/R /PERP/  | BANK OF NY MELLON CORP REGD V/R /PERP/ SER M 0.00000000                                           | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126975.16    | 0.01%             | 2174-06-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 07/22/32  | BANK OF NY MELLON CORP REGD V/R MTN 5.06000000                                                    | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114455.41    | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 01/22/30  | BANK OF NY MELLON CORP REGD V/R 4.02600000                                                        | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440730.14    | 0.03%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 02/02/34  | BANK OF NOVA SCOTIA REGD V/R 4.81300000                                                           | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2996000 | PA      | $3030534.80   | 0.20%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN13 B V/R 07/15/28   | BANK 2018-BNK13 SER 2018-BN13 CL B V/R REGD 4.55663700                                            | CUSIP: 06539LBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $394543.22    | 0.03%             | 2061-08-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39  V/R 09/15/31   | BANK 2022-BNK39 SER 2022-BNK39 CL XA V/R REGD 0.41268200                                          | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6391439 | PA      | $136380.52    | 0.01%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN10 X V/R 02/15/61   | BANK 2018-BNK10 SER 2018-BN10 CL XA V/R REGD 0.68314700                                           | CUSIP: 065404BF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14842146 | PA      | $155615.45    | 0.01%             | 2061-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47  V/R 06/15/57   | BANK 2024-BNK47 SER 2024-BNK47 CL XA V/R REGD 0.82148700                                          | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3452326 | PA      | $186874.78    | 0.01%             | 2057-06-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45  V/R 01/15/33   | BANK 2023-BNK45 SER 2023-BNK45 CL XA V/R REGD 1.06908200                                          | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1499141 | PA      | $83318.37     | 0.01%             | 2056-02-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4 X V/R 05/15/50   | BANK 2017-BNK4 SER 2017-BNK4 CL XA V/R REGD 1.32279100                                            | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9590878 | PA      | $97276.44     | 0.01%             | 2050-05-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48  V/R 09/15/34   | BANK 2024-BNK48 SER 2024-BNK48 CL XA V/R REGD 1.14406800                                          | CUSIP: 06541GAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3858993 | PA      | $304699.15    | 0.02%             | 2057-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8  V/R 07/15/29   | BANK5 2024-5YR8 SER 2024-5YR8 CL XA V/R REGD 0.89938200                                           | CUSIP: 065923BD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12238306 | PA      | $329112.52    | 0.02%             | 2057-08-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15 V/R 06/15/30   | BANK5 2025-5YR15 SER 2025-5YR15 CL AS V/R REGD 5.76200000                                         | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $188395.29    | 0.01%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16 V/R 08/15/30   | BANK5 2025-5YR16 SER 2025-5YR16 CL AS V/R REGD 5.75100000                                         | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343000 | PA      | $359003.93    | 0.02%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 6.225% 04/15/29   | BANK5 TRUST 2024-5YR6 SER 2024-5YR6 CL A3 REGD 6.22500000                                         | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $285366.89    | 0.02%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5Y 5.145% 11/15/30   | BANK5 2025-5YR18 SER 2025-5YR18 CL A3 REGD 5.14500000                                             | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $161046.86    | 0.01%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.613% 08/15/29   | BANK5 2024-5YR9 SER 2024-5YR9 CL A3 REGD 5.61360000                                               | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $376787.09    | 0.02%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5Y 5.336% 02/15/31   | BANK5 2026-5YR20 SER 2026-5YR20 CL AS REGD 5.33600000                                             | CUSIP: 06650JAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    665000 | PA      | $690098.30    | 0.05%             | 2059-02-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 V/R 02/15/31   | BANK5 2026-5YR20 SER 2026-5YR20 CL C V/R REGD 6.03700000                                          | CUSIP: 06650JAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406000 | PA      | $422409.67    | 0.03%             | 2059-02-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29       | BARCLAYS PLC REGD V/R MTN 4.97200000                                                              | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5089038.60   | 0.34%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BABSN 2024-1A B V/R 01/20/37    | BARINGS CLO LTD 2024-I SER 2024-1A CL B V/R REGD 144A P/P 5.76763000                              | CUSIP: 06763VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    835000 | PA      | $838358.20    | 0.06%             | 2037-01-20      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB  8.375% 10/01/28  | BAUSCH + LOMB CORP REGD 144A P/P 8.37500000                                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $176162.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH C 5.25% 01/30/30  | BAUSCH HEALTH COS INC REGD 144A P/P 5.25000000                                                    | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $24500.00     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| BBCMS 2024-C24 X V/R 12/15/33   | BBCMS MORTGAGE TRUST 2024-C24 SER 2024-C24 CL XA V/R REGD 1.62357500                              | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2483798 | PA      | $227185.52    | 0.02%             | 2057-02-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C28 X V/R 08/15/34   | BBCMS MORTGAGE TRUST 2024-C28 SER 2024-C28 CL XA V/R REGD 1.10823000                              | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2420447 | PA      | $177655.95    | 0.01%             | 2057-09-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-C32 X V/R 02/15/62   | BBCMS MORTGAGE TRUST 2025-C32 SER 2025-C32 CL XA V/R REGD 1.12818500                              | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1956970 | PA      | $160035.30    | 0.01%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BALTA 2006-1 21A V/R 02/25/36   | BEAR STEARNS ALT-A TRUST 2006-1 SER 2006-1 CL 21A2 V/R REGD 4.39265000                            | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1705903 | PA      | $1185900.19   | 0.08%             | 2036-02-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| BELL CANADA V/R 09/15/55        | BELL CANADA REGD V/R 6.87500000                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $88745.78     | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B19 1.85% 08/15/30   | BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A5 REGD 1.85000000                              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $1906807.21   | 0.13%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B22 X V/R 09/15/30   | BENCHMARK 2020-B22 MORTGAGE TRUST SER 2020-B22 CL XA V/R REGD 1.48888100                          | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2324955 | PA      | $135161.28    | 0.01%             | 2054-01-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B35 A V/R 05/15/32   | BENCHMARK 2022-B35 MORTGAGE TRUST SER 2022-B35 CL A5 V/R REGD 4.44243800                          | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2965000 | PA      | $2942172.76   | 0.19%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10 A V/R 09/15/29   | BENCHMARK 2024-V10 MORTGAGE TRUST SER 2024-V10 CL AS V/R REGD 5.72530000                          | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262000 | PA      | $272181.24    | 0.02%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-B40 X V/R 06/15/33   | BENCHMARK 2023-B40 MORTGAGE TRUST SER 2023-B40 CL XA V/R REGD 1.17320800                          | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1695306 | PA      | $88668.76     | 0.01%             | 2056-12-15      | Variable      | 1.17%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V14 A V/R 03/15/30   | BENCHMARK 2025-V14 MORTGAGE TRUST SER 2025-V14 CL AM V/R REGD 6.08980000                          | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406000 | PA      | $429452.75    | 0.03%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V18 A V/R 10/15/30   | BENCHMARK 2025-V18 MORTGAGE TRUST SER 2025-V18 CL AS V/R REGD 5.59265000                          | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195000 | PA      | $204341.42    | 0.01%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-V2 5.436% 01/15/31   | BENCHMARK 2026-V20 MORTGAGE TRUST SER 2026-V20 CL AM REGD 5.43600000                              | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $337523.32    | 0.02%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2026-V20 B V/R 01/15/31   | BENCHMARK 2026-V20 MORTGAGE TRUST SER 2026-V20 CL B V/R REGD 0.00000000                           | CUSIP: 08164KBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406000 | PA      | $422496.75    | 0.03%             | 2059-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V16 A V/R 07/15/30   | BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A3 V/R REGD 5.43900000                          | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $188773.79    | 0.01%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BSP 2023-32A AR V/R 10/25/38    | BENEFIT STREET PARTNERS CLO XXXII LTD SER 2023-32A CL AR V/R REGD 144A P/P 4.87802000             | CUSIP: 08181FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500497.15    | 0.03%             | 2038-10-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V9 5.601% 08/15/29   | BENCHMARK 2024-V9 MORTGAGE TRUST SER 2024-V9 CL A3 REGD 5.60190000                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358000 | PA      | $374069.87    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-B39 X V/R 01/15/33   | BENCHMARK 2023-B39 MORTGAGE TRUST SER 2023-B39 CL XA V/R REGD 0.57273000                          | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6186319 | PA      | $213338.91    | 0.01%             | 2056-07-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 5.925% 03/15/29   | BENCHMARK 2024-V6 MORTGAGE TRUST SER 2024-V6 CL A3 REGD 5.92554000                                | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $272780.77    | 0.02%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V6 6.384% 03/15/29   | BENCHMARK 2024-V6 MORTGAGE TRUST SER 2024-V6 CL AS REGD 6.38427000                                | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262000 | PA      | $276991.12    | 0.02%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V17 A V/R 08/15/30   | BENCHMARK 2025-V17 MORTGAGE TRUST SER 2025-V17 CL AM V/R REGD 5.42451000                          | CUSIP: 081934AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    346000 | PA      | $358467.87    | 0.02%             | 2058-09-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BHG 2021-B B 1.67% 10/17/34     | BHG SECURITIZATION TRUST 2021-B SER 2021-B CL B REGD 144A P/P 1.67000000                          | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259692 | PA      | $257986.33    | 0.02%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC 5.05% 01/15/31       | BIOGEN INC REGD 5.05000000                                                                        | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    284000 | PA      | $294763.89    | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 6% 01/15/35    | BLACK HILLS CORP REGD 6.00000000                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145377.12    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL CO 6.125% 02/15/31  | BLACK PEARL COMPUTE LLC REGD 144A P/P 6.12500000                                                  | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51172.59     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BLOCK FINANCIA 5.375% 09/15/32  | BLOCK FINANCIAL LLC REGD 5.37500000                                                               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $305735.93    | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A  5.05% 01/15/27   | BLUE OWL ASSET LEASING TRUST 2024-1 LLC SER 2024-1A CL A2 REGD 144A P/P 5.05000000                | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126287 | PA      | $126760.00    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C7 AS V/R 11/15/29    | BMO 2024-5C7 MORTGAGE TRUST SER 2024-5C7 CL AS V/R REGD 5.88760000                                | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232000 | PA      | $239630.99    | 0.02%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 5.557% 10/15/30   | BMO 2025-5C12 MORTGAGE TRUST SER 2025-5C12 CL AS REGD 5.55700000                                  | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261000 | PA      | $272307.51    | 0.02%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.2% 03/01/29         | BOEING CO REGD 3.20000000                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122136.49    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.95% 02/01/30        | BOEING CO REGD 2.95000000                                                                         | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96867.60     | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40       | BOEING CO REGD 5.70500000                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $431780.58    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30        | BOEING CO REGD 5.15000000                                                                         | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621443.78    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31   | BOEING CO/THE REGD SER WI 6.38800000                                                              | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120237.80    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.812% 02/13/33  | BP CAP MARKETS AMERICA REGD 4.81200000                                                            | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2859746.88   | 0.19%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.893% 09/11/33  | BP CAP MARKETS AMERICA REGD 4.89300000                                                            | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2764936.03   | 0.18%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRAVO 2021-NQM1  V/R 02/25/49   | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.94100000        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116473 | PA      | $111005.64    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF 4.75% 01/14/50  | FED REPUBLIC OF BRAZIL REGD 4.75000000                                                            | CUSIP: 105756CB4<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    200000 | PA      | $149770.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29     | BROADCOM INC REGD 5.05000000                                                                      | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98295.13     | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.2% 07/15/35      | BROADCOM INC REGD 5.20000000                                                                      | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196367.49    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41      | BROADCOM INC REGD SER WI 3.50000000                                                               | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    367000 | PA      | $304017.19    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.2% 10/15/30      | BROADCOM INC REGD 4.20000000                                                                      | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    520000 | PA      | $522916.11    | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.866% 08/05/32  | BROOKLYN UNION GAS CO REGD 144A P/P 4.86600000                                                    | CUSIP: 114259AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $216737.61    | 0.01%             | 2032-08-05      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55  | BROWN & BROWN INC REGD 6.25000000                                                                 | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62296.92     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 A V/R 01/19/31    | BRSP 2026-FL3 LTD SER 2026-FL3 CL A V/R REGD 144A P/P 5.15000000                                  | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $410227.14    | 0.03%             | 2043-08-19      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNE 6.875% 07/01/29  | BUCKEYE PARTNERS LP REGD 144A P/P 6.87500000                                                      | CUSIP: 118230AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93377.43     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BUFFALO ENERGY 7.875% 02/15/39  | BUFFALO ENERGY MX HLDGS REGD 144A P/P 7.87500000                                                  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198268 | PA      | $216995.91    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRST 6.375% 03/01/34  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.37500000                                                 | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66951.04     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTS 6.75% 05/15/35  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 6.75000000                                                 | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52178.23     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BUNGE LTD FINAN 4.65% 09/17/34  | BUNGE LTD FINANCE CORP REGD 4.65000000                                                            | CUSIP: 120568BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $165319.33    | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.5% 03/15/55  | BURLINGTN NORTH SANTA FE REGD 5.50000000                                                          | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $130835.45    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BWAY 2025-1535 A V/R 05/05/30   | BWAY TRUST 2025-1535 SER 2025-1535 CL A V/R REGD 144A P/P 6.51931000                              | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $715016.70    | 0.05%             | 2042-05-05      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-MDHS B V/R 05/15/29     | BX COMMERCIAL MORTGAGE TRUST 2024-MDHS SER 2024-MDHS CL B V/R REGD 144A P/P 5.50065000            | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2107000 | PA      | $2109633.75   | 0.14%             | 2041-05-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-CSMO A V/R 02/15/28     | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL A V/R REGD 144A P/P 5.06724000            | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1310000.00   | 0.09%             | 2042-02-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-CSMO B V/R 02/15/28     | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL B V/R REGD 144A P/P 5.36724000            | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270337.50    | 0.02%             | 2042-02-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-CART A V/R 02/15/28     | BX TRUST 2026-CART SER 2026-CART CL A V/R REGD 144A P/P 4.71406000                                | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1772226.56   | 0.12%             | 2036-02-15      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-XL6 A V/R 03/15/28      | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 SER 2026-XL6 CL A V/R REGD 144A P/P 0.00000000              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270169.78    | 0.02%             | 2043-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CBASS 2006-CB9 A V/R 11/25/36   | C-BASS 2006-CB9 TRUST SER 2006-CB9 CL A4 V/R REGD 4.24821000                                      | CUSIP: 12465MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4001231 | PA      | $1859374.10   | 0.12%             | 2036-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-2A BR V/R 07/17/34    | CBAM 2017-2 LTD SER 2017-2A CL BR V/R REGD 144A P/P 5.77924000                                    | CUSIP: 12481KAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1495000 | PA      | $1498736.75   | 0.10%             | 2034-07-17      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/ 5.125% 05/01/27  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.12500000                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30993.07     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.75% 03/01/30  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135346.85    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                   | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43555.05     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CCO HLDGS LLC/C 4.75% 02/01/32  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                   | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $111591.16    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/ 7.375% 02/01/36  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 7.37500000                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.82     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CCL INDUSTRIES  3.05% 06/01/30  | CCL INDUSTRIES INC REGD 144A P/P 3.05000000                                                       | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $146851.94    | 0.01%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| CBASS 2006-CB4 A V/R 05/25/36   | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB4 CL AV4 V/R REGD 4.26821000       | CUSIP: 12498QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3809760 | PA      | $2657436.05   | 0.18%             | 2036-05-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 XA V/R 04/10/27     | CD 2017-CD4 MORTGAGE TRUST SER 2017-CD4 CL XA V/R REGD 1.20433300                                 | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14455104 | PA      | $115872.11    | 0.01%             | 2050-05-10      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A V/R 07/10/30   | CENT 2025-CITY SER 2025-CITY CL A V/R REGD 144A P/P 4.91998800                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176000 | PA      | $180387.79    | 0.01%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SORT 2020-1 A1 1.69% 07/15/25   | CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280525 | PA      | $237728.70    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| SORT 2021-1A A 1.53% 03/15/26   | CF HIPPOLYTA ISSUER LLC SER 2021-1A CL A1 REGD 144A P/P 1.53000000                                | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120499 | PA      | $98541.76     | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SORT 2021-1A B 1.98% 03/15/26   | CF HIPPOLYTA ISSUER LLC SER 2021-1A CL B1 REGD 144A P/P 1.98000000                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108381 | PA      | $66591.34     | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| SORT 2022-1A A 5.97% 02/15/27   | CF HIPPOLYTA ISSUER LLC SER 2022-1A CL A1 REGD 144A P/P 5.97000000                                | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180672 | PA      | $179188.57    | 0.01%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEAL 6% 01/15/29  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.00000000                                                 | CUSIP: 12543DBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69732.63     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY  6.875% 04/15/29  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 6.87500000                                                 | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33810.25     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY H 4.75% 02/15/31  | CHS/COMMUNITY HEALTH SYS REGD 144A P/P 4.75000000                                                 | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41287.11     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.875% 09/15/32  | CIGNA GROUP/THE REGD 4.87500000                                                                   | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51145.99     | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R6 A1 V/R 07/25/61     | CIM TRUST 2021-R6 SER 2021-R6 CL A1 V/R REGD 144A P/P 1.42500000                                  | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    638958 | PA      | $595543.70    | 0.04%             | 2061-07-25      | Variable      | 1.43%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP V/R 06/01/55    | CMS ENERGY CORP REGD V/R 6.50000000                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74200.89     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL 4.375% 03/07/31  | CNH INDUSTRIAL CAP LLC REGD 4.37500000                                                            | CUSIP: 12592BAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154000 | PA      | $153899.56    | 0.01%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR 3.897% 09/10/26   | COMM 2016-COR1 MORTGAGE TRUST SER 2016-COR1 CL B REGD 3.89700000                                  | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $375398.55    | 0.02%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINA 4.4% 02/09/31  | CRH AMERICA FINANCE INC REGD 4.40000000                                                           | CUSIP: 12636YAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $150110.61    | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1 A V/R 05/25/65   | CSMC 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.80900000                                   | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106517 | PA      | $97808.89     | 0.01%             | 2065-05-25      | Variable      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49         | CSX CORP REGD 3.35000000                                                                          | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    331000 | PA      | $238217.59    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.05% 06/15/35         | CSX CORP REGD 5.05000000                                                                          | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417747.70    | 0.03%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2010-8R 5A1 V/R 02/26/37   | CSMC SERIES 2010-8R SER 2010-8R CL 5A11 V/R REGD 144A P/P 5.55397000                              | CUSIP: 12644KJE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    752880 | PA      | $765671.20    | 0.05%             | 2037-02-26      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP 6% 01/15/29  | CNX RESOURCES CORP REGD 144A P/P 6.00000000                                                       | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71094.87     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES  5.875% 03/01/34  | CNX RESOURCES CORP REGD 144A P/P 5.87500000                                                       | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50091.42     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM P 4.75% 04/15/30  | CNX MIDSTREAM PART LP REGD 144A P/P 4.75000000                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121908.11    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2018-RPL9 A V/R 01/25/46   | CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000                              | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900996 | PA      | $881532.04    | 0.06%             | 2057-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-AFC1 A V/R 02/25/25   | CSMC 2021-AFC1 TRUST SER 2021-AFC1 CL A1 V/R REGD 144A P/P 0.83000000                             | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290433 | PA      | $250107.31    | 0.02%             | 2056-03-25      | Variable      | 0.83%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-B33 3.052% 10/10/31   | CSMC 2021-B33 SER 2021-B33 CL A1 REGD 144A P/P 3.05250000                                         | CUSIP: 12658WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151878 | PA      | $145960.54    | 0.01%             | 2043-10-10      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| COMM 2022-HC  2.819% 01/10/27   | COMM 2022-HC MORTGAGE TRUST SER 2022-HC CL A REGD 144A P/P 2.81900000                             | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203000 | PA      | $196992.72    | 0.01%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM8 A V/R 10/25/66   | CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000                                   | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464272 | PA      | $431238.03    | 0.03%             | 2066-10-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM4 A V/R 06/25/25   | CSMC 2021-NQM4 SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.10100000                                   | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594011 | PA      | $529467.46    | 0.04%             | 2066-05-25      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-RPL3 A V/R 01/25/60   | CSMC 2021-RPL3 TRUST SER 2021-RPL3 CL A1 V/R REGD 144A P/P 2.00000000                             | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2277217 | PA      | $2057918.42   | 0.14%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM2 A V/R 02/25/66   | CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000                                   | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    509135 | PA      | $462841.19    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-RPL4 A V/R 12/27/60   | CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.15344000                             | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    268883 | PA      | $268031.63    | 0.02%             | 2060-12-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30  | CVS HEALTH CORP REGD 3.75000000                                                                   | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29531.73     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.75% 08/21/30  | CVS HEALTH CORP REGD 1.75000000                                                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188772.39    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 2.125% 09/15/31  | CVS HEALTH CORP REGD 2.12500000                                                                   | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195173.57    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-7CB 2 V/R 03/01/38   | ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A2 V/R REGD 1.26179000                           | CUSIP: 12667F4M4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3767969 | PA      | $237603.24    | 0.02%             | 2038-03-01      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-7CB 2 V/R 03/01/38   | ALTERNATIVE LOAN TRUST 2005-7CB SER 2005-7CB CL 2A5 V/R REGD 4.23821000                           | CUSIP: 12667F4Q5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3767969 | PA      | $2735874.25   | 0.18%             | 2038-03-01      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-28CB 5.5% 08/25/35   | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A7 REGD 5.50000000                             | CUSIP: 12667GWW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    453603 | PA      | $390861.68    | 0.03%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA2 A V/R 05/20/46   | ALTERNATIVE LOAN TRUST 2006-OA2 SER 2006-OA2 CL A1 V/R REGD 4.20172000                            | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3213600 | PA      | $2946573.53   | 0.19%             | 2046-05-20      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM A2 V/R 12/10/29   | COMM 2024-CBM MORTGAGE TRUST SER 2024-CBM CL A2 V/R REGD 144A P/P 5.86700000                      | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $260832.82    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATI 6.375% 06/15/33  | CACI INTERNATIONAL INC REGD 144A P/P 6.37500000                                                   | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36032.23     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN  6% 10/15/32  | CAESARS ENTERTAIN INC REGD 144A P/P 6.00000000                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43988.24     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELLS COMPAN 5.4% 03/21/34  | CAMPBELLS COMPANY/THE REGD 5.40000000                                                             | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67449.57     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31  | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $557938.82    | 0.04%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.9% 09/15/45  | CARDINAL HEALTH INC REGD 4.90000000                                                               | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    308000 | PA      | $282542.26    | 0.02%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH IN 5% 11/15/29  | CARDINAL HEALTH INC REGD 5.00000000                                                               | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402048.53    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH  4.5% 09/15/30  | CARDINAL HEALTH INC REGD 4.50000000                                                               | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537667.02    | 0.04%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGMS 2024-4A D V/R 07/20/37     | CARLYLE US CLO 2024-4 SER 2024-4A CL D V/R REGD 144A P/P 6.86763000                               | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502597.20    | 0.03%             | 2037-07-20      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2018-4A D1R V/R 10/17/37   | CARLYLE US CLO 2018-4 LTD SER 2018-4A CL D1R V/R REGD 144A P/P 6.76763000                         | CUSIP: 14315RAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502690.85    | 0.03%             | 2037-10-17      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33   | CARNIVAL CORP REGD 144A P/P 6.12500000                                                            | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51762.80     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 08/01/32    | CARNIVAL CORP REGD 144A P/P 5.75000000                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46700.96     | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP 5.125% 05/01/29   | CARNIVAL CORP REGD 144A P/P 5.12500000                                                            | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49703.20     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CMHAT 2021-MH 1.753% 02/25/46   | CASCADE MH ASSET TRUST 2021-MH1 SER 2021-MH1 CL A1 REGD 144A P/P 1.75300000                       | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177002 | PA      | $162601.00    | 0.01%             | 2046-02-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CEDF 2024-19A D1 V/R 01/23/38   | CEDAR FUNDING XIX CLO LTD SER 2024-19A CL D1 V/R REGD 144A P/P 6.67102000                         | CUSIP: 15033CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999975.10    | 0.07%             | 2038-01-23      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLD 6.5% 04/15/30  | CELANESE US HOLDINGS LLC REGD 6.50000000                                                          | CUSIP: 15089QAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46114.38     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOL 6.75% 04/15/33  | CELANESE US HOLDINGS LLC REGD 6.75000000                                                          | CUSIP: 15089QBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41008.00     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31      | CENTENE CORP REGD 2.50000000                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125842.99    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31    | CENTENE CORP REGD 2.62500000                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    280000 | PA      | $242556.56    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 03/20/36  | CENOVUS ENERGY INC REGD 5.40000000                                                                | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $269932.66    | 0.02%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.4% 06/01/29  | CENTERPOINT ENERGY INC REGD 5.40000000                                                            | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    292000 | PA      | $303779.30    | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.85% 04/01/36  | CENTERPOINT ENER HOUSTON REGD SER AR 4.85000000                                                   | CUSIP: 15189XBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50154.59     | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 1.75% 10/01/30  | CENTERPOINT ENERGY RES REGD 1.75000000                                                            | CUSIP: 15189YAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $78456.49     | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35  | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                   | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4528201.24   | 0.30%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48  | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                          | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $121854.41    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.125% 07/01/49  | CHARTER COMM OPT LLC/CAP REGD 5.12500000                                                          | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $130956.00    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50  | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $201893.15    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.4% 12/01/61  | CHARTER COMM OPT LLC/CAP REGD 4.40000000                                                          | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $53499.98     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42  | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                          | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $138407.32    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.65% 02/01/34  | CHARTER COMM OPT LLC/CAP REGD 6.65000000                                                          | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $69034.53     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34  | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $303104.99    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A  4.15% 11/25/28   | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A4 REGD 144A P/P 4.15000000                          | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1009116.50   | 0.07%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO 7.875% 03/15/34     | CHEMOURS CO REGD 144A P/P 7.87500000                                                              | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19975.01     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERG 4.625% 10/15/28  | CHENIERE ENERGY INC REGD SER WI 4.62500000                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245912.12    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34  | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                        | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    142000 | PA      | $149321.25    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRIC 5.672% 10/20/35  | CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000                                                    | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    194174 | PA      | $201566.81    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELEC PEC SP ZCP 01/25/28  | CHILE ELEC PEC SPA REGD ZCP 144A P/P 0.00000000                                                   | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    148053 | PA      | $134506.29    | 0.01%             | 2028-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC 2018-2A D1R V/R 10/20/37   | CIFC FUNDING 2018-II LTD SER 2018-2A CL D1R V/R REGD 144A P/P 6.71763000                          | CUSIP: 17180WAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504069.15    | 0.03%             | 2037-10-20      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE 7.125% 11/15/30  | CIPHER COMPUTE LLC REGD 144A P/P 7.12500000                                                       | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78175.80     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CGCMT 2023-SMRT  V/R 10/12/40   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2023-SMRT SER 2023-SMRT CL B V/R REGD 144A P/P 5.85242200     | CUSIP: 17291NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2248962.54   | 0.15%             | 2040-10-12      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32      | CITIGROUP INC REGD V/R 2.52000000                                                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6930000 | PA      | $6268990.34   | 0.41%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/31      | CITIGROUP INC REGD V/R 4.95200000                                                                 | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    412000 | PA      | $422538.79    | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/11/31      | CITIGROUP INC REGD V/R 4.50300000                                                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    706000 | PA      | $711389.33    | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CGCMT 2015-GC35  V/R 11/10/48   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 SER 2015-GC35 CL XA V/R REGD 0.49312600             | CUSIP: 17324KAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6798359 | PA      | $3645.28      | 0.00%             | 2048-11-10      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/25/34      | CITIGROUP INC REGD V/R 6.17400000                                                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72592.26     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER GG 6.87500000                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75873.68     | 0.01%             | 2174-11-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CGCMT 2020-55 2.647% 12/10/29   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555 SER 2020-555 CL A REGD 144A P/P 2.64700000           | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $156575.70    | 0.01%             | 2041-12-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 05/15/28  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                                 | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $143200.12    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 02/15/30  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                                 | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94271.40     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 09/15/32  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                                 | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103802.50    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OU 7.5% 06/01/29  | CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.50000000                                                 | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35249.20     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL  7.125% 02/15/31  | CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.12500000                                                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68705.71     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CLECO CORPORAT 3.375% 09/15/29  | CLECO CORPORATE HOLDINGS REGD 3.37500000                                                          | CUSIP: 18551PAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95219.49     | 0.01%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIF 6.875% 11/01/29  | CLEVELAND-CLIFFS INC REGD 144A P/P 6.87500000                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66950.98     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP 9% 09/30/29  | CLOUD SOFTWARE GRP INC REGD 144A P/P 9.00000000                                                   | CUSIP: 18912UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48962.46     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE 6.625% 08/15/33  | CLOUD SOFTWARE GRP INC REGD 144A P/P 6.62500000                                                   | CUSIP: 18912UAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33032.87     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CLVR 2018-1A A1R V/R 04/20/37   | CLOVER CLO 2018-1 LLC SER 2018-1A CL A1RR V/R REGD 144A P/P 5.19763000                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502255.25    | 0.03%             | 2037-04-20      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CLVR 2021-3A DR V/R 01/25/35    | CLOVER CLO 2021-3 LLC SER 2021-3A CL DR V/R REGD 144A P/P 6.21802000                              | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494081.85    | 0.03%             | 2035-01-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQU 6.75% 04/15/32  | CLYDESDALE ACQUISITION REGD 144A P/P 6.75000000                                                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95717.31     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CNH 2024-C A2A 4.3% 07/15/26    | CNH EQUIPMENT TRUST 2024-C SER 2024-C CL A2A REGD 4.30000000                                      | CUSIP: 18978GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581780 | PA      | $582154.17    | 0.04%             | 2028-02-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH 2024-C A3 4.03% 09/15/28    | CNH EQUIPMENT TRUST 2024-C SER 2024-C CL A3 REGD 4.03000000                                       | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2679247.55   | 0.18%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CNH 2026-A A4 4.14% 01/15/30    | CNH EQUIPMENT TRUST 2026-A SER 2026-A CL A4 REGD 4.14000000                                       | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2335000 | PA      | $2367753.28   | 0.16%             | 2033-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 4.125% 05/15/51  | REPUBLIC OF COLOMBIA REGD 4.12500000                                                              | CUSIP: 195325DT9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |    200000 | PA      | $124908.60    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTER 5.627% 11/15/35  | COLONIAL ENTERPRISES INC REGD 144A P/P 5.62700000                                                 | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89412.15     | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COLT 2021-2 A1 V/R 08/25/66     | COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000                     | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396266 | PA      | $340645.88    | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| COLT 2021-1 A1 V/R 06/25/66     | COLT 2021-1 MORTGAGE LOAN TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 0.91000000                     | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    359670 | PA      | $316852.97    | 0.02%             | 2066-06-25      | Variable      | 0.91%                 | Yes           |                  2 | On Loan: No      |
| COLT 2022-1 A1 V/R 12/27/66     | COLT 2022-1 MORTGAGE LOAN TRUST SER 2022-1 CL A1 V/R REGD 144A P/P 2.28400000                     | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    956713 | PA      | $895685.02    | 0.06%             | 2066-12-27      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| COLT 2026-1 A1 V/R 02/25/71     | COLT 2026-1 MORTGAGE LOAN TRUST SER 2026-1 CL A1 V/R REGD 144A P/P 4.75800000                     | CUSIP: 196926AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307000 | PA      | $307196.11    | 0.02%             | 2071-02-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.097% 10/01/31  | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.09700000                                                 | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123449.56    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 4.999% 11/17/32  | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 4.99900000                                                 | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285644.39    | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS MCKIN 7.125% 02/01/33  | COLUMBUS MCKINNON CORP REGD 144A P/P 7.12500000                                                   | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92525.40     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 07/15/46      | COMCAST CORP REGD 3.40000000                                                                      | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24976.46     | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47    | COMCAST CORP REGD SER WI 3.96900000                                                               | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34669.88     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.999% 11/01/49    | COMCAST CORP REGD SER WI 3.99900000                                                               | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13608.31     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40     | COMCAST CORP REGD 3.75000000                                                                      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    560000 | PA      | $472409.24    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.8% 01/15/51      | COMCAST CORP REGD 2.80000000                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29885.82     | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51    | COMCAST CORP REGD SER WI 2.88700000                                                               | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    347000 | PA      | $209462.68    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERA 6.45% 01/24/35  | COMISION FEDERAL DE ELEC REGD 144A P/P 6.45000000                                                 | CUSIP: 200447AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207208.40    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2024-1A A 5.97% 06/15/27   | COMMERCIAL EQUIPMENT FINANCE 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 5.97000000                 | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198273 | PA      | $199732.83    | 0.01%             | 2029-07-16      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH ED 5.95% 06/01/55  | COMMONWEALTH EDISON CO REGD 5.95000000                                                            | CUSIP: 202795KB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $304086.40    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CMPDC 2024-1A  5.25% 02/26/29   | COMPASS DATACENTERS ISSUER II LLC SER 2024-1A CL A1 REGD 144A P/P 5.25000000                      | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1610912.80   | 0.11%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CMPDC 2025-2A 4.926% 11/25/30   | COMPASS DATACENTERS ISSUER II LLC SER 2025-2A CL A1 REGD 144A P/P 4.92600000                      | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210000 | PA      | $1219017.40   | 0.08%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CAS 2026-R01 2M1 V/R 12/25/28   | CONNECTICUT AVENUE SECURITIES TRUST 2026-R01 SER 2026-R01 CL 2M1 V/R REGD 144A P/P 4.66721000     | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25056 | PA      | $25056.13     | 0.00%             | 2046-01-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 3.8% 03/15/52  | CONOCOPHILLIPS COMPANY REGD 3.80000000                                                            | CUSIP: 20826FAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $246397.59    | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.025% 03/15/62  | CONOCOPHILLIPS COMPANY REGD 4.02500000                                                            | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $182312.70    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63  | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                            | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129345.06    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 3.2% 12/01/51  | CON EDISON CO OF NY INC REGD 3.20000000                                                           | CUSIP: 209111GC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $168859.69    | 0.01%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.5% 03/15/55  | CON EDISON CO OF NY INC REGD 5.50000000                                                           | CUSIP: 209111GN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $181514.31    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 5.75% 11/15/55  | CON EDISON CO OF NY INC REGD 5.75000000                                                           | CUSIP: 209111GP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187745.48    | 0.01%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 4.4% 01/15/31  | CONSTELLATION EN GEN LLC REGD 4.40000000                                                          | CUSIP: 210385AQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $122833.46    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.5% 01/15/31  | CONSUMERS ENERGY CO REGD 4.50000000                                                               | CUSIP: 210518DY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $87756.96     | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPR 2026-CES1  V/R 01/01/61   | COOPR RESIDENTIAL MORTGAGE TRUST 2026-CES1 SER 2026-CES1 CL A1A V/R REGD 144A P/P 4.87400000      | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198741 | PA      | $199446.16    | 0.01%             | 2061-01-01      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC 9.25% 06/01/30    | COREWEAVE INC REGD 144A P/P 9.25000000                                                            | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53869.74     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUIL 9.5% 08/15/29  | CORNERSTONE BUILDING REGD 144A P/P 9.50000000                                                     | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25440.48     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% MAR 26     | GNMA II 30 YR TBA 2% MAR 26    TO BE ANNOUNCED 2.00000000                                         | CUSIP: 21H020634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2030000 | PA      | $1719456.45   | 0.11%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% MAR 26      | GNMA TBA 30 UR 2.5% MAR 26     TO BE ANNOUNCED 2.50000000                                         | CUSIP: 21H022630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11149000 | PA      | $9836847.99   | 0.65%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF TBA 30 YR 3% MAR26         | G2SF TBA 30 YR 3% MAR26        TO BE ANNOUNCED 3.00000000                                         | CUSIP: 21H030633<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -275000 | PA      | $-252196.65   | -0.02%            | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF TBA 30 YR 3% APR26         | G2SF TBA 30 YR 3% APR26       TO BE ANNOUNCED 3.00000000                                          | CUSIP: 21H030641<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -250000 | PA      | $-229211.09   | -0.02%            | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMAII 30YR TBA 3.5% MAR 26     | GNMAII JUMBO TBA 30YR 3.5%     MAR 26 TO BE ANNOUNCED 3.50000000                                  | CUSIP: 21H032639<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155000 | PA      | $145455.90    | 0.01%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% MAR 26        | G2SF 30 YR TBA 4% MAR 26       TO BE ANNOUNCED 4.00000000                                         | CUSIP: 21H040632<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1840000 | PA      | $-1769847.31  | -0.12%            | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% APR 26        | G2SF 30 YR TBA 4% APR 26      TO BE ANNOUNCED 4.00000000                                          | CUSIP: 21H040640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1800000 | PA      | $-1730669.24  | -0.11%            | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% MAR 26      | G2SF 30 YR TBA 4.5% MAR 26     TO BE ANNOUNCED 4.50000000                                         | CUSIP: 21H042638<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70000 | PA      | $69174.22     | 0.00%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% MAR 26      | G2SF 30 YR TBA 4.5% MAR 26     TO BE ANNOUNCED 4.50000000                                         | CUSIP: 21H042638<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -350000 | PA      | $-345871.10   | -0.02%            | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% MAR 26       | G2SF  30 YR TBA 5% MAR 26      TO BE ANNOUNCED 5.00000000                                         | CUSIP: 21H050631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1625000 | PA      | $1630513.28   | 0.11%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA2 30YR TBA 5% APR 26        | GNMA2 TBA 30YR 5% APR 26 TO BE ANNOUNCED 5.00000000                                               | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    775000 | PA      | $776569.84    | 0.05%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 5.5% MAR 26      | GNMA 30 YR TBA 5.5% MAR 26     TO BE ANNOUNCED 5.50000000                                         | CUSIP: 21H052637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1945000 | PA      | $1969820.96   | 0.13%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 5.5% APR 26      | GNMA 30 YR TBA 5.5% APR 26 TO BE ANNOUNCED 5.50000000                                             | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    950000 | PA      | $961158.50    | 0.06%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA 30YR 6% MAR 26      | GNMA II TBA 30YR 6% MAR 26     TO BE ANNOUNCED 6.00000000                                         | CUSIP: 21H060630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    972000 | PA      | $991497.89    | 0.07%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIA 8% 05/15/32  | COUGAR JV SUBSIDIARY LLC REGD 144A P/P 8.00000000                                                 | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53252.30     | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIO 2.6% 06/15/31  | COX COMMUNICATIONS INC REGD 144A P/P 2.60000000                                                   | CUSIP: 224044CN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $85696.74     | 0.01%             | 2031-06-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATI 5.95% 09/01/54  | COX COMMUNICATIONS INC REGD 144A P/P 5.95000000                                                   | CUSIP: 224044CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $242079.62    | 0.02%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                               | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    565000 | PA      | $584209.06    | 0.04%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32       | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                         | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3400000 | PA      | $3181609.33   | 0.21%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CSFB 2005-9 5A6 5.5% 10/25/35   | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2005-9 CL 5A6 REGD 5.50000000              | CUSIP: 2254586D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260897 | PA      | $594242.71    | 0.04%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSTL 2026-GATE3  V/R 02/10/31   | CSTL COMMERCIAL MORTGAGE TRUST 2026- SER 2026-GATE3 CL A V/R REGD 144A P/P 4.69450000             | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2260000 | PA      | $2286994.12   | 0.15%             | 2043-02-10      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CSTL 2026-GATE3  V/R 02/10/31   | CSTL COMMERCIAL MORTGAGE TRUST 2026- SER 2026-GATE3 CL B V/R REGD 144A P/P 4.93754000             | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202375.02    | 0.01%             | 2043-02-10      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CSTL 2024-GATE A V/R 11/10/29   | CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE SER 2024-GATE CL A V/R REGD 144A P/P 4.76438000          | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1567000 | PA      | $1589004.28   | 0.11%             | 2041-11-10      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-NQM5 A V/R 06/25/25   | CSMC 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 0.93800000                             | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381304 | PA      | $326710.95    | 0.02%             | 2066-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| CYRUS 2024-2A A 4.5% 05/20/29   | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000                     | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $246936.33    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DNKN 2021-1A  2.791% 11/20/31   | DB MASTER FINANCE LLC SER 2021-1A CL A23 REGD 144A P/P 2.79100000                                 | CUSIP: 233046AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    319805 | PA      | $290636.42    | 0.02%             | 2051-11-20      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2020-C9 XA V/R 08/15/30   | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL XA V/R REGD 1.58887500                                  | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1755829 | PA      | $71400.62     | 0.00%             | 2053-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC 7.75% 11/15/29   | DCLI BIDCO LLC REGD 144A P/P 7.75000000                                                           | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61539.42     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2017-C6 XB V/R 06/10/27   | DBJPM 2017-C6 MORTGAGE TRUST SER 2017-C6 CL XB V/R REGD 0.20384800                                | CUSIP: 23312JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21195000 | PA      | $72478.42     | 0.00%             | 2050-06-10      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| DSLA 2005-AR4 1A V/R 08/19/45   | DSLA MORTGAGE LOAN TRUST 2005-AR4 SER 2005-AR4 CL 1A V/R REGD 4.30051000                          | CUSIP: 23332UEL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3428856 | PA      | $2682335.08   | 0.18%             | 2045-08-19      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.85% 06/01/34    | DTE ENERGY CO REGD 5.85000000                                                                     | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $206514.83    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.125% 06/15/29  | DT MIDSTREAM INC REGD 144A P/P 4.12500000                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74472.85     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC 5.8% 12/15/34  | DT MIDSTREAM INC REGD 144A P/P 5.80000000                                                         | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $253027.88    | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DANAOS CORP 6.875% 10/15/32     | DANAOS CORP REGD 144A P/P 6.87500000                                                              | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | GR        |    115000 | PA      | $118601.86    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DC 2024-HLTN A V/R 04/13/28     | DC TRUST 2024-HLTN SER 2024-HLTN CL A V/R REGD 144A P/P 5.72700000                                | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $304437.33    | 0.02%             | 2040-04-13      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT 8% 02/01/28  | DEALER TIRE LLC/DT ISSR REGD 144A P/P 8.00000000                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89100.91     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DRMT 2021-1 A1 V/R 02/25/25     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-1 CL A1 V/R REGD 144A P/P 0.71500000              | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43847 | PA      | $42396.70     | 0.00%             | 2065-05-25      | Variable      | 0.71%                 | Yes           |                  2 | On Loan: No      |
| DRMT 2021-2 A1 V/R 04/25/66     | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000              | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162071 | PA      | $146254.92    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| DAFC 2017-AMO A V/R 06/05/27    | DEL AMO FASHION CENTER TRUST 2017-AMO SER 2017-AMO CL A V/R REGD 144A P/P 3.63618000              | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $175553.73    | 0.01%             | 2035-06-05      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| DELL INC 6.5% 04/15/38          | DELL INC REGD 6.50000000                                                                          | CUSIP: 24702RAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $72635.11     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 6.25% 03/15/53  | DIAMONDBACK ENERGY INC REGD 6.25000000                                                            | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67682.08     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.4% 04/18/34  | DIAMONDBACK ENERGY INC REGD 5.40000000                                                            | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311965.15    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.75% 04/18/54  | DIAMONDBACK ENERGY INC REGD 5.75000000                                                            | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43919.49     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.9% 04/18/64  | DIAMONDBACK ENERGY INC REGD 5.90000000                                                            | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274688.72    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30  | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000                                      | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     28105 | PA      | $1348.18      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30  | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 4B14 0.00000000                                      | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     81344 | PA      | $556.00       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LL 5.875% 08/15/27  | DIRECTV FIN LLC/COINC REGD 144A P/P 5.87500000                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39045.32     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP 5.125% 06/01/29   | DISH DBS CORP REGD 5.12500000                                                                     | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53581.99     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28    | DISH DBS CORP REGD 144A P/P 5.75000000                                                            | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91941.53     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30  | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                    | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90030.89     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUB 5.75% 03/17/34  | DOMINICAN REPUBLIC REGD 144A P/P 5.75000000                                                       | CUSIP: 25714PFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |    150000 | PA      | $149925.00    | 0.01%             | 2034-03-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERG 3.375% 04/01/30  | DOMINION ENERGY INC REGD SER C 3.37500000                                                         | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2942654.66   | 0.19%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DPABS 2019-1A 3.668% 10/25/29   | DOMINO'S PIZZA MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.66800000                       | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    974400 | PA      | $953029.56    | 0.06%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| DPABS 2021-1A 2.662% 10/25/28   | DOMINO'S PIZZA MASTER ISSUER LLC SER 2021-1A CL A2I REGD 144A P/P 2.66200000                      | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1248690 | PA      | $1198919.84   | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| DORNOCH DEBT M 6.625% 10/15/29  | DORNOCH DEBT MERGER SUB REGD 144A P/P 6.62500000                                                  | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $40651.86     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.55% 06/15/31  | DUKE ENERGY CORP REGD 2.55000000                                                                  | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    585000 | PA      | $538348.52    | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 08/15/52    | DUKE ENERGY CORP REGD 5.00000000                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39879.02     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 5.45% 06/15/34  | DUKE ENERGY CORP REGD 5.45000000                                                                  | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89200.33     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.8% 06/15/54  | DUKE ENERGY CORP REGD 5.80000000                                                                  | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244915.07    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 4.95% 09/15/35  | DUKE ENERGY CORP REGD 4.95000000                                                                  | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    570000 | PA      | $571129.91    | 0.04%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 5.3% 02/15/40  | DUKE ENERGY CAROLINAS REGD 5.30000000                                                             | CUSIP: 26442CAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $250344.34    | 0.02%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.55% 03/15/54  | DUKE ENERGY OHIO INC REGD 5.55000000                                                              | CUSIP: 26442EAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64636.32     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.05% 03/15/35  | DUKE ENERGY PROGRESS LLC REGD 5.05000000                                                          | CUSIP: 26442UAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $405356.65    | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.55% 03/15/55  | DUKE ENERGY PROGRESS LLC REGD 5.55000000                                                          | CUSIP: 26442UAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139617.77    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY  5.65% 10/15/54  | EASTERN ENERGY GAS REGD 5.65000000                                                                | CUSIP: 27636AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $145214.48    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29   | ECHOSTAR CORP REGD SER . 10.75000000                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92815.24     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA 5.875% 11/02/51    | ECOPETROL SA REGD 5.87500000                                                                      | CUSIP: 279158AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    300000 | PA      | $216576.26    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 5.25% 03/15/32  | EDISON INTERNATIONAL REGD 5.25000000                                                              | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77394.53     | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.25% 03/15/30  | EDISON INTERNATIONAL REGD 6.25000000                                                              | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222114.40    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATI 4.8% 03/15/31  | EDISON INTERNATIONAL REGD 4.80000000                                                              | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249850.34    | 0.02%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 A V/R 11/25/29   | EFMT 2025-INV5 SER 2025-INV5 CL A1 V/R REGD 144A P/P 0.00000000                                   | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    456185 | PA      | $459520.39    | 0.03%             | 2070-12-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ELD 2025-1A A1 V/R 10/20/38     | ELDRIDGE CLO 2025-1 LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.25042000                            | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501041.75    | 0.03%             | 2038-10-20      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET  5.037% 03/25/30  | ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000                                                 | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $148635.05    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET  4.641% 11/24/30  | ELEMENT FLEET MANAGEMENT REGD 144A P/P 4.64100000                                                 | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $429194.21    | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALT 5.125% 02/15/53  | ELEVANCE HEALTH INC REGD 5.12500000                                                               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    271000 | PA      | $246671.97    | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDING 6.5% 12/01/29  | ELLUCIAN HOLDINGS INC REGD 144A P/P 6.50000000                                                    | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93158.80     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ELM23 2023-2A BR V/R 04/16/36   | ELMWOOD CLO 23 LTD SER 2023-2A CL BR V/R REGD 144A P/P 5.42113000                                 | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655000 | PA      | $656163.80    | 0.04%             | 2036-04-16      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ELP 2025-ELP E V/R 11/13/30     | ELP COMMERCIAL MORTGAGE TRUST 2025-ELP SER 2025-ELP CL E V/R REGD 144A P/P 6.66504100             | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $277969.37    | 0.02%             | 2042-11-13      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| EMBARQ LLC 7.995% 06/01/36      | EMBARQ LLC REGD 7.99500000                                                                        | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $7650.00      | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EM 6.625% 12/15/30  | EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119024.43    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EMPWR 2023-2A AR V/R 10/15/38   | EMPOWER CLO 2023-2 LTD SER 2023-2A CL AR V/R REGD 144A P/P 4.99219000                             | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501262.85    | 0.03%             | 2038-10-15      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS 6% 09/15/33  | ENERGIZER HOLDINGS INC REGD 144A P/P 6.00000000                                                   | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53695.66     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.95% 10/01/43  | ENERGY TRANSFER LP REGD 5.95000000                                                                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1696079.35   | 0.11%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.9% 03/15/35  | ENERGY TRANSFER LP REGD 4.90000000                                                                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3354000 | PA      | $3347093.64   | 0.22%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP V/R /PERP/   | ENERGY TRANSFER LP REGD V/R /PERP/ SER G 7.12500000                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74688.91     | 0.00%             | 2174-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30  | ENERGY TRANSFER LP REGD 6.40000000                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21781.32     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.35% 01/15/36  | ENERGY TRANSFER LP REGD 5.35000000                                                                | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127087.05    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50  | ENERGY TRANSFER LP REGD 5.00000000                                                                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    211000 | PA      | $180345.05    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54       | ENTERGY CORP REGD V/R 7.12500000                                                                  | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143330.09    | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 4.75% 09/15/52  | ENTERGY LOUISIANA LLC REGD 4.75000000                                                             | CUSIP: 29364WBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $87986.88     | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 5.75% 06/01/54  | ENTERGY ARKANSAS LLC REGD 5.75000000                                                              | CUSIP: 29366MAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $73593.06     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3 A2 5.31% 04/20/27    | ENTERPRISE FLEET FINANCING 2024-3 LLC SER 2024-3 CL A2 REGD 144A P/P 5.31000000                   | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1148096 | PA      | $1151554.69   | 0.08%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.3% 02/15/53  | ENTERPRISE PRODUCTS OPER REGD 3.30000000                                                          | CUSIP: 29379VCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $47731.14     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55  | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                          | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138548.92    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.6% 01/15/31  | ENTERPRISE PRODUCTS OPER REGD 4.60000000                                                          | CUSIP: 29379VCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97128.94     | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.2% 01/15/36  | ENTERPRISE PRODUCTS OPER REGD 5.20000000                                                          | CUSIP: 29379VCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $190727.12    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P4 B V/R 06/10/26    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4 SER 2016-P4 CL B V/R REGD 3.37700000                  | CUSIP: 29429EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $382952.24    | 0.03%             | 2049-07-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.95% 09/15/51      | EQUINIX INC REGD 2.95000000                                                                       | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $158371.32    | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.9% 04/15/32       | EQUINIX INC REGD 3.90000000                                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    142000 | PA      | $137526.62    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50       | EQUINOR ASA REGD 3.70000000                                                                       | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    180000 | PA      | $139479.47    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERIC 4.7% 09/15/32  | EQUITABLE AMERICA GLOBAL REGD 144A P/P 4.70000000                                                 | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228862.01    | 0.02%             | 2032-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER 5.4% 12/01/35  | ESSENTIAL PROPERTIES LP REGD 5.40000000                                                           | CUSIP: 29670VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152885.30    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CE 5.7% 03/15/53  | EVERGY KANSAS CENTRAL REGD 5.70000000                                                             | CUSIP: 30036FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $151925.69    | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE 5.125% 05/15/33  | EVERSOURCE ENERGY REGD 5.12500000                                                                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342326.85    | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 4.45% 12/15/30  | EVERSOURCE ENERGY REGD 4.45000000                                                                 | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135765.11    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 3.8% 02/15/28  | EXPEDIA GROUP INC REGD SER WI 3.80000000                                                          | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $311386.52    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.4% 02/01/34  | EXTRA SPACE STORAGE LP REGD 5.40000000                                                            | CUSIP: 30225VAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $136164.91    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 4.95% 01/15/33  | EXTRA SPACE STORAGE LP REGD 4.95000000                                                            | CUSIP: 30225VAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $73149.76     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESA 2026-ESH2 A V/R 02/15/31    | EXTENDED STAY AMERICA TRUST 2026-ESH2 SER 2026-ESH2 CL A V/R REGD 144A P/P 4.85965000             | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3195000 | PA      | $3195998.44   | 0.21%             | 2043-02-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| EXTNT 2024-1A  6.15% 07/25/29   | EXTENET ISSUER LLC SER 2024-1A CL B REGD 144A P/P 6.15000000                                      | CUSIP: 30227XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507810.05    | 0.03%             | 2054-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FIGRE 2026-HE1 A V/R 01/25/56   | FIGRE TRUST 2026-HE1 SER 2026-HE1 CL A V/R REGD 144A P/P 4.98200000                               | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160983 | PA      | $161733.25    | 0.01%             | 2056-01-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FMMSR 2021-GT1 A V/R 07/25/26   | FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000                              | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3883894.40   | 0.26%             | 2026-07-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FMMSR 2021-GT2 A V/R 10/25/26   | FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000                              | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3332204.50   | 0.22%             | 2026-10-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS I 5.6% 05/15/53  | META PLATFORMS INC REGD 5.60000000                                                                | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141174.92    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.55% 08/15/64  | META PLATFORMS INC REGD 5.55000000                                                                | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    455000 | PA      | $428695.48    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.5% 11/15/45  | META PLATFORMS INC REGD 5.50000000                                                                | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360605.55    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.75% 11/15/65  | META PLATFORMS INC REGD 5.75000000                                                                | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550418.55    | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.625% 11/15/55  | META PLATFORMS INC REGD SER . 5.62500000                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44047.14     | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FSRIA 2021-FL2 A V/R 05/16/38   | FS RIALTO SER 2021-FL2 CL A V/R REGD 144A P/P 4.99413000                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150947 | PA      | $151536.99    | 0.01%             | 2038-05-16      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FSRIA 2026-FL11  V/R 01/19/44   | FS RIALTO 2026-FL11 ISSUER LLC SER 2026-FL11 CL A V/R REGD 144A P/P 5.10000000                    | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    390000 | PA      | $391340.94    | 0.03%             | 2044-01-19      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FS 2026-HULA A V/R 03/15/28     | FS TRUST 2026-HULA SER 2026-HULA CL A V/R REGD 144A P/P 0.00000000                                | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200000.00    | 0.01%             | 2041-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#G08793 4% 12/01/47      | FREDDIE MAC GOLD POOL P#G08793 4.00000000                                                         | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38285 | PA      | $37791.61     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47      | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                         | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97360 | PA      | $89990.28     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47      | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                         | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196884 | PA      | $182649.56    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91815 3% 03/01/35      | FREDDIE MAC GOLD POOL P#C91815 3.00000000                                                         | CUSIP: 3128P8AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196811 | PA      | $189935.45    | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLB 1.7% 09/04/35              | FEDERAL HOME LOAN BANKS 1.70000000                                                                | CUSIP: 3130AJYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2700000 | PA      | $2159397.66   | 0.14%             | 2035-09-04      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLB 1.93% 02/11/36             | FEDERAL HOME LOAN BANKS 1.93000000                                                                | CUSIP: 3130AL5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2285000 | PA      | $1835055.78   | 0.12%             | 2036-02-11      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZL6785 3.5% 08/01/43     | FREDDIE MAC POOL UMBS P#ZL6785 3.50000000                                                         | CUSIP: 3131XNRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    651207 | PA      | $629003.86    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 303 C10 3.5% 01/15/33       | FREDDIE MAC STRIPS SER 303 CL C10 3.50000000                                                      | CUSIP: 31325UD86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    498750 | PA      | $37647.78     | 0.00%             | 2033-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 386 C14 2.5% 03/15/52       | FREDDIE MAC STRIPS SER 386 CL C14 2.50000000                                                      | CUSIP: 31325YB31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700048 | PA      | $101800.67    | 0.01%             | 2052-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 389 C1 1.5% 05/15/37        | FREDDIE MAC STRIPS SER 389 CL C1 1.50000000                                                       | CUSIP: 31325YQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2106903 | PA      | $107367.63    | 0.01%             | 2037-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHS 389 C35 2% 06/15/52         | FREDDIE MAC STRIPS SER 389 CL C35 2.00000000                                                      | CUSIP: 31325YRN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1089439 | PA      | $147046.38    | 0.01%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA6520 4% 04/01/49       | FREDDIE MAC POOL UMBS P#ZA6520 4.00000000                                                         | CUSIP: 31329QG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    360983 | PA      | $355130.44    | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4586 4% 10/01/44       | FREDDIE MAC POOL UMBS P#ZS4586 4.00000000                                                         | CUSIP: 3132A5CX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    522853 | PA      | $518404.12    | 0.03%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4748 4% 12/01/47       | FREDDIE MAC UMBS POOL P#ZS4748 4.00000000                                                         | CUSIP: 3132A5HZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    632981 | PA      | $624136.29    | 0.04%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS9972 3% 03/01/42       | FREDDIE MAC POOL UMBS P#ZS9972 3.00000000                                                         | CUSIP: 3132ABCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137068 | PA      | $129521.77    | 0.01%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0371 4.5% 05/01/48     | FREDDIE MAC POOL UMBS P#ZT0371 4.50000000                                                         | CUSIP: 3132ACMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    235953 | PA      | $236869.97    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1625 5% 07/01/40       | FREDDIE MAC POOL UMBS P#SB1625 5.00000000                                                         | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    199445 | PA      | $202615.21    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8207 5.5% 12/01/37     | FREDDIE MAC POOL UMBS P#SB8207 5.50000000                                                         | CUSIP: 3132D6DL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    691062 | PA      | $709823.47    | 0.05%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1090 2% 04/01/52       | FREDDIE MAC POOL UMBS P#SD1090 2.00000000                                                         | CUSIP: 3132DNF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    634550 | PA      | $535023.50    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1098 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD1098 2.50000000                                                         | CUSIP: 3132DNGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5603780 | PA      | $4917413.74   | 0.33%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1218 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD1218 4.00000000                                                         | CUSIP: 3132DNK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    271312 | PA      | $267357.52    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1460 3% 05/01/52       | FREDDIE MAC POOL UMBS P#SD1460 3.00000000                                                         | CUSIP: 3132DNTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6475356 | PA      | $5938410.35   | 0.39%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1461 3% 05/01/52       | FREDDIE MAC POOL UMBS P#SD1461 3.00000000                                                         | CUSIP: 3132DNTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239650 | PA      | $219412.51    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2102 2.5% 07/01/51     | FREDDIE MAC POOL UMBS P#SD2102 2.50000000                                                         | CUSIP: 3132DPKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    109620 | PA      | $95973.81     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2305 5.5% 02/01/53     | FREDDIE MAC POOL UMBS P#SD2305 5.50000000                                                         | CUSIP: 3132DPR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    534412 | PA      | $545906.62    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2553 4% 05/01/49       | FREDDIE MAC POOL UMBS P#SD2553 4.00000000                                                         | CUSIP: 3132DPZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121720 | PA      | $120645.51    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2960 5% 04/01/53       | FREDDIE MAC POOL UMBS P#SD2960 5.00000000                                                         | CUSIP: 3132DQJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    253566 | PA      | $257369.90    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3029 4% 04/01/47       | FREDDIE MAC POOL UMBS P#SD3029 4.00000000                                                         | CUSIP: 3132DQLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33552 | PA      | $33331.87     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3209 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD3209 2.50000000                                                         | CUSIP: 3132DQR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750573 | PA      | $655458.37    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5677 5% 03/01/54       | FREDDIE MAC POOL UMBS P#SD5677 5.00000000                                                         | CUSIP: 3132DTJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3736113 | PA      | $3800793.89   | 0.25%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8089 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#SD8089 2.50000000                                                         | CUSIP: 3132DV7A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    270851 | PA      | $237220.93    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7513 3.5% 04/01/50     | FREDDIE MAC POOL UMBS P#SD7513 3.50000000                                                         | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298880 | PA      | $284891.98    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7551 3% 01/01/52       | FREDDIE MAC POOL UMBS P#SD7551 3.00000000                                                         | CUSIP: 3132DVL86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6259149 | PA      | $5755667.95   | 0.38%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7552 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD7552 2.50000000                                                         | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    927002 | PA      | $821053.00    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7525 2.5% 10/01/50     | FREDDIE MAC POOL UMBS P#SD7525 2.50000000                                                         | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60221 | PA      | $53388.17     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7535 2.5% 02/01/51     | FREDDIE MAC POOL UMBS P#SD7535 2.50000000                                                         | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147931 | PA      | $130859.55    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51       | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                         | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    409203 | PA      | $346624.19    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7564 5% 06/01/53       | FREDDIE MAC POOL UMBS P#SD7564 5.00000000                                                         | CUSIP: 3132DVMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2920819 | PA      | $2979231.03   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7565 5.5% 09/01/53     | FREDDIE MAC POOL UMBS P#SD7565 5.50000000                                                         | CUSIP: 3132DVMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2918124 | PA      | $3017245.06   | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7569 6% 04/01/54       | FREDDIE MAC POOL UMBS P#SD7569 6.00000000                                                         | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2696016 | PA      | $2816174.03   | 0.19%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7575 5.5% 01/01/55     | FREDDIE MAC POOL UMBS P#SD7575 5.50000000                                                         | CUSIP: 3132DVMY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3457934 | PA      | $3580308.01   | 0.24%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8134 2% 03/01/51       | FREDDIE MAC POOL UMBS P#SD8134 2.00000000                                                         | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4757452 | PA      | $3974151.91   | 0.26%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8135 2.5% 03/01/51     | FREDDIE MAC POOL UMBS P#SD8135 2.50000000                                                         | CUSIP: 3132DWBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    379471 | PA      | $332232.79    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8183 2.5% 12/01/51     | FREDDIE MAC POOL UMBS P#SD8183 2.50000000                                                         | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5085771 | PA      | $4438915.44   | 0.29%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4010 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD4010 4.00000000                                                         | CUSIP: 3132E0N32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149370 | PA      | $148506.34    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4182 3.5% 08/01/52     | FREDDIE MAC POOL UMBS P#SD4182 3.50000000                                                         | CUSIP: 3132E0UF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2530385 | PA      | $2413015.42   | 0.16%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#WA0506 3.03% 01/01/50    | FREDDIE MAC POOL UMBS P#WA0506 3.03000000                                                         | CUSIP: 3132WRRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3545245 | PA      | $2946278.61   | 0.19%             | 2050-01-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q53571 3.5% 01/01/48    | FREDDIE MAC GOLD POOL P#Q53571 3.50000000                                                         | CUSIP: 3132XV6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    293613 | PA      | $281939.66    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60910 3% 03/01/42      | FREDDIE MAC GOLD POOL P#G60910 3.00000000                                                         | CUSIP: 31335BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3163111 | PA      | $2992258.60   | 0.20%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC9119 3% 10/01/51       | FREDDIE MAC POOL UMBS P#QC9119 3.00000000                                                         | CUSIP: 3133AUDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    503647 | PA      | $462439.27    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF2008 5% 10/01/52       | FREDDIE MAC POOL UMBS P#QF2008 5.00000000                                                         | CUSIP: 3133BPGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    641900 | PA      | $647795.55    | 0.04%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FFCB 2.49% 06/30/36             | FEDERAL FARM CREDIT BANKS FUNDING CORP 2.49000000                                                 | CUSIP: 3133EMM90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4990000 | PA      | $4201800.31   | 0.28%             | 2036-06-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN6604 2% 06/01/36       | FREDDIE MAC POOL UMBS P#QN6604 2.00000000                                                         | CUSIP: 3133GDKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136766 | PA      | $127553.82    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QU7398 3% 04/01/50       | FREDDIE MAC POOL UMBS P#QU7398 3.00000000                                                         | CUSIP: 3133JLGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4684229 | PA      | $4172755.94   | 0.28%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2618 2.5% 05/01/50     | FREDDIE MAC POOL UMBS P#RA2618 2.50000000                                                         | CUSIP: 3133KH4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    240289 | PA      | $212351.46    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3513 2.5% 09/01/50     | FREDDIE MAC POOL UMBS P#RA3513 2.50000000                                                         | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    423515 | PA      | $372956.22    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2898 2.5% 06/01/50     | FREDDIE MAC POOL UMBS P#RA2898 2.50000000                                                         | CUSIP: 3133KJGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    277263 | PA      | $243878.18    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2977 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#RA2977 2.50000000                                                         | CUSIP: 3133KJJW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    867101 | PA      | $766753.79    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3454 2% 09/01/50       | FREDDIE MAC POOL UMBS P#RA3454 2.00000000                                                         | CUSIP: 3133KJZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    241202 | PA      | $203686.67    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3988 2.5% 11/01/50     | FREDDIE MAC POOL UMBS P#RA3988 2.50000000                                                         | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    480204 | PA      | $421810.71    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5285 2.5% 05/01/51     | FREDDIE MAC POOL UMBS P#RA5285 2.50000000                                                         | CUSIP: 3133KL2S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    177676 | PA      | $156067.70    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5052 2% 04/01/51       | FREDDIE MAC POOL UMBS P#RA5052 2.00000000                                                         | CUSIP: 3133KLTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    713488 | PA      | $594972.83    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5560 2.5% 07/01/51     | FREDDIE MAC POOL UMBS P#RA5560 2.50000000                                                         | CUSIP: 3133KME92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131663 | PA      | $115312.46    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5663 3% 08/01/51       | FREDDIE MAC POOL UMBS P#RA5663 3.00000000                                                         | CUSIP: 3133KMJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    556804 | PA      | $510150.15    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5731 2% 08/01/51       | FREDDIE MAC POOL UMBS P#RA5731 2.00000000                                                         | CUSIP: 3133KMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160828 | PA      | $134412.12    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5917 3% 09/01/51       | FREDDIE MAC POOL UMBS P#RA5917 3.00000000                                                         | CUSIP: 3133KMSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    413294 | PA      | $378824.26    | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6115 2.5% 10/01/51     | FREDDIE MAC POOL UMBS P#RA6115 2.50000000                                                         | CUSIP: 3133KMYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266694 | PA      | $233638.89    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6332 2% 11/01/51       | FREDDIE MAC POOL UMBS P#RA6332 2.00000000                                                         | CUSIP: 3133KNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163527 | PA      | $137617.38    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7790 5% 08/01/52       | FREDDIE MAC POOL UMBS P#RA7790 5.00000000                                                         | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142515 | PA      | $144298.07    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8220 6% 11/01/52       | FREDDIE MAC POOL UMBS P#RA8220 6.00000000                                                         | CUSIP: 3133KQDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287065 | PA      | $296558.24    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8307 6% 12/01/52       | FREDDIE MAC POOL UMBS P#RA8307 6.00000000                                                         | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    334802 | PA      | $348982.79    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA8751 6% 03/01/53       | FREDDIE MAC POOL UMBS P#RA8751 6.00000000                                                         | CUSIP: 3133KQWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132631 | PA      | $138870.81    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB0369 2% 12/01/40       | FREDDIE MAC POOL UMBS P#RB0369 2.00000000                                                         | CUSIP: 3133KTMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72120 | PA      | $64731.59     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB0715 2% 12/01/41       | FREDDIE MAC POOL UMBS P#RB0715 2.00000000                                                         | CUSIP: 3133KTYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    566607 | PA      | $501101.52    | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5111 2% 05/01/41       | FREDDIE MAC POOL UMBS P#RB5111 2.00000000                                                         | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    474906 | PA      | $424290.23    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 375 C1 2.5% 01/25/51        | FREDDIE MAC STRIPS SER 375 CL C1 2.50000000                                                       | CUSIP: 3133Q5AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785771 | PA      | $123342.61    | 0.01%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SI2047 2.5% 07/01/50     | FREDDIE MAC POOL UMBS P#SI2047 2.50000000                                                         | CUSIP: 3133USHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    453330 | PA      | $399208.45    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-2 MA 3.5% 02/25/43     | FANNIE MAE REMICS SER 2013-2 CL MA 3.50000000                                                     | CUSIP: 3136AB3Q4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98954 | PA      | $96243.79     | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-72 IW 3.5% 07/25/33    | FANNIE MAE REMICS SER 2013-72 CL IW 3.50000000                                                    | CUSIP: 3136AFDM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    643243 | PA      | $36708.85     | 0.00%             | 2033-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2015-55 PD 2.5% 03/25/43    | FANNIE MAE REMICS SER 2015-55 CL PD 2.50000000                                                    | CUSIP: 3136APF72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243915 | PA      | $241138.56    | 0.02%             | 2043-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2016-3 MI 5.5% 02/25/46     | FANNIE MAE REMICS SER 2016-3 CL MI 5.50000000                                                     | CUSIP: 3136ARGB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    402912 | PA      | $52377.53     | 0.00%             | 2046-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2016-43 GZ 3% 07/25/46      | FANNIE MAE REMICS SER 2016-43 CL GZ 3.00000000                                                    | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550911 | PA      | $506914.56    | 0.03%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2017-105 ZE 3% 01/25/48     | FANNIE MAE REMICS SER 2017-105 CL ZE 3.00000000                                                   | CUSIP: 3136B0MR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847662 | PA      | $707290.60    | 0.05%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M12 IO V/R 07/25/29    | FANNIE MAE-ACES SER 2020-M12 CL IO V/R 1.28100000                                                 | CUSIP: 3136B87D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30017331 | PA      | $911161.07    | 0.06%             | 2029-07-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M7 X2 V/R 03/25/31     | FANNIE MAE-ACES SER 2020-M7 CL X2 V/R 1.23700000                                                  | CUSIP: 3136B9DK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20522701 | PA      | $751373.01    | 0.05%             | 2031-03-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M15 X1 V/R 09/25/31    | FANNIE MAE-ACES SER 2020-M15 CL X1 V/R 1.44900000                                                 | CUSIP: 3136B9MX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8947294 | PA      | $514445.23    | 0.03%             | 2031-09-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| FNR 2020-37 IM 4% 06/25/50      | FANNIE MAE REMICS SER 2020-37 CL IM 4.00000000                                                    | CUSIP: 3136B9W45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    552181 | PA      | $110210.07    | 0.01%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-35 AI 3% 06/25/50      | FANNIE MAE REMICS SER 2020-35 CL AI 3.00000000                                                    | CUSIP: 3136BALN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307211 | PA      | $48769.26     | 0.00%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-74 HI 5.5% 10/25/50    | FANNIE MAE REMICS SER 2020-74 CL HI 5.50000000                                                    | CUSIP: 3136BB6V9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455179 | PA      | $76667.65     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-77 HI 4% 11/25/50      | FANNIE MAE REMICS SER 2020-77 CL HI 4.00000000                                                    | CUSIP: 3136BCVU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595244 | PA      | $120956.45    | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-99 KI 1.5% 11/25/35    | FANNIE MAE REMICS SER 2020-99 CL KI 1.50000000                                                    | CUSIP: 3136BDFB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1349400 | PA      | $61219.70     | 0.00%             | 2035-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 NI 2.5% 02/25/51     | FANNIE MAE REMICS SER 2021-3 CL NI 2.50000000                                                     | CUSIP: 3136BDQ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    811027 | PA      | $122731.54    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-3 TI 2.5% 02/25/51     | FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000                                                     | CUSIP: 3136BDR42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813842 | PA      | $140025.22    | 0.01%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2021-95 GI 3% 01/25/52      | FANNIE MAE REMICS SER 2021-95 CL GI 3.00000000                                                    | CUSIP: 3136BKWG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    787116 | PA      | $125098.69    | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2021-95 ZV 2.5% 01/25/52    | FANNIE MAE REMICS SER 2021-95 CL ZV 2.50000000                                                    | CUSIP: 3136BKWN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10455265 | PA      | $6556309.62   | 0.43%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2022-3 PI 3% 01/25/52       | FANNIE MAE REMICS SER 2022-3 CL PI 3.00000000                                                     | CUSIP: 3136BLBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676623 | PA      | $93595.94     | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2022-5 AB 2% 03/25/50       | FANNIE MAE REMICS SER 2022-5 CL AB 2.00000000                                                     | CUSIP: 3136BLGV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282191 | PA      | $249061.55    | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M5 A1 V/R 01/01/34     | FANNIE MAE-ACES SER 2022-M5 CL A1 V/R 2.33500000                                                  | CUSIP: 3136BLN63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6320092 | PA      | $6025073.61   | 0.40%             | 2034-01-01      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M4 A1X V/R 05/25/30    | FANNIE MAE-ACES SER 2022-M4 CL A1X V/R 2.45700000                                                 | CUSIP: 3136BLQ78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4049486 | PA      | $3908956.40   | 0.26%             | 2030-05-25      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| FNR 2023-36 IO 2.5% 10/25/52    | FANNIE MAE REMICS SER 2023-36 CL IO 2.50000000                                                    | CUSIP: 3136BQDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7696431 | PA      | $1182469.67   | 0.08%             | 2052-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2024-70 SA V/R 10/25/54     | FANNIE MAE REMICS SER 2024-70 CL SA V/R 2.28279000                                                | CUSIP: 3136BS6H3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1129525 | PA      | $58873.78     | 0.00%             | 2054-10-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FNA 2025-M1 A2 V/R 01/25/35     | FANNIE MAE-ACES SER 2025-M1 CL A2 V/R 4.70000000                                                  | CUSIP: 3136BUJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6844000 | PA      | $7071109.24   | 0.47%             | 2035-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FNR 2025-3 DA 5.5% 04/25/52     | FANNIE MAE REMICS SER 2025-3 CL DA 5.50000000                                                     | CUSIP: 3136BURE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328515 | PA      | $336055.45    | 0.02%             | 2052-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2025-3 BA 5.5% 03/25/52     | FANNIE MAE REMICS SER 2025-3 CL BA 5.50000000                                                     | CUSIP: 3136BUSZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    356134 | PA      | $361256.61    | 0.02%             | 2052-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2025-19 SC V/R 03/25/55     | FANNIE MAE REMICS SER 2025-19 CL SC V/R 2.17279000                                                | CUSIP: 3136BVBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    744194 | PA      | $37808.24     | 0.00%             | 2055-03-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| FNR 2025-34 BA 5% 12/25/51      | FANNIE MAE REMICS SER 2025-34 CL BA 5.00000000                                                    | CUSIP: 3136BVC30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    342733 | PA      | $343374.92    | 0.02%             | 2051-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2025-28 BA 5% 04/25/52      | FANNIE MAE REMICS SER 2025-28 CL BA 5.00000000                                                    | CUSIP: 3136BVLF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535602 | PA      | $535449.17    | 0.04%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2025-108 MC 4.5% 05/25/55   | FANNIE MAE REMICS SER 2025-108 CL MC 4.50000000                                                   | CUSIP: 3136BYLD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8027989 | PA      | $8019877.56   | 0.53%             | 2055-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 1.625% 08/24/35            | FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.62500000                                                  | CUSIP: 3136G42Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4302000 | PA      | $3438484.79   | 0.23%             | 2035-08-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#310229 3.5% 08/01/43     | FANNIE MAE POOL UMBS P#310229 3.50000000                                                          | CUSIP: 31374CSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526518 | PA      | $510825.45    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4223 SB V/R 07/15/43        | FREDDIE MAC REMICS SER 4223 CL SB V/R 0.84998100                                                  | CUSIP: 3137B3MV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3952231 | PA      | $2912231.23   | 0.19%             | 2043-07-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHMS Q001 A3 3.815% 02/25/32    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER Q001 CL A3 3.81500000            | CUSIP: 3137BEWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1477141 | PA      | $1454618.79   | 0.10%             | 2032-02-25      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHR 4447 IO 5% 03/15/45         | FREDDIE MAC REMICS SER 4447 CL IO 5.00000000                                                      | CUSIP: 3137BGWY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    502010 | PA      | $99993.55     | 0.01%             | 2045-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 4518 CZ 3.5% 10/15/45       | FREDDIE MAC REMICS SER 4518 CL CZ 3.50000000                                                      | CUSIP: 3137BLP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133539 | PA      | $128945.65    | 0.01%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K064 X1 V/R 03/25/27       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K064 CL X1 V/R 0.58411600             | CUSIP: 3137BXR20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  99806005 | PA      | $463429.22    | 0.03%             | 2027-03-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHMS K066 X1 V/R 06/25/27       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K066 CL X1 V/R 0.72552600             | CUSIP: 3137F2LL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26140703 | PA      | $178250.84    | 0.01%             | 2027-06-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| FHMS K118 X1 V/R 09/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K118 CL X1 V/R 0.94665100             | CUSIP: 3137F62P1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2034873 | PA      | $73541.31     | 0.00%             | 2030-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHR 5068 UZ 2.5% 01/25/51       | FREDDIE MAC REMICS SER 5068 CL UZ 2.50000000                                                      | CUSIP: 3137F8QK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10152294 | PA      | $6801131.08   | 0.45%             | 2051-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHMS K124 X1 V/R 12/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K124 CL X1 V/R 0.71439900             | CUSIP: 3137F9YZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5018871 | PA      | $145436.34    | 0.01%             | 2030-12-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| FHMS K125 X1 V/R 01/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K125 CL X1 V/R 0.57453900             | CUSIP: 3137F9ZA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53168316 | PA      | $1274508.33   | 0.08%             | 2031-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHR 4751 PL 3% 12/15/47         | FREDDIE MAC REMICS SER 4751 CL PL 3.00000000                                                      | CUSIP: 3137FDB35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161375 | PA      | $129723.86    | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5083 AI 2.5% 03/25/51       | FREDDIE MAC REMICS SER 5083 CL AI 2.50000000                                                      | CUSIP: 3137FFMX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    619613 | PA      | $91303.44     | 0.01%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 4892 ES V/R 07/25/45        | FREDDIE MAC REMICS SER 4892 CL ES V/R 2.36831000                                                  | CUSIP: 3137FMSN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3224081 | PA      | $386074.33    | 0.03%             | 2045-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| FHR 4957 PB 2.5% 03/25/50       | FREDDIE MAC REMICS SER 4957 CL PB 2.50000000                                                      | CUSIP: 3137FRRL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000035 | PA      | $6098980.48   | 0.40%             | 2050-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5018 LW 1% 10/25/40         | FREDDIE MAC REMICS SER 5018 CL LW 1.00000000                                                      | CUSIP: 3137FXBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285042 | PA      | $248153.57    | 0.02%             | 2040-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHR 5092 WI 2.5% 04/25/36       | FREDDIE MAC REMICS SER 5092 CL WI 2.50000000                                                      | CUSIP: 3137FYEV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1172730 | PA      | $100544.03    | 0.01%             | 2036-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHMS K129 X1 V/R 05/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K129 CL X1 V/R 1.02621100             | CUSIP: 3137H13R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30353545 | PA      | $1234114.42   | 0.08%             | 2031-05-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHR 5131 IG 3.5% 08/25/51       | FREDDIE MAC REMICS SER 5131 CL IG 3.50000000                                                      | CUSIP: 3137H1TT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5147375 | PA      | $924333.10    | 0.06%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K130 X1 V/R 06/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K130 CL X1 V/R 1.03377400             | CUSIP: 3137H1YX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27586540 | PA      | $1261182.11   | 0.08%             | 2031-06-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHMS K132 X1 V/R 08/25/31       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K132 CL X1 V/R 0.50541600             | CUSIP: 3137H3EX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31221547 | PA      | $743778.42    | 0.05%             | 2031-08-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHR 5169 IO 3% 09/25/51         | FREDDIE MAC REMICS SER 5169 CL IO 3.00000000                                                      | CUSIP: 3137H4GG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    696002 | PA      | $111540.81    | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 5178 IO 4% 03/25/45         | FREDDIE MAC REMICS SER 5178 CL IO 4.00000000                                                      | CUSIP: 3137H54D6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    562127 | PA      | $90885.70     | 0.01%             | 2045-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 5201 PA 2.5% 03/25/52       | FREDDIE MAC REMICS SER 5201 CL PA 2.50000000                                                      | CUSIP: 3137H6KN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438289 | PA      | $402351.06    | 0.03%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-158 A2 4.05% 07/25/33    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-158 CL A2 4.05000000           | CUSIP: 3137HAGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5565000 | PA      | $5561140.67   | 0.37%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHMS K753 X1 V/R 10/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K753 CL X1 V/R 0.23037900             | CUSIP: 3137HB2N3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2344629 | PA      | $28407.05     | 0.00%             | 2030-10-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FHMS K-162 X1 V/R 12/25/33      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-162 CL X1 V/R 0.36975800            | CUSIP: 3137HBP99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1769813 | PA      | $49294.42     | 0.00%             | 2033-12-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| FHMS K-164 X1 V/R 05/25/34      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-164 CL X1 V/R 0.28212100            | CUSIP: 3137HDUX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2994094 | PA      | $70854.64     | 0.00%             | 2034-05-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| FHMS K-165 X1 V/R 09/25/34      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-165 CL X1 V/R 0.59897900            | CUSIP: 3137HHJ28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46093901 | PA      | $2082084.53   | 0.14%             | 2034-09-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FHR 5537 CS V/R 05/25/55        | FREDDIE MAC REMICS SER 5537 CL CS V/R 2.08279000                                                  | CUSIP: 3137HLB68<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1188120 | PA      | $70777.73     | 0.00%             | 2055-05-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FHMS K-170 X1 V/R 02/25/35      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-170 CL X1 V/R 0.20901300            | CUSIP: 3137HLJ78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1572130 | PA      | $30869.24     | 0.00%             | 2035-02-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| FHR 5544 B 5% 08/25/52          | FREDDIE MAC REMICS SER 5544 CL B 5.00000000                                                       | CUSIP: 3137HLN65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214322 | PA      | $215518.06    | 0.01%             | 2052-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-173 X1 V/R 09/25/35      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-173 CL X1 V/R 0.02596400            | CUSIP: 3137HNNA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 266646271 | PA      | $1994994.07   | 0.13%             | 2035-09-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6942 2.5% 06/01/30     | FANNIE MAE POOL UMBS P#AL6942 2.50000000                                                          | CUSIP: 3138EPWC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42934 | PA      | $42018.04     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR9215 3% 03/01/43       | FANNIE MAE POOL UMBS P#AR9215 3.00000000                                                          | CUSIP: 3138W7GZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2749961 | PA      | $2589935.95   | 0.17%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7623 3% 06/01/43       | FANNIE MAE POOL UMBS P#AT7623 3.00000000                                                          | CUSIP: 3138WVPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4995202 | PA      | $4704529.64   | 0.31%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-51 TO ZCP 06/25/41     | FANNIE MAE REMICS SER 2011-51 CL TO ZCP 0.00000000                                                | CUSIP: 31397UKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90983 | PA      | $70739.82     | 0.00%             | 2041-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BA4018 3.5% 03/01/46     | FANNIE MAE POOL UMBS P#BA4018 3.50000000                                                          | CUSIP: 3140E8PC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530947 | PA      | $510309.69    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD7043 4% 03/01/47       | FANNIE MAE POOL UMBS P#BD7043 4.00000000                                                          | CUSIP: 3140FEZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456407 | PA      | $450595.00    | 0.03%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0144 3.5% 10/01/56     | FANNIE MAE POOL UMBS P#BF0144 3.50000000                                                          | CUSIP: 3140FXES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    832800 | PA      | $781148.32    | 0.05%             | 2056-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0168 3.5% 02/01/57     | FANNIE MAE POOL UMBS P#BF0168 3.50000000                                                          | CUSIP: 3140FXFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166354 | PA      | $156036.00    | 0.01%             | 2057-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0175 2.5% 01/01/57     | FANNIE MAE POOL UMBS P#BF0175 2.50000000                                                          | CUSIP: 3140FXFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    566780 | PA      | $494372.61    | 0.03%             | 2057-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0352 3% 04/01/53       | FANNIE MAE POOL UMBS P#BF0352 3.00000000                                                          | CUSIP: 3140FXMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3265090 | PA      | $3034138.29   | 0.20%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH5752 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#BH5752 3.50000000                                                          | CUSIP: 3140GUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660152 | PA      | $632583.41    | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2763 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#BJ2763 4.50000000                                                          | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168672 | PA      | $169920.57    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK3050 2% 09/01/40       | FANNIE MAE POOL UMBS P#BK3050 2.00000000                                                          | CUSIP: 3140HGL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283046 | PA      | $254792.69    | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3415 2.5% 02/01/47     | FANNIE MAE POOL UMBS P#BM3415 2.50000000                                                          | CUSIP: 3140J7YM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5121752 | PA      | $4566044.44   | 0.30%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4919 4% 11/01/38       | FANNIE MAE POOL UMBS P#BM4919 4.00000000                                                          | CUSIP: 3140J9PD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342111 | PA      | $342090.60    | 0.02%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5010 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#BM5010 3.50000000                                                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660146 | PA      | $636975.40    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5024 3% 11/01/48       | FANNIE MAE POOL UMBS P#BM5024 3.00000000                                                          | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95642 | PA      | $88239.76     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ0194 2% 08/01/50       | FANNIE MAE POOL UMBS P#BQ0194 2.00000000                                                          | CUSIP: 3140KKGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3719633 | PA      | $3151372.77   | 0.21%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1150 2.5% 10/01/50     | FANNIE MAE POOL UMBS P#BQ1150 2.50000000                                                          | CUSIP: 3140KLH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79339 | PA      | $70174.84     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR0948 2% 04/01/51       | FANNIE MAE POOL UMBS P#BR0948 2.00000000                                                          | CUSIP: 3140KYBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734741 | PA      | $613617.43    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1035 2% 05/01/51       | FANNIE MAE POOL UMBS P#BR1035 2.00000000                                                          | CUSIP: 3140KYEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    393474 | PA      | $328240.19    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR1339 2% 02/01/51       | FANNIE MAE POOL UMBS P#BR1339 2.00000000                                                          | CUSIP: 3140KYPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225158 | PA      | $1036702.95   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4390 2% 03/01/51       | FANNIE MAE POOL UMBS P#BR4390 2.00000000                                                          | CUSIP: 3140L22Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671110 | PA      | $559333.19    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR4393 2% 03/01/51       | FANNIE MAE POOL UMBS P#BR4393 2.00000000                                                          | CUSIP: 3140L23B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    825586 | PA      | $686550.12    | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS1636 2.25% 04/01/33    | FANNIE MAE POOL UMBS P#BS1636 2.25000000                                                          | CUSIP: 3140LBZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225065 | PA      | $202801.03    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8266 4.75% 04/01/28    | FANNIE MAE POOL UMBS P#BS8266 4.75000000                                                          | CUSIP: 3140LKFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $121818.34    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT2752 2% 08/01/36       | FANNIE MAE POOL UMBS P#BT2752 2.00000000                                                          | CUSIP: 3140LRBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46942 | PA      | $43922.84     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT5572 3% 08/01/51       | FANNIE MAE POOL UMBS P#BT5572 3.00000000                                                          | CUSIP: 3140LUFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409510 | PA      | $374008.46    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7341 2% 09/01/36       | FANNIE MAE POOL UMBS P#BT7341 2.00000000                                                          | CUSIP: 3140LWEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250156 | PA      | $233913.03    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU0986 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#BU0986 2.50000000                                                          | CUSIP: 3140M2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253896 | PA      | $223977.21    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7573 3% 01/01/52       | FANNIE MAE POOL UMBS P#BU7573 3.00000000                                                          | CUSIP: 3140M9MX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256688 | PA      | $234103.79    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7899 2.5% 01/01/52     | FANNIE MAE POOL UMBS P#BU7899 2.50000000                                                          | CUSIP: 3140M9X51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414250 | PA      | $364385.92    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4196 3% 04/01/52       | FANNIE MAE POOL UMBS P#BV4196 3.00000000                                                          | CUSIP: 3140MHUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276852 | PA      | $252983.63    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1201 5% 09/01/52       | FANNIE MAE POOL UMBS P#BW1201 5.00000000                                                          | CUSIP: 3140MSKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    832743 | PA      | $840809.64    | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW9008 5% 10/01/52       | FANNIE MAE POOL UMBS P#BW9008 5.00000000                                                          | CUSIP: 3140N2AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    740393 | PA      | $746871.44    | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX1766 5% 11/01/52       | FANNIE MAE POOL UMBS P#BX1766 5.00000000                                                          | CUSIP: 3140N56C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95206 | PA      | $96123.28     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX2554 5% 11/01/52       | FANNIE MAE POOL UMBS P#BX2554 5.00000000                                                          | CUSIP: 3140N6ZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16876 | PA      | $17074.17     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX8385 5% 03/01/53       | FANNIE MAE POOL UMBS P#BX8385 5.00000000                                                          | CUSIP: 3140NDJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62374 | PA      | $62877.57     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0044 5.065% 12/01/28   | FANNIE MAE POOL UMBS P#BZ0044 5.06500000                                                          | CUSIP: 3140NUBN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    585000 | PA      | $605059.84    | 0.04%             | 2028-12-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0611 4.39% 04/01/29    | FANNIE MAE POOL UMBS P#BZ0611 4.39000000                                                          | CUSIP: 3140NUVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    793797 | PA      | $808927.64    | 0.05%             | 2029-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5350 3.92% 10/01/30    | FANNIE MAE POOL UMBS P#BZ5350 3.92000000                                                          | CUSIP: 3140Q05L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    336000 | PA      | $337145.68    | 0.02%             | 2030-10-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5374 4.52% 10/01/30    | FANNIE MAE POOL UMBS P#BZ5374 4.52000000                                                          | CUSIP: 3140Q06L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262000 | PA      | $268940.53    | 0.02%             | 2030-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5393 4.37% 11/01/30    | FANNIE MAE POOL UMBS P#BZ5393 4.37000000                                                          | CUSIP: 3140Q07F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    335000 | PA      | $342586.09    | 0.02%             | 2030-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5245 4.12% 11/01/30    | FANNIE MAE POOL UMBS P#BZ5245 4.12000000                                                          | CUSIP: 3140Q0ZK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    523800 | PA      | $530019.44    | 0.04%             | 2030-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5962 4.21% 01/01/31    | FANNIE MAE POOL UMBS P#BZ5962 4.21000000                                                          | CUSIP: 3140Q1TU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $244029.50    | 0.02%             | 2031-01-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1909 4.5% 06/01/48     | FANNIE MAE POOL UMBS P#CA1909 4.50000000                                                          | CUSIP: 3140Q9DP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171317 | PA      | $172426.11    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5224 3% 02/01/50       | FANNIE MAE POOL UMBS P#CA5224 3.00000000                                                          | CUSIP: 3140QCYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181119 | PA      | $167238.73    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5504 2.5% 04/01/50     | FANNIE MAE POOL UMBS P#CA5504 2.50000000                                                          | CUSIP: 3140QDDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262485 | PA      | $230146.69    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6347 2.5% 07/01/50     | FANNIE MAE POOL UMBS P#CA6347 2.50000000                                                          | CUSIP: 3140QEBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45801 | PA      | $40031.14     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6614 3% 08/01/50       | FANNIE MAE POOL UMBS P#CA6614 3.00000000                                                          | CUSIP: 3140QEK43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    173965 | PA      | $157954.75    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6740 3% 08/01/50       | FANNIE MAE POOL UMBS P#CA6740 3.00000000                                                          | CUSIP: 3140QEP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398909 | PA      | $362135.61    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6902 2% 09/01/50       | FANNIE MAE POOL UMBS P#CA6902 2.00000000                                                          | CUSIP: 3140QEU42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1074529 | PA      | $907401.43    | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7057 3.5% 09/01/50     | FANNIE MAE POOL UMBS P#CA7057 3.50000000                                                          | CUSIP: 3140QEZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134609 | PA      | $128598.50    | 0.01%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7228 2.5% 10/01/50     | FANNIE MAE POOL UMBS P#CA7228 2.50000000                                                          | CUSIP: 3140QFA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4252805 | PA      | $3766456.27   | 0.25%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7381 3% 10/01/50       | FANNIE MAE POOL UMBS P#CA7381 3.00000000                                                          | CUSIP: 3140QFFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293408 | PA      | $266270.25    | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8933 2% 02/01/51       | FANNIE MAE POOL UMBS P#CA8933 2.00000000                                                          | CUSIP: 3140QG4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375685 | PA      | $315951.67    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8304 2% 12/01/40       | FANNIE MAE POOL UMBS P#CA8304 2.00000000                                                          | CUSIP: 3140QGGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89893 | PA      | $80807.98     | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9381 2% 03/01/51       | FANNIE MAE POOL UMBS P#CA9381 2.00000000                                                          | CUSIP: 3140QHM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2138747 | PA      | $1780848.74   | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0414 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0414 2.50000000                                                          | CUSIP: 3140QKN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    405097 | PA      | $355832.31    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0440 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0440 2.50000000                                                          | CUSIP: 3140QKP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1650185 | PA      | $1450855.59   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0463 2% 05/01/41       | FANNIE MAE POOL UMBS P#CB0463 2.00000000                                                          | CUSIP: 3140QKQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95647 | PA      | $85519.29     | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0609 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0609 2.50000000                                                          | CUSIP: 3140QKVB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    758478 | PA      | $671182.98    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1131 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#CB1131 2.50000000                                                          | CUSIP: 3140QLHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363961 | PA      | $319697.87    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1146 3% 07/01/51       | FANNIE MAE POOL UMBS P#CB1146 3.00000000                                                          | CUSIP: 3140QLHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540673 | PA      | $493332.99    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1805 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#CB1805 2.50000000                                                          | CUSIP: 3140QMAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154024 | PA      | $136562.03    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1908 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#CB1908 2.50000000                                                          | CUSIP: 3140QMDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1563867 | PA      | $1375950.12   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2436 3% 12/01/51       | FANNIE MAE POOL UMBS P#CB2436 3.00000000                                                          | CUSIP: 3140QMV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171377 | PA      | $155523.55    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4135 5% 07/01/52       | FANNIE MAE POOL UMBS P#CB4135 5.00000000                                                          | CUSIP: 3140QPSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    501523 | PA      | $507796.62    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5300 5.5% 12/01/52     | FANNIE MAE POOL UMBS P#CB5300 5.50000000                                                          | CUSIP: 3140QQ3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1153582 | PA      | $1178799.88   | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4573 5% 09/01/52       | FANNIE MAE POOL UMBS P#CB4573 5.00000000                                                          | CUSIP: 3140QQCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4644710 | PA      | $4688197.75   | 0.31%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4917 5.5% 10/01/52     | FANNIE MAE POOL UMBS P#CB4917 5.50000000                                                          | CUSIP: 3140QQPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337319 | PA      | $344970.03    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5108 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#CB5108 5.50000000                                                          | CUSIP: 3140QQVA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364192 | PA      | $373342.40    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5113 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#CB5113 5.50000000                                                          | CUSIP: 3140QQVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    433012 | PA      | $442413.14    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6484 5.5% 06/01/53     | FANNIE MAE POOL UMBS P#CB6484 5.50000000                                                          | CUSIP: 3140QSF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    614749 | PA      | $627916.97    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1073 5.5% 11/01/39     | FANNIE MAE POOL UMBS P#FA1073 5.50000000                                                          | CUSIP: 3140W1FP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    305310 | PA      | $313356.20    | 0.02%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1285 3% 06/01/52       | FANNIE MAE POOL UMBS P#FA1285 3.00000000                                                          | CUSIP: 3140W1NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5929346 | PA      | $5420364.38   | 0.36%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2691 5.5% 08/01/40     | FANNIE MAE POOL UMBS P#FA2691 5.50000000                                                          | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    695929 | PA      | $714849.00    | 0.05%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3505 2.5% 06/01/50     | FANNIE MAE POOL UMBS P#FM3505 2.50000000                                                          | CUSIP: 3140X63P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256244 | PA      | $225325.47    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4865 2.5% 11/01/50     | FANNIE MAE POOL UMBS P#FM4865 2.50000000                                                          | CUSIP: 3140X8MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8490386 | PA      | $7396483.75   | 0.49%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4969 2% 12/01/50       | FANNIE MAE POOL UMBS P#FM4969 2.00000000                                                          | CUSIP: 3140X8QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263424 | PA      | $221742.66    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5063 3.5% 07/01/50     | FANNIE MAE POOL UMBS P#FM5063 3.50000000                                                          | CUSIP: 3140X8TV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352197 | PA      | $335163.72    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5109 3.5% 05/01/47     | FANNIE MAE POOL UMBS P#FM5109 3.50000000                                                          | CUSIP: 3140X8VB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535400 | PA      | $516650.03    | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5166 3% 12/01/50       | FANNIE MAE POOL UMBS P#FM5166 3.00000000                                                          | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429744 | PA      | $390062.22    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5423 2.5% 01/01/51     | FANNIE MAE POOL UMBS P#FM5423 2.50000000                                                          | CUSIP: 3140X9AZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256890 | PA      | $227216.56    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6887 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#FM6887 2.50000000                                                          | CUSIP: 3140XAUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384876 | PA      | $338384.36    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7203 2% 05/01/51       | FANNIE MAE POOL UMBS P#FM7203 2.00000000                                                          | CUSIP: 3140XBAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4925144 | PA      | $4142026.07   | 0.27%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51     | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                          | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    514070 | PA      | $488528.92    | 0.03%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7815 2% 05/01/36       | FANNIE MAE POOL UMBS P#FM7815 2.00000000                                                          | CUSIP: 3140XBVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184435 | PA      | $171877.37    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7861 4% 08/01/38       | FANNIE MAE POOL UMBS P#FM7861 4.00000000                                                          | CUSIP: 3140XBWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195600 | PA      | $195522.84    | 0.01%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8911 3.5% 02/01/51     | FANNIE MAE POOL UMBS P#FM8911 3.50000000                                                          | CUSIP: 3140XC3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1134760 | PA      | $1080490.17   | 0.07%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8373 2% 08/01/36       | FANNIE MAE POOL UMBS P#FM8373 2.00000000                                                          | CUSIP: 3140XCJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    339738 | PA      | $316813.18    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9115 2% 10/01/41       | FANNIE MAE POOL UMBS P#FM9115 2.00000000                                                          | CUSIP: 3140XDDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137493 | PA      | $121768.43    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9210 3% 10/01/51       | FANNIE MAE POOL UMBS P#FM9210 3.00000000                                                          | CUSIP: 3140XDGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110696 | PA      | $101312.90    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9993 3.5% 07/01/51     | FANNIE MAE POOL UMBS P#FM9993 3.50000000                                                          | CUSIP: 3140XEC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5758457 | PA      | $5485420.75   | 0.36%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0043 3% 05/01/51       | FANNIE MAE POOL UMBS P#FS0043 3.00000000                                                          | CUSIP: 3140XFBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340998 | PA      | $315558.57    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0434 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS0434 2.50000000                                                          | CUSIP: 3140XFPU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    943368 | PA      | $837972.09    | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0973 3% 08/01/50       | FANNIE MAE POOL UMBS P#FS0973 3.00000000                                                          | CUSIP: 3140XGCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    157270 | PA      | $144968.95    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1107 2.5% 12/01/51     | FANNIE MAE POOL UMBS P#FS1107 2.50000000                                                          | CUSIP: 3140XGGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331997 | PA      | $293514.26    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1108 2.5% 09/01/51     | FANNIE MAE POOL UMBS P#FS1108 2.50000000                                                          | CUSIP: 3140XGGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224788 | PA      | $197989.03    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1369 4% 04/01/50       | FANNIE MAE POOL UMBS P#FS1369 4.00000000                                                          | CUSIP: 3140XGQX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502632 | PA      | $496613.06    | 0.03%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1386 3% 10/01/51       | FANNIE MAE POOL UMBS P#FS1386 3.00000000                                                          | CUSIP: 3140XGRG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518529 | PA      | $475274.59    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1621 2% 07/01/51       | FANNIE MAE POOL UMBS P#FS1621 2.00000000                                                          | CUSIP: 3140XGYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124437 | PA      | $103884.51    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2598 3% 05/01/52       | FANNIE MAE POOL UMBS P#FS2598 3.00000000                                                          | CUSIP: 3140XH3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384045 | PA      | $351202.48    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1862 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#FS1862 2.50000000                                                          | CUSIP: 3140XHB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278457 | PA      | $243590.18    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1892 4% 08/01/49       | FANNIE MAE POOL UMBS P#FS1892 4.00000000                                                          | CUSIP: 3140XHC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30967 | PA      | $30732.49     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1886 3% 11/01/51       | FANNIE MAE POOL UMBS P#FS1886 3.00000000                                                          | CUSIP: 3140XHCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184511 | PA      | $168413.36    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1911 3% 08/01/51       | FANNIE MAE POOL UMBS P#FS1911 3.00000000                                                          | CUSIP: 3140XHDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163249 | PA      | $150117.98    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2135 4% 11/01/49       | FANNIE MAE POOL UMBS P#FS2135 4.00000000                                                          | CUSIP: 3140XHLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1505427 | PA      | $1484375.45   | 0.10%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2185 4% 06/01/52       | FANNIE MAE POOL UMBS P#FS2185 4.00000000                                                          | CUSIP: 3140XHNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380709 | PA      | $373200.07    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2380 4% 08/01/51       | FANNIE MAE POOL UMBS P#FS2380 4.00000000                                                          | CUSIP: 3140XHUE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231371 | PA      | $228052.13    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2451 4% 05/01/49       | FANNIE MAE POOL UMBS P#FS2451 4.00000000                                                          | CUSIP: 3140XHWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122123 | PA      | $120617.58    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2715 3.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS2715 3.50000000                                                          | CUSIP: 3140XJAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    560361 | PA      | $533502.99    | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2831 4% 03/01/46       | FANNIE MAE POOL UMBS P#FS2831 4.00000000                                                          | CUSIP: 3140XJED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73738 | PA      | $73178.23     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3026 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS3026 2.50000000                                                          | CUSIP: 3140XJLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93365 | PA      | $82484.79     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3293 5.5% 11/01/52     | FANNIE MAE POOL UMBS P#FS3293 5.50000000                                                          | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204461 | PA      | $208581.00    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3621 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS3621 2.50000000                                                          | CUSIP: 3140XKAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    539796 | PA      | $472544.29    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3771 4.5% 12/01/37     | FANNIE MAE POOL UMBS P#FS3771 4.50000000                                                          | CUSIP: 3140XKFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255010 | PA      | $258115.50    | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4114 4.5% 03/01/53     | FANNIE MAE POOL UMBS P#FS4114 4.50000000                                                          | CUSIP: 3140XKSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692910 | PA      | $687052.87    | 0.05%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5292 5.5% 06/01/53     | FANNIE MAE POOL UMBS P#FS5292 5.50000000                                                          | CUSIP: 3140XL3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2739585 | PA      | $2830178.18   | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4605 2.5% 07/01/50     | FANNIE MAE POOL UMBS P#FS4605 2.50000000                                                          | CUSIP: 3140XLDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214936 | PA      | $189941.37    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4619 4.5% 10/01/50     | FANNIE MAE POOL UMBS P#FS4619 4.50000000                                                          | CUSIP: 3140XLDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2849500 | PA      | $2868337.81   | 0.19%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4639 6% 05/01/53       | FANNIE MAE POOL UMBS P#FS4639 6.00000000                                                          | CUSIP: 3140XLEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359583 | PA      | $375351.09    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5180 5% 09/01/52       | FANNIE MAE POOL UMBS P#FS5180 5.00000000                                                          | CUSIP: 3140XLXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3627052 | PA      | $3662558.81   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5497 4% 01/01/49       | FANNIE MAE POOL UMBS P#FS5497 4.00000000                                                          | CUSIP: 3140XMDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92685 | PA      | $92020.40     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5947 5.5% 07/01/53     | FANNIE MAE POOL UMBS P#FS5947 5.50000000                                                          | CUSIP: 3140XMTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6127580 | PA      | $6334958.78   | 0.42%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6067 4% 08/01/51       | FANNIE MAE POOL UMBS P#FS6067 4.00000000                                                          | CUSIP: 3140XMW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90932 | PA      | $90373.86     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8968 6% 09/01/54       | FANNIE MAE POOL UMBS P#FS8968 6.00000000                                                          | CUSIP: 3140XQ6E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352058 | PA      | $361677.90    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9671 5.5% 11/01/54     | FANNIE MAE POOL UMBS P#FS9671 5.50000000                                                          | CUSIP: 3140XRW92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5816890 | PA      | $6034201.15   | 0.40%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0036 2.5% 02/01/51     | FANNIE MAE POOL UMBS P#FP0036 2.50000000                                                          | CUSIP: 3140XTBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    482484 | PA      | $422765.21    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1232 5.5% 10/01/55     | FANNIE MAE POOL UMBS P#CC1232 5.50000000                                                          | CUSIP: 3140Y7LN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3804751 | PA      | $3939837.16   | 0.26%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2804 3% 11/01/36       | FANNIE MAE POOL UMBS P#MA2804 3.00000000                                                          | CUSIP: 31418CDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    731996 | PA      | $704680.25    | 0.05%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3059 3.5% 07/01/37     | FANNIE MAE POOL UMBS P#MA3059 3.50000000                                                          | CUSIP: 31418CMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302683 | PA      | $296403.70    | 0.02%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3211 4% 12/01/47       | FANNIE MAE POOL UMBS P#MA3211 4.00000000                                                          | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44830 | PA      | $44314.03     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3277 4% 02/01/48       | FANNIE MAE POOL UMBS P#MA3277 4.00000000                                                          | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64081 | PA      | $62742.12     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9119474 | PA      | $7966669.93   | 0.53%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4400 3% 08/01/51       | FANNIE MAE POOL UMBS P#MA4400 3.00000000                                                          | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    269946 | PA      | $245391.78    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4415 3% 09/01/51       | FANNIE MAE POOL UMBS P#MA4415 3.00000000                                                          | CUSIP: 31418D3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82944 | PA      | $75347.70     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4438 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#MA4438 2.50000000                                                          | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5208491 | PA      | $4548459.39   | 0.30%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4439 3% 10/01/51       | FANNIE MAE POOL UMBS P#MA4439 3.00000000                                                          | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315536 | PA      | $286540.83    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4446 2% 10/01/41       | FANNIE MAE POOL UMBS P#MA4446 2.00000000                                                          | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268543 | PA      | $237831.81    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4466 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#MA4466 2.50000000                                                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4932622 | PA      | $4306791.05   | 0.28%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51     | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5273888 | PA      | $4603106.37   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4047 2% 06/01/50       | FANNIE MAE POOL UMBS P#MA4047 2.00000000                                                          | CUSIP: 31418DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12647544 | PA      | $10594094.76  | 0.70%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4100 2% 08/01/50       | FANNIE MAE POOL UMBS P#MA4100 2.00000000                                                          | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5834593 | PA      | $4884868.45   | 0.32%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4120 2.5% 09/01/50     | FANNIE MAE POOL UMBS P#MA4120 2.50000000                                                          | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443992 | PA      | $388817.36    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4204 2% 12/01/40       | FANNIE MAE POOL UMBS P#MA4204 2.00000000                                                          | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    605417 | PA      | $543047.37    | 0.04%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4256 2.5% 02/01/51     | FANNIE MAE POOL UMBS P#MA4256 2.50000000                                                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    432710 | PA      | $378617.91    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4311 2% 04/01/41       | FANNIE MAE POOL UMBS P#MA4311 2.00000000                                                          | CUSIP: 31418DYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322326 | PA      | $289180.51    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52     | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                          | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3253309 | PA      | $3231504.34   | 0.21%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4684 4.5% 06/01/52     | FANNIE MAE POOL UMBS P#MA4684 4.50000000                                                          | CUSIP: 31418EF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1004347 | PA      | $997615.63    | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4761 5% 09/01/52       | FANNIE MAE POOL UMBS P#MA4761 5.00000000                                                          | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1764451 | PA      | $1781633.41   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4841 5% 12/01/52       | FANNIE MAE POOL UMBS P#MA4841 5.00000000                                                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1497934 | PA      | $1512366.74   | 0.10%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4991 5.5% 04/01/38     | FANNIE MAE POOL UMBS P#MA4991 5.50000000                                                          | CUSIP: 31418ERM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216901 | PA      | $222789.44    | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNS 426 C38 2% 03/25/52         | FANNIE MAE INTEREST STRIP SER 426 CL C38 2.00000000                                               | CUSIP: 31422M2A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1033417 | PA      | $128964.30    | 0.01%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNS 427 C28 2.5% 10/25/50       | FANNIE MAE INTEREST STRIP SER 427 CL C28 2.50000000                                               | CUSIP: 31423XNE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8054202 | PA      | $1298846.37   | 0.09%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNS 429 C3 2.5% 09/25/52        | FANNIE MAE INTEREST STRIP SER 429 CL C3 2.50000000                                                | CUSIP: 31423YVK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    843028 | PA      | $130880.95    | 0.01%             | 2052-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNS 437 C8 2.5% 06/25/52        | FANNIE MAE INTEREST STRIP SER 437 CL C8 2.50000000                                                | CUSIP: 31424UPE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    858983 | PA      | $128520.58    | 0.01%             | 2052-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QZ0314 5% 08/01/55       | FREDDIE MAC POOL UMBS P#QZ0314 5.00000000                                                         | CUSIP: 31426WK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6394872 | PA      | $6463078.31   | 0.43%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHS 405 C17 2.5% 08/25/52       | FREDDIE MAC STRIPS SER 405 CL C17 2.50000000                                                      | CUSIP: 3142G5QB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870287 | PA      | $133386.65    | 0.01%             | 2052-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1858 6% 06/01/54       | FREDDIE MAC POOL UMBS P#RJ1858 6.00000000                                                         | CUSIP: 3142GSB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1186501 | PA      | $1224910.54   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2244 6% 08/01/54       | FREDDIE MAC POOL UMBS P#RJ2244 6.00000000                                                         | CUSIP: 3142GSP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1093727 | PA      | $1127321.61   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4369 5.5% 06/01/55     | FREDDIE MAC POOL UMBS P#RJ4369 5.50000000                                                         | CUSIP: 3142GU2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    517422 | PA      | $531857.46    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RQ0076 5.5% 12/01/55     | FREDDIE MAC POOL UMBS P#RQ0076 5.50000000                                                         | CUSIP: 3142J6CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5440514 | PA      | $5532214.26   | 0.37%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT H 4.65% 03/15/31  | FEDEX FREIGHT HOLDING CO REGD 144A P/P 4.65000000                                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201098.35    | 0.01%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDEX FREIGHT H 4.95% 03/15/33  | FEDEX FREIGHT HOLDING CO REGD 144A P/P 4.95000000                                                 | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    131000 | PA      | $130996.19    | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERT 6.75% 01/15/30  | FERTITTA ENTERTAINMENT REGD 144A P/P 6.75000000                                                   | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37724.79     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2021-2 A1 V/R 06/25/66     | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.93100000           | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177012 | PA      | $153136.44    | 0.01%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2021-1 A1 V/R 02/25/66     | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 SER 2021-1 CL A1 V/R REGD 144A P/P 0.79700000           | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66130 | PA      | $58727.04     | 0.00%             | 2066-02-25      | Variable      | 0.80%                 | Yes           |                  2 | On Loan: No      |
| FFML 2007-FF2 A1 V/R 03/25/37   | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2007-FF2 SER 2007-FF2 CL A1 V/R REGD 4.06821000         | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4697666 | PA      | $2528804.96   | 0.17%             | 2037-03-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIA 5.25% 01/15/31  | FIRST INDUSTRIAL LP REGD 5.25000000                                                               | CUSIP: 32055RAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $192285.56    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.55% 02/15/31       | FISERV INC REGD 4.55000000                                                                        | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146537.03    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27 | FIRSTENERGY CORP REGD SER B 3.90000000                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85350.92     | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE L 7.25% 12/31/30  | FLASH COMPUTE LLC REGD 144A P/P 7.25000000                                                        | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51180.94     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FLEX LTD 5.375% 11/13/35        | FLEX LTD REGD 5.37500000                                                                          | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73800.10     | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRA 5.75% 07/15/35  | FLORIDA GAS TRANSMISSION REGD 144A P/P 5.75000000                                                 | CUSIP: 340711BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63283.29     | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2023-B B 5.56% 02/15/27   | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL B REGD 5.56000000                               | CUSIP: 344930AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3406901.43   | 0.23%             | 2029-03-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-B C 5.71% 02/15/27   | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL C REGD 5.71000000                               | CUSIP: 344930AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405000 | PA      | $2443918.43   | 0.16%             | 2030-12-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FORDL 2026-A B 4.2% 09/15/28    | FORD CREDIT AUTO LEASE TRUST 2026-A SER 2026-A CL B REGD 4.20000000                               | CUSIP: 345276AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1565000 | PA      | $1576200.71   | 0.10%             | 2030-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORDL 2024-B A 4.99% 12/15/26   | FORD CREDIT AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 4.99000000                              | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5365787 | PA      | $5389518.80   | 0.36%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B B 5.23% 02/15/28   | FORD CREDIT AUTO OWNER TRUST 2024-B SER 2024-B CL B REGD 5.23000000                               | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4330000 | PA      | $4446221.10   | 0.29%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLD 6.15% 01/25/32  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.15000000                                                    | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    795000 | PA      | $852772.70    | 0.06%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SCRT 2019-1 MA 3.5% 07/25/58    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MA 3.50000000         | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231054 | PA      | $227590.05    | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-1 MT 2.5% 08/25/59    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL MT 2.50000000         | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    526206 | PA      | $453157.76    | 0.03%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-2 MT 2% 11/25/59      | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2 SER 2020-2 CL MT 2.00000000         | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5172248 | PA      | $4237530.01   | 0.28%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-3 M5TW 3% 05/25/60    | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000       | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700025 | PA      | $4270622.15   | 0.28%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACR 2022-HQA3  V/R 08/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-HQA3 SER 2022-HQA3 CL M1B V/R REGD 144A P/P 7.21721000         | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $591695.28    | 0.04%             | 2042-08-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 8.66721000         | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $259706.17    | 0.02%             | 2052-03-25      | Variable      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41   | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL B1 V/R REGD 144A P/P 7.06721000          | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1056442.09   | 0.07%             | 2041-10-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| STACR 2022-DNA4  V/R 05/25/42   | FREDDIE MAC STACR REMIC TRUST 2022-DNA4 SER 2022-DNA4 CL M1B V/R REGD 144A P/P 7.01721000         | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $565471.50    | 0.04%             | 2042-05-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGA 8.375% 04/01/32  | FREEDOM MORTGAGE HOLD REGD 144A P/P 8.37500000                                                    | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40300.00     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICA 5% 05/01/28  | FRONTIER COMMUNICATIONS REGD 144A P/P 5.00000000                                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2911676.16   | 0.19%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FULL HOUSE RESO 8.25% 02/15/28  | FULL HOUSE RESORTS INC REGD 144A P/P 8.25000000                                                   | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34700.00     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) JUN26     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       110 | NC      | $23020078.18  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) JUN26     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -20 | NC      | $-2202812.50  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) JUN26     | FUTURE CONTRACT ON           US LONG BOND(CBT) JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -54 | NC      | $-6397312.50  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)JUN26     | FUTURE CONTRACT ON           US 10YR NOTE (CBT)JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        72 | NC      | $8194500.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT JUN26     | FUTURE CONTRACT ON           US ULTRA BOND CBT JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -21 | NC      | $-2553468.75  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT JUN26     | FUTURE CONTRACT ON           US 10YR ULTRA FUT JUN26 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        20 | NC      | $2334687.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP 5.2% 03/15/44         | GATX CORP REGD 5.20000000                                                                         | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75146.11     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.5% 06/15/35         | GATX CORP REGD 5.50000000                                                                         | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86244.43     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 A V/R 05/25/66   | GCAT 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.09100000                             | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440608 | PA      | $394093.36    | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM1 A V/R 01/25/66   | GCAT 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.87400000                             | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    299390 | PA      | $271075.28    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM7 A V/R 12/25/25   | GCAT 2021-NQM7 TRUST SER 2021-NQM7 CL A1 V/R REGD 144A P/P 1.91500000                             | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279984 | PA      | $262872.99    | 0.02%             | 2066-08-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM4 A V/R 08/25/25   | GCAT 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.09300000                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    661801 | PA      | $569476.05    | 0.04%             | 2066-08-25      | Variable      | 1.09%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2021-NQM5 A V/R 07/25/66   | GCAT 2021-NQM5 TRUST SER 2021-NQM5 CL A1 V/R REGD 144A P/P 1.26200000                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    936278 | PA      | $811903.15    | 0.05%             | 2066-07-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| GGAM FINANCE L 6.875% 04/15/29  | GGAM FINANCE LTD REGD 144A P/P 6.87500000                                                         | CUSIP: 36170JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    105000 | PA      | $108157.88    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA0318 3.5% 08/20/42  | GINNIE MAE II POOL P#MA0318 3.50000000                                                            | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91377 | PA      | $88647.45     | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1375 3.5% 10/20/43  | GINNIE MAE II POOL P#MA1375 3.50000000                                                            | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342818 | PA      | $332185.55    | 0.02%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2602 4% 02/20/45    | GINNIE MAE II POOL P#MA2602 4.00000000                                                            | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255076 | PA      | $251366.87    | 0.02%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2304 4% 10/20/44    | GINNIE MAE II POOL P#MA2304 4.00000000                                                            | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381727 | PA      | $376213.97    | 0.02%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3572 3% 04/20/31    | GINNIE MAE II POOL P#MA3572 3.00000000                                                            | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131101 | PA      | $128848.06    | 0.01%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3174 4% 10/20/45    | GINNIE MAE II POOL P#MA3174 4.00000000                                                            | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175040 | PA      | $172925.81    | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4263 4% 02/20/47    | GINNIE MAE II POOL P#MA4263 4.00000000                                                            | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217455 | PA      | $213206.85    | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6282 2.5% 11/20/49  | GINNIE MAE II POOL P#MA6282 2.50000000                                                            | CUSIP: 36179U6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518391 | PA      | $460637.00    | 0.03%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6284 3.5% 11/20/49  | GINNIE MAE II POOL P#MA6284 3.50000000                                                            | CUSIP: 36179U6V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454312 | PA      | $433847.10    | 0.03%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48    | GINNIE MAE II POOL P#MA5528 4.00000000                                                            | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453686 | PA      | $444141.70    | 0.03%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5817 4% 03/20/49    | GINNIE MAE II POOL P#MA5817 4.00000000                                                            | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    373953 | PA      | $364972.02    | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5985 3.5% 06/20/49  | GINNIE MAE II POOL P#MA5985 3.50000000                                                            | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186487 | PA      | $178490.85    | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6041 4.5% 07/20/49  | GINNIE MAE II POOL P#MA6041 4.50000000                                                            | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164652 | PA      | $165316.58    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6092 4.5% 08/20/49  | GINNIE MAE II POOL P#MA6092 4.50000000                                                            | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168864 | PA      | $168913.08    | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6711 3.5% 06/20/50  | GINNIE MAE II POOL P#MA6711 3.50000000                                                            | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395359 | PA      | $377027.07    | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6867 3.5% 09/20/50  | GINNIE MAE II POOL P#MA6867 3.50000000                                                            | CUSIP: 36179VTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508195 | PA      | $484422.10    | 0.03%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50    | GINNIE MAE II POOL P#MA6930 2.00000000                                                            | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    546755 | PA      | $463774.00    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7051 2% 12/20/50    | GINNIE MAE II POOL P#MA7051 2.00000000                                                            | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1220063 | PA      | $1034568.80   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7053 3% 12/20/50    | GINNIE MAE II POOL P#MA7053 3.00000000                                                            | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74554 | PA      | $68603.70     | 0.00%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8044 3.5% 05/20/52  | GINNIE MAE II POOL P#MA8044 3.50000000                                                            | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46103 | PA      | $43811.44     | 0.00%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51  | GINNIE MAE II POOL P#MA7255 2.50000000                                                            | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408465 | PA      | $360692.77    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7419 3% 06/20/51    | GINNIE MAE II POOL P#MA7419 3.00000000                                                            | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1817250 | PA      | $1668262.58   | 0.11%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51    | GINNIE MAE II POOL P#MA7590 3.00000000                                                            | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    674927 | PA      | $619753.74    | 0.04%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7651 3.5% 10/20/51  | GINNIE MAE II POOL P#MA7651 3.50000000                                                            | CUSIP: 36179WQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2429439 | PA      | $2302143.05   | 0.15%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52  | GINNIE MAE II POOL P#MA7883 3.50000000                                                            | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3619500 | PA      | $3428997.15   | 0.23%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7884 4% 02/20/52    | GINNIE MAE II POOL P#MA7884 4.00000000                                                            | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1030642 | PA      | $1000573.59   | 0.07%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52  | GINNIE MAE II POOL P#MA8201 4.50000000                                                            | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239726 | PA      | $238834.08    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8268 4.5% 09/20/52  | GINNIE MAE II POOL P#MA8268 4.50000000                                                            | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224270 | PA      | $223400.57    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52  | GINNIE MAE II POOL P#MA8347 4.50000000                                                            | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1011282 | PA      | $1007830.45   | 0.07%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8486 3% 12/20/52    | GINNIE MAE II POOL P#MA8486 3.00000000                                                            | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381163 | PA      | $350439.58    | 0.02%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 03/01/36  | GLP CAPITAL LP / FIN II REGD 5.62500000                                                           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $125985.52    | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0026 5.5% 11/20/54  | GINNIE MAE II POOL P#MB0026 5.50000000                                                            | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1643828 | PA      | $1669786.92   | 0.11%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0624 6% 09/20/55    | GINNIE MAE II POOL P#MB0624 6.00000000                                                            | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    790866 | PA      | $808421.30    | 0.05%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4636 4.5% 02/20/40    | GINNIE MAE II POOL P#4636 4.50000000                                                              | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487007 | PA      | $494269.95    | 0.03%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4697 5% 05/20/40      | GINNIE MAE II POOL P#4697 5.00000000                                                              | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216350 | PA      | $223402.92    | 0.01%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4715 5% 06/20/40      | GINNIE MAE II POOL P#4715 5.00000000                                                              | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172694 | PA      | $178850.24    | 0.01%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4747 5% 07/20/40      | GINNIE MAE II POOL P#4747 5.00000000                                                              | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67963 | PA      | $70219.23     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785305 3% 06/20/50    | GINNIE MAE II POOL P#785305 3.00000000                                                            | CUSIP: 3622AAYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411963 | PA      | $379648.50    | 0.03%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785713 2.5% 10/20/51  | GINNIE MAE II POOL P#785713 2.50000000                                                            | CUSIP: 3622ABGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3308635 | PA      | $2914479.37   | 0.19%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-TWR D V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL D V/R REGD 144A P/P 5.55700000         | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $40000.00     | 0.00%             | 2031-07-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2018-TWR E V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL E V/R REGD 144A P/P 6.05700000         | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $20000.00     | 0.00%             | 2031-07-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2018-TWR F V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL F V/R REGD 144A P/P 6.75700000         | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $10000.00     | 0.00%             | 2031-07-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2018-TWR G V/R 07/15/21    | GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SER 2018-TWR CL G V/R REGD 144A P/P 7.88166000         | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $4000.00      | 0.00%             | 2031-07-15      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GSMS 2017-GS7 XA V/R 07/10/27   | GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL XA V/R REGD 1.02198900                      | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9370289 | PA      | $94462.82     | 0.01%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-GS9 C V/R 03/10/28    | GS MORTGAGE SECURITIES TRUST 2018-GS9 SER 2018-GS9 CL C V/R REGD 4.34313900                       | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $301540.44    | 0.02%             | 2051-03-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-2 B 4.82% 10/16/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 4.82000000         | CUSIP: 362583AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2455000 | PA      | $2476118.65   | 0.16%             | 2028-10-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-2 C 5.21% 12/18/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL C REGD 5.21000000         | CUSIP: 362583AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1518411.30   | 0.10%             | 2028-12-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 A V/R 12/15/36    | GPMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.13764000                                  | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    298716 | PA      | $297994.27    | 0.02%             | 2036-12-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 01/15/31  | GE HEALTHCARE TECH INC REGD 4.80000000                                                            | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146542.88    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 5.5% 06/15/35  | GE HEALTHCARE TECH INC REGD 5.50000000                                                            | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99491.13     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 B 5.72% 03/16/27   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL B REGD 5.72000000         | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1555000 | PA      | $1582297.87   | 0.10%             | 2029-01-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 C 5.92% 03/16/27   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.92000000         | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2290000 | PA      | $2332573.16   | 0.15%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GSMS 2024-70P A V/R 03/10/29    | GS MORTGAGE SECURITIES CORP II SER 2024-70P CL A V/R REGD 144A P/P 5.48721700                     | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405000 | PA      | $1434580.59   | 0.09%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTA 5.5% 02/01/34  | GFL ENVIRONMENTAL HOL REGD 144A P/P 5.50000000                                                    | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $95341.72     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2026-NQM1  V/R 03/25/66   | GS MORTGAGE-BACKED SECURITIES TRUST 2026-NQM1 SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.86900000    | CUSIP: 36276EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473815 | PA      | $475188.35    | 0.03%             | 2066-03-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2026-NQM1  V/R 03/25/66   | GS MORTGAGE-BACKED SECURITIES TRUST 2026-NQM1 SER 2026-NQM1 CL A2 V/R REGD 144A P/P 5.12300000    | CUSIP: 36276EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279404 | PA      | $280050.29    | 0.02%             | 2066-03-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SEC 8.25% 08/01/32  | GARDA WORLD SECURITY REGD 144A P/P 8.25000000                                                     | CUSIP: 36485MAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91992.33     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECU 6.5% 01/15/31  | GARDA WORLD SECURITY REGD 144A P/P 6.50000000                                                     | CUSIP: 36485MAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     80000 | PA      | $82189.12     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GATES CORPORAT 6.875% 07/01/29  | GATES CORPORATION/DE REGD 144A P/P 6.87500000                                                     | CUSIP: 367398AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72627.59     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GE VERNOVA INC 5.5% 02/04/56    | GE VERNOVA INC REGD 5.50000000                                                                    | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48613.90     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 4.6% 01/08/31  | GENERAL MOTORS FINL CO REGD 4.60000000                                                            | CUSIP: 37045XFM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151374.30    | 0.01%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMI 6.25% 04/15/32  | GENESEE & WYOMING INC REGD 144A P/P 6.25000000                                                    | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216454.56    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER C 4.55% 03/15/30  | GEORGIA POWER CO REGD 4.55000000                                                                  | CUSIP: 373334KY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239779.57    | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4% 10/01/28    | GEORGIA POWER CO REGD 4.00000000                                                                  | CUSIP: 373334LC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251422.56    | 0.02%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY A V/R 03/05/31      | GGP 2026-TY SER 2026-TY CL A V/R REGD 144A P/P 4.66980000                                         | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $273011.55    | 0.02%             | 2043-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| GETTY IMAGES IN 10.5% 11/15/30  | GETTY IMAGES INC REGD 144A P/P 10.50000000                                                        | CUSIP: 374276AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44257.93     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31  | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                     | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $88653.45     | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30  | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                     | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $54119.89     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33  | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                     | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $66868.07     | 0.00%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.371% 04/04/29  | GLENCORE FUNDING LLC REGD 144A P/P 5.37100000                                                     | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $513088.30    | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34  | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                     | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $100473.03    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 5.55% 11/15/35  | GLOBAL PAYMENTS INC REGD 5.55000000                                                               | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71619.13     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEAS 8.75% 09/01/27  | GLOBAL AIR LEASE CO LTD REGD 144A P/P 8.75000000                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    285000 | PA      | $293764.32    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GOAT HOLDCO LLC 6.75% 02/01/32  | GOAT HOLDCO LLC REGD 144A P/P 6.75000000                                                          | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56836.62     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/30  | GOLDMAN SACHS GROUP INC REGD V/R 5.04900000                                                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143624.04    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35  | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    139000 | PA      | $143480.86    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30  | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442081.83    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP V/R /PERP/  | GOLDMAN SACHS GROUP INC REGD V/R /PERP/ 6.85000000                                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71208.78     | 0.00%             | 2174-08-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/31  | GOLDMAN SACHS GROUP INC REGD V/R SER - 5.20700000                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253872.73    | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31  | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196689.66    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/31  | GOLDMAN SACHS GROUP INC REGD V/R SER . 4.36900000                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149096.24    | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50511.45     | 0.00%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/32  | GOLDMAN SACHS GROUP INC REGD V/R 4.51600000                                                       | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23142.02     | 0.00%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/37  | GOLDMAN SACHS GROUP INC REGD V/R 5.06500000                                                       | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    570000 | PA      | $574009.13    | 0.04%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOOD 2021-5CS C 3.5% 10/20/48   | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 SER 2021-5CS CL C REGD 144A P/P 3.50000000       | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1357279 | PA      | $433461.83    | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR TIRE & 5.25% 07/15/31  | GOODYEAR TIRE & RUBBER REGD 5.25000000                                                            | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52475.71     | 0.00%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNR 2012-116 IB 4% 09/16/42     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-116 CL IB 4.00000000                            | CUSIP: 38375C5T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    573000 | PA      | $118858.99    | 0.01%             | 2042-09-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-32 Z 3.5% 03/20/42     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-32 CL Z 3.50000000                              | CUSIP: 38378DY25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1038726 | PA      | $982207.12    | 0.06%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2014-46 IO 5% 03/16/44      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-46 CL IO 5.00000000                             | CUSIP: 38379AYP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438260 | PA      | $56858.97     | 0.00%             | 2044-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-52 IO V/R 04/16/63     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-52 CL IO V/R 0.72227000                         | CUSIP: 38380RJ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18182975 | PA      | $987502.85    | 0.07%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GNR 2021-35 IO V/R 12/16/62     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-35 CL IO V/R 1.03413000                         | CUSIP: 38380RWA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16262927 | PA      | $1177743.27   | 0.08%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GNR 2019-5 JI 5% 07/16/44       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-5 CL JI 5.00000000                              | CUSIP: 38381BD76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    349159 | PA      | $51854.89     | 0.00%             | 2044-07-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-184 IO V/R 12/16/61    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-184 CL IO V/R 0.88562000                        | CUSIP: 38381D5J5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20509112 | PA      | $1384104.61   | 0.09%             | 2061-12-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| GNR 2021-79 IO V/R 08/16/63     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-79 CL IO V/R 0.86688000                         | CUSIP: 38381DBP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17977226 | PA      | $1159394.48   | 0.08%             | 2063-08-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| GNR 2021-129 IO V/R 06/16/63    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-129 CL IO V/R 0.98293000                        | CUSIP: 38381DUB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14399774 | PA      | $1015968.83   | 0.07%             | 2063-06-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| GNR 2022-80 IO V/R 06/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-80 CL IO V/R 0.59428000                         | CUSIP: 38381E5K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29968072 | PA      | $1409323.52   | 0.09%             | 2064-06-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| GNR 2022-49 IO V/R 03/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-49 CL IO V/R 0.75587000                         | CUSIP: 38381EQ92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26709612 | PA      | $1324088.94   | 0.09%             | 2064-03-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GNR 2022-82 IO V/R 02/16/64     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-82 CL IO V/R 0.54051000                         | CUSIP: 38381HCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27403749 | PA      | $1247709.11   | 0.08%             | 2064-02-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| GNR 2024-29 AI V/R 10/16/65     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-29 CL AI V/R 0.72589000                         | CUSIP: 38381KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23672966 | PA      | $1348506.83   | 0.09%             | 2065-10-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GNR 2020-151 MI 2.5% 10/20/50   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-151 CL MI 2.50000000                            | CUSIP: 38382J3Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6711237 | PA      | $969775.78    | 0.06%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-173 JI 2% 11/20/50     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-173 CL JI 2.00000000                            | CUSIP: 38382LPQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19927329 | PA      | $2294060.00   | 0.15%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-30 IB 2.5% 02/20/51    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-30 CL IB 2.50000000                             | CUSIP: 38382NXY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11356760 | PA      | $1683030.93   | 0.11%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-77 IT 2.5% 05/20/51    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL IT 2.50000000                             | CUSIP: 38382QW30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12307122 | PA      | $2101394.40   | 0.14%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-77 EA 1% 07/20/50      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-77 CL EA 1.00000000                             | CUSIP: 38382QZ86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3628455 | PA      | $2866679.03   | 0.19%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-58 SL V/R 04/20/51     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-58 CL SL V/R 0.00000000                         | CUSIP: 38382RCV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12996199 | PA      | $349634.14    | 0.02%             | 2051-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-137 IQ 3% 08/20/51     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-137 CL IQ 3.00000000                            | CUSIP: 38382WXF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8659128 | PA      | $1467420.89   | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-175 IJ 3% 10/20/51     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-175 CL IJ 3.00000000                            | CUSIP: 38383CQ52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3184446 | PA      | $546695.43    | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-215 KA 2.5% 10/20/49   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-215 CL KA 2.50000000                            | CUSIP: 38383DY69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    676007 | PA      | $618429.71    | 0.04%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-213 DO ZCP 01/20/52    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-213 CL DO ZCP 0.00000000                        | CUSIP: 38383LR69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6531703 | PA      | $1788683.35   | 0.12%             | 2052-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-61 EI 3% 07/20/51      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-61 CL EI 3.00000000                             | CUSIP: 38383PQQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12929246 | PA      | $2101347.62   | 0.14%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-64 IO 2.5% 02/20/50    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-64 CL IO 2.50000000                             | CUSIP: 38383PU41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7039335 | PA      | $860932.55    | 0.06%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINAN 4.625% 12/23/29  | GRAFTECH FINANCE INC REGD 144A P/P 4.62500000                                                     | CUSIP: 384311AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $14550.00     | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GRAHAM HOLDING 5.625% 12/01/33  | GRAHAM HOLDINGS CO REGD 144A P/P 5.62500000                                                       | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144998.41    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC 9.625% 07/15/32  | GRAY MEDIA INC REGD 144A P/P 9.62500000                                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46754.37     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC 7.25% 08/15/33   | GRAY MEDIA INC REGD 144A P/P 7.25000000                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46467.09     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GSTNE 2021-FL3 A V/R 07/15/39   | GREYSTONE CRE NOTES 2021-FL3 LTD SER 2021-FL3 CL A V/R REGD 144A P/P 4.79854000                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     31588 | PA      | $31571.19     | 0.00%             | 2039-07-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GRIFFON CORPORA 5.75% 03/01/28  | GRIFFON CORPORATION REGD 5.75000000                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114940.09    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMO 6.375% 01/15/30  | GROUP 1 AUTOMOTIVE INC REGD 144A P/P 6.37500000                                                   | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71756.09     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE  4.798% 04/28/30  | GUARDIAN LIFE GLOB FUND REGD 144A P/P 4.79800000                                                  | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    127000 | PA      | $130262.92    | 0.01%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY 6.75% 09/01/29  | GULFPORT ENERGY OP CORP REGD 144A P/P 6.75000000                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108734.12    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-1A  5.18% 05/20/31   | HPEFS EQUIPMENT TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.18000000                           | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    581705 | PA      | $582378.59    | 0.04%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31  | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                             | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188861.68    | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31  | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207193.14    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/06/31  | HSBC HOLDINGS PLC REGD V/R 4.61900000                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $207348.80    | 0.01%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53 A V/R 05/10/27     | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 SER 2024-T53 CL A V/R REGD 144A P/P 5.87564000             | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $323602.72    | 0.02%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A  5.35% 10/20/31   | HPEFS EQUIPMENT TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 5.35000000                            | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1725000 | PA      | $1741190.33   | 0.12%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HIH 2024-61P A V/R 10/15/26     | HIH TRUST 2024-61P SER 2024-61P CL A V/R REGD 144A P/P 5.50165000                                 | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331692 | PA      | $332506.07    | 0.02%             | 2041-10-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREA 7.5% 05/15/32  | HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000                                                   | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103798.30    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC 7% 06/15/30   | HERC HOLDINGS INC REGD 144A P/P 7.00000000                                                        | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52395.85     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS I 5.75% 03/15/31  | HERC HOLDINGS INC REGD 144A P/P 5.75000000                                                        | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30411.63     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC 6% 03/15/34   | HERC HOLDINGS INC REGD 144A P/P 6.00000000                                                        | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30159.99     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDI 6.75% 04/15/29  | HIGHTOWER HOLDING LLC REGD 144A P/P 6.75000000                                                    | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64448.88     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY  7.25% 02/15/35  | HILCORP ENERGY I/HILCORP REGD 144A P/P 7.25000000                                                 | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39617.28     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HGVT 2025-3EXT  4.9% 10/25/44   | HILTON GRAND VACATIONS TRUST 2025-3EXT SER 2025-3EXT CL B REGD 144A P/P 4.90000000                | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368518 | PA      | $372186.56    | 0.02%             | 2044-10-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AMRIZE FINANCE  4.95% 04/07/30  | AMRIZE FINANCE US LLC REGD SER WI 4.95000000                                                      | CUSIP: 43475RAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $63787.46     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 D 2.477% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL D REGD 144A P/P 2.47700000                    | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1575720 | PA      | $1446774.41   | 0.10%             | 2041-09-17      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                    | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    719773 | PA      | $658987.10    | 0.04%             | 2041-09-17      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| HPA 2021-1 F 3.325% 09/17/29    | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL F REGD 144A P/P 3.32500000                    | CUSIP: 437300AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829199 | PA      | $757879.35    | 0.05%             | 2041-09-17      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2023-NQM2  V/R 05/25/27   | HOMES 2023-NQM2 TRUST SER 2023-NQM2 CL A1 V/R REGD 144A P/P 6.45600000                            | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1207302 | PA      | $1207717.19   | 0.08%             | 2068-02-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1  5.375% 09/15/31   | HORIZON AIRCRAFT FINANCE IV LTD SER 2024-1 CL A REGD 144A P/P 5.37500000                          | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    464600 | PA      | $473757.92    | 0.03%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2019-2  3.425% 11/15/26   | HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000                         | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2324497 | PA      | $2277963.12   | 0.15%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATION 7.25% 06/15/30  | HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000                                                    | CUSIP: 44332PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67044.53     | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INC 4.8% 11/15/35       | HUBBELL INC REGD 4.80000000                                                                       | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84499.65     | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.95% 03/15/34       | HUMANA INC REGD 5.95000000                                                                        | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73417.74     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.55% 05/01/35       | HUMANA INC REGD 5.55000000                                                                        | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127197.96    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5.5% 03/26/36           | HUNGARY REGD 144A P/P 5.50000000                                                                  | CUSIP: 445545AU0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |    435000 | PA      | $441168.10    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/15/36  | HUNTINGTON BANCSHARES REGD V/R 2.48700000                                                         | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    178000 | PA      | $157240.10    | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.3% 01/08/29  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                                  | CUSIP: 44891ACU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $243534.39    | 0.02%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| INT 2025-PLAZA A V/R 11/05/30   | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA SER 2025-PLAZA CL A V/R REGD 144A P/P 5.04145800         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395000 | PA      | $403091.77    | 0.03%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29  | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                          | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $409572.74    | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS S 6% 05/08/34  | ICON INVESTMENTS SIX DAC REGD 6.00000000                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205230.66    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNIC 9.125% 05/01/29  | IHEARTCOMMUNICATIONS INC REGD 144A P/P 9.12500000                                                 | CUSIP: 45174HBJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17769.40     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| ILPT 2025-LPF2 D V/R 07/13/30   | ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2 SER 2025-LPF2 CL D V/R REGD 144A P/P 6.50800000          | CUSIP: 451955AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $175126.89    | 0.01%             | 2042-07-13      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| ILLUMINA INC 4.75% 12/12/30     | ILLUMINA INC REGD 4.75000000                                                                      | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120893.98    | 0.01%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/H 9% 07/01/28  | ILLUMINATE BUYER/HLDG REGD 144A P/P 9.00000000                                                    | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22980.96     | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| IMPRL 2021-NQM2  V/R 09/25/56   | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.07300000           | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    344516 | PA      | $298704.78    | 0.02%             | 2056-09-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| IMPRL 2021-NQM3  V/R 11/25/56   | IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.59500000           | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680241 | PA      | $597455.91    | 0.04%             | 2056-11-25      | Variable      | 1.59%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAL F&B  7.75% 02/11/33  | INDUSTRIAL F&B INV REGD 144A P/P 7.75000000                                                       | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35921.70     | 0.00%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RAST 2005-A8CB A6 5% 07/25/35   | RESIDENTIAL ASSET SECURITIZATION TRUST 200 SER 2005-A8CB CL A6 REGD 5.00000000                    | CUSIP: 45660LSU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3235239 | PA      | $1570434.09   | 0.10%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUIL 5.625% 02/01/34  | INSTALLED BUILDING PRODU REGD 144A P/P 5.62500000                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20265.42     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 4.1% 05/11/47        | INTEL CORP REGD 4.10000000                                                                        | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100409.46    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47      | INTEL CORP REGD SER WI 3.73400000                                                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    370000 | PA      | $267863.79    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49       | INTEL CORP REGD 3.25000000                                                                        | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $170220.53    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.75% 03/25/50       | INTEL CORP REGD 4.75000000                                                                        | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104414.66    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.05% 08/05/62       | INTEL CORP REGD 5.05000000                                                                        | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104045.33    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.2% 02/10/33        | INTEL CORP REGD 5.20000000                                                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41242.12     | 0.00%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 2.65% 09/15/40  | INTERCONTINENTALEXCHANGE REGD 2.65000000                                                          | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $309308.63    | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC  V/R 12/09/57  | INVERSIONES CMPC SA REGD V/R 144A P/P 6.70000000                                                  | CUSIP: 46128MAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199100.00    | 0.01%             | 2057-12-09      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| ION PLAT FIN US/SA 5% 05/01/28  | ION PLAT FIN US/SARL REGD 144A P/P 5.00000000                                                     | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185262.80    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC 6.25% 06/01/32        | IQVIA INC REGD 144A P/P 6.25000000                                                                | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61720.56     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC 7% 02/15/29   | IRON MOUNTAIN INC REGD 144A P/P 7.00000000                                                        | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82105.84     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ISHARES CORE TOTAL US BOND M    | ISHARES CORE TOTAL US BOND M 0.00000000                                                           | CUSIP: 464287226<br>LEI: N/A                  | Long             | EC               | PF                | US        |    264155 | NS      | $26785317.00  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL 2.75% 07/03/30  | STATE OF ISRAEL REGD SER 10Y 2.75000000                                                           | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    200000 | PA      | $187022.98    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 03/12/29  | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                            | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    280000 | PA      | $288406.36    | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30  | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                            | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |    300000 | PA      | $310419.46    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-3 B1 V/R 07/25/51    | JP MORGAN MORTGAGE TRUST 2021-3 SER 2021-3 CL B1 V/R REGD 144A P/P 2.93236000                     | CUSIP: 46592KBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1427058 | PA      | $1240773.97   | 0.08%             | 2051-07-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2006-S4 A7 6% 01/25/37    | JP MORGAN MORTGAGE TRUST 2006-S4 SER 2006-S4 CL A7 REGD 6.00000000                                | CUSIP: 46629SAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6327440 | PA      | $2229085.45   | 0.15%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/08/32  | JPMORGAN CHASE & CO REGD V/R 2.54500000                                                           | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4553830.10   | 0.30%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29  | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                           | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349958.95    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/35  | JPMORGAN CHASE & CO REGD V/R 5.33600000                                                           | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2058382.96   | 0.14%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/30  | JPMORGAN CHASE & CO REGD V/R 5.58100000                                                           | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370765.35    | 0.02%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/30  | JPMORGAN CHASE & CO REGD V/R 4.99500000                                                           | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    565000 | PA      | $582023.14    | 0.04%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/35  | JPMORGAN CHASE & CO REGD V/R 5.29400000                                                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266875.87    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28  | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332900.51    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/35  | JPMORGAN CHASE & CO REGD V/R 4.94600000                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76164.70     | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/31  | JPMORGAN CHASE & CO REGD V/R 5.14000000                                                           | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316494.69    | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31  | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    636000 | PA      | $659574.99    | 0.04%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/23/36  | JPMORGAN CHASE & CO REGD V/R 5.57600000                                                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    292000 | PA      | $303678.91    | 0.02%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/31  | JPMORGAN CHASE & CO REGD V/R 4.25500000                                                           | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346031.04    | 0.02%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29   | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1854938.87   | 0.12%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC 4.75% 02/01/33        | JABIL INC REGD 4.75000000                                                                         | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61773.22     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIO 5.375% 03/03/36  | JACOBS SOLUTIONS INC REGD 5.37500000                                                              | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250042.18    | 0.02%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JTWN 2019-1A ARR V/R 03/20/38   | JAMESTOWN CLO XII LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.03763000                             | CUSIP: 47047JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501778.25    | 0.03%             | 2038-03-20      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/USA FOODS 5.5% 01/15/36  | JBS NV/USA FOODS/FOOD CO REGD SER WI 5.50000000                                                   | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    305000 | PA      | $312987.83    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 6.25% 03/01/56  | JBS NV/USA FOODS/FOOD CO REGD SER WI 6.25000000                                                   | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204223.34    | 0.01%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOO 6.375% 04/15/66  | JBS NV/USA FOODS/FOOD CO REGD SER WI 6.37500000                                                   | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    560000 | PA      | $570001.60    | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 6.75% 03/15/34  | JBS NV/USA FOODS/FOOD CO REGD 6.75000000                                                          | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    185000 | PA      | $206250.03    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 7.25% 11/15/53  | JBS NV/USA FOODS/FOOD CO REGD 7.25000000                                                          | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $131490.08    | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35  | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                           | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82164.47     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAY 9.875% 09/20/31  | JETBLUE AIRWAYS/LOYALTY REGD 144A P/P 9.87500000                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30487.37     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2023-C A4 5.39% 08/15/30   | JOHN DEERE OWNER TRUST 2023-C SER 2023-C CL A4 REGD 5.39000000                                    | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2441998.56   | 0.16%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JDOT 2023-B A4 5.11% 05/15/30   | JOHN DEERE OWNER TRUST 2023-B SER 2023-B CL A4 REGD 5.11000000                                    | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1972337.64   | 0.13%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-A A4 4.91% 10/15/27   | JOHN DEERE OWNER TRUST 2024 SER 2024-A CL A4 REGD 4.91000000                                      | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6900000 | PA      | $7023013.20   | 0.46%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.489% 04/15/27   | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 SER 2017-JP6 CL A5 REGD 3.48980000            | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1081268.65   | 0.07%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERP 8% 04/01/31  | K HOVNANIAN ENTERPRISES REGD 144A P/P 8.00000000                                                  | CUSIP: 48251UAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41139.28     | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KNDR 2021-KIND A V/R 08/15/38   | KIND TRUST 2021-KIND SER 2021-KIND CL A V/R REGD 144A P/P 4.73000000                              | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2885905 | PA      | $2875082.77   | 0.19%             | 2038-08-15      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-FL2 A V/R 02/15/39    | KREF 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.84854000                                  | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     89153 | PA      | $89127.46     | 0.01%             | 2039-02-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KENTUCKY UTILIT 5.85% 08/15/55  | KENTUCKY UTILITIES CO REGD 5.85000000                                                             | CUSIP: 491674BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61718.43     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.05% 03/22/53       | KENVUE INC REGD 5.05000000                                                                        | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107247.38    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.85% 05/22/32       | KENVUE INC REGD 4.85000000                                                                        | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222207.77    | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 3.2% 05/01/30  | KEURIG DR PEPPER INC REGD 3.20000000                                                              | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11496.40     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 2.25% 03/15/31  | KEURIG DR PEPPER INC REGD SER 31* 2.25000000                                                      | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    431000 | PA      | $388916.31    | 0.03%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 3.95% 04/15/29  | KEURIG DR PEPPER INC REGD 3.95000000                                                              | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154129.12    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 4.05% 04/15/32  | KEURIG DR PEPPER INC REGD 4.05000000                                                              | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228799.75    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 5.2% 03/15/31  | KEURIG DR PEPPER INC REGD SER 10 5.20000000                                                       | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127089.69    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 5.3% 03/15/34  | KEURIG DR PEPPER INC REGD 5.30000000                                                              | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    229000 | PA      | $235622.79    | 0.02%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 4.6% 05/15/30  | KEURIG DR PEPPER INC REGD 4.60000000                                                              | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227252.26    | 0.02%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 5.15% 05/15/35  | KEURIG DR PEPPER INC REGD 5.15000000                                                              | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60795.70     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38  | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                       | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $74887.27     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERV 7.25% 02/15/29  | KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000                                                  | CUSIP: 50012LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129616.38    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVI 6.5% 10/01/33  | KODIAK GAS SERVICES LLC REGD 144A P/P 6.50000000                                                  | CUSIP: 50012LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25780.53     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERV 6.75% 10/01/35  | KODIAK GAS SERVICES LLC REGD 144A P/P 6.75000000                                                  | CUSIP: 50012LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26122.30     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO 5.65% 09/15/64        | KROGER CO REGD 5.65000000                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140153.83    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-1A A 5.19% 11/15/27   | KUBOTA CREDIT OWNER TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.19000000                       | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3253030 | PA      | $3287454.48   | 0.22%             | 2028-07-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS 4.1% 10/15/41  | KYNDRYL HOLDINGS INC REGD SER WI 4.10000000                                                       | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    279000 | PA      | $200114.86    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LBTY 2026-225L A V/R 02/10/31   | LBTY COMMERCIAL MORTGAGE TRUST 2026-225L SER 2026-225L CL A V/R REGD 144A P/P 4.59326000          | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $568692.16    | 0.04%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LBTY 2026-225L B V/R 02/10/31   | LBTY COMMERCIAL MORTGAGE TRUST 2026-225L SER 2026-225L CL B V/R REGD 144A P/P 4.88466000          | CUSIP: 50178LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270699.38    | 0.02%             | 2043-02-10      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LCM 15A DR V/R 07/20/30         | LCM XV LP SER 15A CL DR V/R REGD 144A P/P 7.62924000                                              | CUSIP: 50184NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364191 | PA      | $365285.31    | 0.02%             | 2030-07-20      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC 8.75% 07/15/30    | LFS TOPCO LLC REGD 144A P/P 8.75000000                                                            | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43535.88     | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LV 2024-SHOW A V/R 10/10/29     | FASHION SHOW MALL LLC SER 2024-SHOW CL A V/R REGD 144A P/P 5.27439200                             | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1125222.45   | 0.07%             | 2041-10-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP  4.8% 10/01/34  | LABORATORY CORP OF AMER REGD 4.80000000                                                           | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289876.85    | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CO 5.375% 11/01/33  | LAMAR MEDIA CORP REGD 144A P/P 5.37500000                                                         | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90235.08     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERG 7.875% 04/15/32  | CRESCENT ENERGY FINANCE REGD 144A P/P 7.87500000                                                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20374.70     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION  9.5% 06/15/31  | LBM ACQUISITION LLC REGD 144A P/P 9.50000000                                                      | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27981.00     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61   | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000              | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    357171 | PA      | $357407.43    | 0.02%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60   | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 5.65000000              | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174125 | PA      | $174287.59    | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61   | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000              | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258409 | PA      | $259210.05    | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LXS 2007-4N 1A3 V/R 03/25/47    | LEHMAN XS TRUST SERIES 2007-4N SER 2007-4N CL 1A3 V/R REGD 4.26821000                             | CUSIP: 52524HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2067339 | PA      | $1853335.33   | 0.12%             | 2047-03-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCI 3.75% 07/15/29  | LEVEL 3 FINANCING INC REGD 144A P/P 3.75000000                                                    | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37077.60     | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANC 6.875% 06/30/33  | LEVEL 3 FINANCING INC REGD 144A P/P 6.87500000                                                    | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93210.75     | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC 6% 11/15/31       | LIFE TIME INC REGD 144A P/P 6.00000000                                                            | CUSIP: 53190FAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108150.95    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT & WONDER  6.25% 10/01/33  | LIGHT & WONDER INTL INC REGD 144A P/P 6.25000000                                                  | CUSIP: 531968AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50216.00     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2022-BMR2 D V/R 05/15/24   | LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL D V/R REGD 144A P/P 6.20156000                      | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $1861255.22   | 0.12%             | 2039-05-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH  10% 06/01/32  | LIFEPOINT HEALTH INC REGD 144A P/P 10.00000000                                                    | CUSIP: 53219LAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46935.18     | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LINCOLN NATIONA 5.35% 11/15/35  | LINCOLN NATIONAL CORP REGD 5.35000000                                                             | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180617.46    | 0.01%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIO 7% 09/15/30  | LINDBLAD EXPEDITIONS LLC REGD 144A P/P 7.00000000                                                 | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62942.16     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LINEAGE OP LP 5.25% 07/15/30    | LINEAGE OP LP REGD 5.25000000                                                                     | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146953.12    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HO 5.5% 04/15/29  | STARZ CAPITAL HOLDINGS REGD 144A P/P 5.50000000                                                   | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $15800.00     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LNCR 2025-CRE8 A V/R 11/01/29   | LOANCORE 2025 2025-CRE8 ISSUER LLC SER 2025-CRE8 CL A V/R REGD 144A P/P 5.04469000                | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $320629.28    | 0.02%             | 2042-08-17      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CO 5% 08/15/35  | LOCKHEED MARTIN CORP REGD 5.00000000                                                              | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148816.27    | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 5.625% 04/15/53  | LOWE'S COS INC REGD 5.62500000                                                                    | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70915.99     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-NQM1 A V/R 03/25/25   | MFA 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.15300000                              | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145409 | PA      | $137378.46    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2021-NQM2 A V/R 11/25/64   | MFA 2021-NQM2 TRUST SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.02900000                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239299 | PA      | $214593.40    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36     | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 4.86051000                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     70098 | PA      | $70056.78     | 0.00%             | 2036-10-16      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL8 A V/R 02/19/37     | MF1 2022-FL8 LTD SER 2022-FL8 CL A V/R REGD 144A P/P 5.01724000                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     53396 | PA      | $53384.55     | 0.00%             | 2037-02-19      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL9 A V/R 04/19/27     | MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 5.81724000                                   | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211822 | PA      | $211820.77    | 0.01%             | 2037-06-19      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL17 A V/R 02/18/40    | MF1 2025-FL17 LLC SER 2025-FL17 CL A V/R REGD 144A P/P 4.98406000                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $320178.05    | 0.02%             | 2040-02-18      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MF1 2026-FL21 5.122% 02/18/41   | MF1 2026-FL21 LLC SER 2026-FL21 CL ASFX REGD 144A P/P 5.12253000                                  | CUSIP: 55287NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $425516.49    | 0.03%             | 2041-02-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34           | MPLX LP REGD 5.50000000                                                                           | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $404262.13    | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/31           | MPLX LP REGD 4.80000000                                                                           | CUSIP: 55336VCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $352198.79    | 0.02%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5% 01/15/33             | MPLX LP REGD 5.00000000                                                                           | CUSIP: 55336VCB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3028446.04   | 0.20%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.3% 04/01/36           | MPLX LP REGD 5.30000000                                                                           | CUSIP: 55336VCE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $76684.46     | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 XA V/R 12/15/56     | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 SER 2023-2 CL XA V/R REGD 0.91669000                        | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    778308 | PA      | $42950.63     | 0.00%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                 | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     74000 | PA      | $75610.58     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28  | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                 | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     73000 | PA      | $74221.78     | 0.00%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MADISON IAQ LL 5.875% 06/30/29  | MADISON IAQ LLC REGD 144A P/P 5.87500000                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144652.71    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLD 4.279% 03/15/32  | DISCOVERY HOLDINGS INC REGD SER * 4.27900000                                                      | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32156.25     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDI 5.05% 03/15/42  | DISCOVERY HOLDINGS INC REGD SER * 5.05000000                                                      | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $38637.50     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLD 4.054% 03/15/29  | DISCOVERY HOLDINGS INC REGD SER * 4.05400000                                                      | CUSIP: 55903VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74202.75     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS IN 5.25% 05/01/28  | MICHAELS COS INC/THE REGD 144A P/P 5.25000000                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44979.91     | 0.00%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-23A A V/R 01/25/35   | MAGNETITE XXIII LTD SER 2019-23A CL AR2 V/R REGD 144A P/P 4.63706000                              | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500123.00    | 0.03%             | 2035-01-25      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2022-35A A V/R 01/25/39   | MAGNETITE XXXV LTD SER 2022-35A CL A1RR V/R REGD 144A P/P 4.91845000                              | CUSIP: 55954TBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499650.00    | 0.03%             | 2039-01-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 4.6% 03/01/28          | MARS INC REGD 144A P/P 4.60000000                                                                 | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131885.78    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32            | MARS INC REGD 144A P/P 5.00000000                                                                 | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119124.38    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35          | MARS INC REGD 144A P/P 5.20000000                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2795748.64   | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.65% 05/01/45         | MARS INC REGD 144A P/P 5.65000000                                                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    815000 | PA      | $834057.99    | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.7% 05/01/55          | MARS INC REGD 144A P/P 5.70000000                                                                 | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147037.77    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.8% 05/01/65          | MARS INC REGD 144A P/P 5.80000000                                                                 | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46089.59     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNA 4.95% 03/15/36  | MARSH & MCLENNAN COS INC REGD 4.95000000                                                          | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149315.79    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 5.35% 03/15/35  | MARRIOTT INTERNATIONAL REGD 5.35000000                                                            | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147513.65    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.5% 10/15/31  | MARRIOTT INTERNATIONAL REGD 4.50000000                                                            | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147527.41    | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.95% 09/15/33  | MARVELL TECHNOLOGY INC REGD 5.95000000                                                            | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    262000 | PA      | $281474.32    | 0.02%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.9% 06/15/29        | MASTEC INC REGD 5.90000000                                                                        | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144843.42    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32  | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                     | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91913.46     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES  6% 04/15/34  | MATADOR RESOURCES CO REGD 144A P/P 6.00000000                                                     | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14981.90     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II 5% 12/15/27  | MATCH GROUP HLD II LLC REGD 144A P/P 5.00000000                                                   | CUSIP: 57665RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149968.13    | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MATTAMY GROUP  4.625% 03/01/30  | MATTAMY GROUP CORP REGD 144A P/P 4.62500000                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78101.79     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC 5% 11/17/30          | MATTEL INC REGD 5.00000000                                                                        | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59905.85     | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDU 5.75% 08/01/28  | MCGRAW-HILL EDUCATION REGD 144A P/P 5.75000000                                                    | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59905.46     | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP 7.375% 02/15/30     | MCAFEE CORP REGD 144A P/P 7.37500000                                                              | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20454.86     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 A V/R 08/18/41    | MF1 2024-FL15 SER 2024-FL15 CL A V/R REGD 144A P/P 5.35206000                                     | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360000 | PA      | $361335.20    | 0.02%             | 2041-08-18      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.45% 08/14/53  | MCDONALD'S CORP REGD 5.45000000                                                                   | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    139000 | PA      | $137095.52    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL ED 7.375% 09/01/31  | MCGRAW-HILL EDUCATION REGD 144A P/P 7.37500000                                                    | CUSIP: 58064LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51092.15     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC 5.7% 09/15/55    | MERCK & CO INC REGD 5.70000000                                                                    | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183062.71    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.7% 12/04/65    | MERCK & CO INC REGD 5.70000000                                                                    | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100392.66    | 0.01%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-AF1  5.75% 08/25/36   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 20 SER 2006-AF1 CL AF1 REGD 5.75000000              | CUSIP: 59023RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5938106 | PA      | $2420304.72   | 0.16%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-HE6 A1 V/R 11/25/37   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-HE6 CL A1 V/R REGD 4.06821000               | CUSIP: 59023XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6792493 | PA      | $3296352.52   | 0.22%             | 2037-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRE 6.5% 05/15/29  | MAVIS TIRE EXPRESS SERVI REGD 144A P/P 6.50000000                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34967.10     | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC V/R 03/15/55        | METLIFE INC REGD V/R SER G 6.35000000                                                             | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124638.48    | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC 8.5% 03/15/33  | MICHAELS COS INC/THE REGD 144A P/P 8.50000000                                                     | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34044.67     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLO 5.65% 11/01/32  | MICRON TECHNOLOGY INC REGD 5.65000000                                                             | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266476.10    | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.95% 05/15/37  | BERKSHIRE HATHAWAY ENERG REGD 5.95000000                                                          | CUSIP: 59562VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1198830.69   | 0.08%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG B 4.875% 05/01/29  | MIDWEST GMNG BOR/MWG FIN REGD 144A P/P 4.87500000                                                 | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98246.76     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GRO 6.5% 02/15/30  | ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79922.53     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MITER BRAND / M 6.75% 04/01/32  | MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000                                                  | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105871.61    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONI 5.25% 04/30/32  | MOLEX ELECTRONICS TECH REGD 144A P/P 5.25000000                                                   | CUSIP: 60856BAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $162882.44    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MONONGAHELA POW 5.85% 02/15/34  | MONONGAHELA POWER CO REGD 144A P/P 5.85000000                                                     | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32303.54     | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| MSC 2024-NSTB A V/R 07/24/32    | MORGAN STANLEY CAPITAL I TRUST 2024-NSTB SER 2024-NSTB CL A V/R REGD 144A P/P 3.90000000          | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    327734 | PA      | $323571.56    | 0.02%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| MSC 2016-UB12 XA V/R 11/15/26   | MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL XA V/R REGD 0.63872500                 | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10911226 | PA      | $16917.86     | 0.00%             | 2049-12-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| MSC 2019-L3 XA V/R 11/15/29     | MORGAN STANLEY CAPITAL I TRUST 2019-L3 SER 2019-L3 CL XA V/R REGD 0.60223300                      | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20304275 | PA      | $390611.61    | 0.03%             | 2052-11-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31     | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1116537.62   | 0.07%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/19/38     | MORGAN STANLEY REGD V/R 5.94800000                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73761.47     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29     | MORGAN STANLEY REGD V/R 5.44900000                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36091.06     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/35     | MORGAN STANLEY REGD V/R 5.46600000                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99447.51     | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/07/39     | MORGAN STANLEY REGD V/R MTN 5.94200000                                                            | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    137000 | PA      | $144389.38    | 0.01%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35     | MORGAN STANLEY REGD V/R MTN 5.83100000                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3724114.14   | 0.25%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/35     | MORGAN STANLEY REGD V/R 5.32000000                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3163300.48   | 0.21%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30     | MORGAN STANLEY REGD V/R 4.65400000                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193101.39    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/15/31     | MORGAN STANLEY REGD V/R 5.23000000                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15533.74     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/22/31     | MORGAN STANLEY REGD V/R MTN SER I 4.35600000                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149350.35    | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/09/30     | MORGAN STANLEY REGD V/R 4.23800000                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461609.28    | 0.03%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/30/37     | MORGAN STANLEY REGD V/R 5.07300000                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86733.08     | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB11 XA V/R 08/15/26   | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL XA V/R REGD 1.39040000                 | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9392196 | PA      | $14801.16     | 0.00%             | 2049-08-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| MSC 2020-L4 B 3.082% 02/15/30   | MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL B REGD 3.08200000                           | CUSIP: 61770KBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $367824.92    | 0.02%             | 2053-02-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MSC 2019-H7 A 3.524% 07/15/29   | MORGAN STANLEY CAPITAL I TRUST 2019-H7 SER 2019-H7 CL AS REGD 3.52400000                          | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $385650.12    | 0.03%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 02/08/30  | MORGAN STANLEY PVT BANK REGD V/R SER . 4.21300000                                                 | CUSIP: 61776NU43<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $562663.33    | 0.04%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MSRM 2026-NQM1 A V/R 01/25/30   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.80900000        | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534930 | PA      | $535530.27    | 0.04%             | 2070-12-25      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2026-DSC1 A V/R 01/25/30   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-DSC1 CL A1 V/R REGD 144A P/P 4.76700000        | CUSIP: 617950AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915090 | PA      | $915117.76    | 0.06%             | 2071-01-25      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2026-DSC1 A V/R 01/25/30   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-DSC1 CL A2 V/R REGD 144A P/P 5.02000000        | CUSIP: 617950AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    378383 | PA      | $378781.58    | 0.03%             | 2071-01-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.2% 08/15/32  | MOTOROLA SOLUTIONS INC REGD 5.20000000                                                            | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $124241.84    | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27    | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.05690000           | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179999.98    | 0.01%             | 2039-03-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWE 5.25% 10/01/29  | MEDLINE BORROWER LP REGD 144A P/P 5.25000000                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253979.83    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 01/15/31  | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                      | CUSIP: 62886HBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30315.90     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION 6.25% 09/15/33  | NCL CORPORATION LTD REGD 144A P/P 6.25000000                                                      | CUSIP: 62886HBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30280.32     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NGL ENRGY OP/F 8.125% 02/15/29  | NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000                                                    | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31091.04     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NLT 2021-INV1 A1 V/R 05/25/56   | NMLT 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.18500000                             | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680798 | PA      | $609148.93    | 0.04%             | 2056-05-25      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31  | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                          | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $142560.97    | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 6% 02/01/33      | NRG ENERGY INC REGD 144A P/P 6.00000000                                                           | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61452.81     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 5.75% 01/15/34   | NRG ENERGY INC REGD 144A P/P 5.75000000                                                           | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.12     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 4.85% 08/19/32  | NXP BV/NXP FDG/NXP USA REGD 4.85000000                                                            | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    117000 | PA      | $119027.53    | 0.01%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 5.171% 07/16/32  | NTT FINANCE CORP REGD 144A P/P 5.17100000                                                         | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    600000 | PA      | $620305.67    | 0.04%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTR 9.125% 01/31/30  | NABORS INDUSTRIES INC REGD 144A P/P 9.12500000                                                    | CUSIP: 62957HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52576.50     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTR 7.625% 11/15/32  | NABORS INDUSTRIES INC REGD 144A P/P 7.62500000                                                    | CUSIP: 62957HAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66962.03     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NYC 2026-1PARK A V/R 02/15/28   | NYC COMMERCIAL MORTGAGE TRUST 2026-1PARK SER 2026-1PARK CL A V/R REGD 144A P/P 4.95000000         | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $240149.83    | 0.02%             | 2043-02-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NYC 2026-1PARK C V/R 02/15/28   | NYC COMMERCIAL MORTGAGE TRUST 2026-1PARK SER 2026-1PARK CL C V/R REGD 144A P/P 5.55000000         | CUSIP: 62979QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $269578.13    | 0.02%             | 2043-02-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35  | NATIONAL FUEL GAS CO REGD 5.95000000                                                              | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63921.24     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 5% 08/15/34  | NATIONAL RURAL UTIL COOP REGD 5.00000000                                                          | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3055032.96   | 0.20%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP 5% 03/15/27        | NAVIENT CORP REGD 5.00000000                                                                      | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29545.99     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP 7.875% 06/15/32    | NAVIENT CORP REGD 7.87500000                                                                      | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27906.17     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  0.97% 12/15/28   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL A REGD 144A P/P 0.97000000        | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254225 | PA      | $232190.95    | 0.02%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2021-FA  1.11% 05/15/29   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL A REGD 144A P/P 1.11000000        | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    403385 | PA      | $366152.14    | 0.02%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO 10.375% 05/15/31  | NEPTUNE BIDCO US INC REGD 144A P/P 10.37500000                                                    | CUSIP: 640695AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65604.76     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| NETAPP INC 5.5% 03/17/32        | NETAPP INC REGD 5.50000000                                                                        | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70877.88     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-B M2 V/R 10/25/35    | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-B SER 2005-B CL M2 V/R REGD 4.52321000             | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3613980.80   | 0.24%             | 2035-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| NRZT 2021-NQ1R A V/R 07/25/55   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ1R CL A1 V/R REGD 144A P/P 0.94260000        | CUSIP: 64828BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191379 | PA      | $177246.31    | 0.01%             | 2055-07-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2021-NQ2R A V/R 10/25/58   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000        | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96635 | PA      | $93120.66     | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2021-NQM3 A V/R 11/27/56   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.15612000    | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    694917 | PA      | $642440.09    | 0.04%             | 2056-11-27      | Variable      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM7 A V/R 10/26/65   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 SER 2025-NQM7 CL A1 V/R REGD 144A P/P 5.01000000    | CUSIP: 64831YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203639 | PA      | $204438.30    | 0.01%             | 2065-10-26      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM7 A V/R 10/26/65   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 SER 2025-NQM7 CL A2 V/R REGD 144A P/P 5.26400000    | CUSIP: 64831YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    871340 | PA      | $874793.43    | 0.06%             | 2065-10-26      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2026-NQM1 A V/R 01/25/30   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.82400000    | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251739 | PA      | $251974.55    | 0.02%             | 2065-11-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE I 6.75% 11/15/39  | NEW YORK LIFE INSURANCE REGD P/P 6.75000000                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     66000 | PA      | $75939.80     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK TRANS 4.248% 09/01/35  | NEW YORK TRANSPRTN DEV CORP LE REGD N/C B/E 4.24800000                                            | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $578125.27    | 0.04%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  6.375% 05/15/30  | NEWELL BRANDS INC REGD 6.37500000                                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55168.69     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.9% 03/15/55  | NEXTERA ENERGY CAPITAL REGD 5.90000000                                                            | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $145399.78    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30      | NISOURCE INC REGD 3.60000000                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    259000 | PA      | $254060.69    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 04/01/34     | NISOURCE INC REGD 5.35000000                                                                      | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224427.85    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 11/30/54       | NISOURCE INC REGD V/R 6.95000000                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68958.78     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85% 04/01/55     | NISOURCE INC REGD 5.85000000                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121032.56    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 07/15/35     | NISOURCE INC REGD 5.35000000                                                                      | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    465000 | PA      | $480095.13    | 0.03%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR A 5.625% 09/29/28  | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 5.62500000                                              | CUSIP: 65480CAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45289.86     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WBRK 2025-WBRK A V/R 03/05/30   | NJ 2025-WBRK SER 2025-WBRK CL A V/R REGD 144A P/P 5.86700000                                      | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217000 | PA      | $227260.26    | 0.02%             | 2035-03-05      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47  | NORTHROP GRUMMAN CORP REGD 4.03000000                                                             | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73013.41     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.15% 05/01/40  | NORTHROP GRUMMAN CORP REGD 5.15000000                                                             | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242853.08    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN 5.2% 06/01/54  | NORTHROP GRUMMAN CORP REGD 5.20000000                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    241000 | PA      | $230024.86    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.65% 07/15/30  | NORTHROP GRUMMAN CORP REGD 4.65000000                                                             | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122878.66    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP 6.875% 01/30/30    | NOVELIS CORP REGD 144A P/P 6.87500000                                                             | CUSIP: 670001AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36129.73     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC C 5.4% 06/01/34  | NSTAR ELECTRIC CO REGD 5.40000000                                                                 | CUSIP: 67021CAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78433.50     | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC C 5.2% 03/01/35  | NSTAR ELECTRIC CO REGD 5.20000000                                                                 | CUSIP: 67021CAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236773.58    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 2.85% 04/01/30      | NVIDIA CORP REGD 2.85000000                                                                       | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96196.43     | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/40       | NVIDIA CORP REGD 3.50000000                                                                       | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $422502.10    | 0.03%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE S 5.65% 05/15/33  | NVENT FINANCE SARL REGD 5.65000000                                                                | CUSIP: 67078AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     72000 | PA      | $76088.83     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMO 5.75% 11/20/26  | O'REILLY AUTOMOTIVE INC REGD 5.75000000                                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64752.35     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIV 5% 08/19/34  | O'REILLY AUTOMOTIVE INC REGD 5.00000000                                                           | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154544.03    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 A1 V/R 03/25/25   | OBX 2021-NQM1 TRUST SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.07200000                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    468788 | PA      | $422725.50    | 0.03%             | 2066-02-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| NXPT 2024-STOR A V/R 11/05/29   | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR SER 2024-STOR CL A V/R REGD 144A P/P 4.31158000          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2647628.25   | 0.18%             | 2041-11-05      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| NXPT 2024-STOR B V/R 11/05/29   | NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR SER 2024-STOR CL B V/R REGD 144A P/P 4.64786000          | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130302.48    | 0.01%             | 2041-11-05      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-3BP A V/R 02/15/27     | NYC COMMERCIAL MORTGAGE TRUST 2025-3BP SER 2025-3BP CL A V/R REGD 144A P/P 4.87262000             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $588893.75    | 0.04%             | 2042-02-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| OBX 2026-NQM2 A1 V/R 01/25/30   | OBX 2026-NQM2 TRUST SER 2026-NQM2 CL A1 V/R REGD 144A P/P 4.81800000                              | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525520 | PA      | $526921.64    | 0.03%             | 2065-12-01      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NYC 2026-7W34 A V/R 02/05/31    | NYC COMMERCIAL MORTGAGE TRUST 2026-7W34 SER 2026-7W34 CL A V/R REGD 144A P/P 5.03780000           | CUSIP: 67123XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $203318.44    | 0.01%             | 2041-02-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33  | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                        | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62315.70     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP 6% 10/01/30   | CHORD ENERGY CORP REGD 144A P/P 6.00000000                                                        | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35752.51     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETR 6.45% 09/15/36  | OCCIDENTAL PETROLEUM COR REGD 6.45000000                                                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     71000 | PA      | $77337.03     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCT51 2021-1A AR V/R 07/20/34   | OCTAGON INVESTMENT PARTNERS 51 LTD SER 2021-1A CL AR V/R REGD 144A P/P 4.65763000                 | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499750.00    | 0.03%             | 2034-07-20      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BVSBC 2026-1 A V/R 08/25/55     | OCEANVIEW MORTGAGE TRUST 2026-SBC1 SER 2026-1 CL A V/R REGD 144A P/P 5.10400000                   | CUSIP: 675967AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001746.00   | 0.07%             | 2055-08-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| OGLETHORPE POWE 5.05% 10/01/48  | OGLETHORPE POWER CORP REGD SER WI 5.05000000                                                      | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77423.45     | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OAKC 2019-2A D1R V/R 01/21/38   | OHA CREDIT FUNDING 2 LTD SER 2019-2A CL D1R2 V/R REGD 144A P/P 6.36969000                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996775.50    | 0.07%             | 2038-01-21      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| OHIO EDISON CO 5.5% 01/15/33    | OHIO EDISON CO REGD 144A P/P 5.50000000                                                           | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $73439.41     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| OHIO EDISON CO 4.95% 12/15/29   | OHIO EDISON CO REGD 144A P/P 4.95000000                                                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128441.09    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OHIO POWER COMPANY 5% 06/01/33  | OHIO POWER COMPANY REGD 5.00000000                                                                | CUSIP: 677415CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408739.32    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP 6.625% 04/01/33       | OLIN CORP REGD 144A P/P 6.62500000                                                                | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34176.50     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HLTHCARE 3.375% 02/01/31  | OMEGA HLTHCARE INVESTORS REGD 3.37500000                                                          | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     78000 | PA      | $73609.01     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  3.25% 04/15/33  | OMEGA HLTHCARE INVESTORS REGD 3.25000000                                                          | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74947.10     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33        | ONEOK INC REGD 6.05000000                                                                         | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134216.11    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.625% 09/01/53       | ONEOK INC REGD 6.62500000                                                                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42394.04     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31        | ONEOK INC REGD 4.75000000                                                                         | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111578.73    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.05% 11/01/34        | ONEOK INC REGD 5.05000000                                                                         | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    610000 | PA      | $612224.20    | 0.04%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.4% 10/15/35         | ONEOK INC REGD 5.40000000                                                                         | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193985.63    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE  7.5% 05/15/31  | ONEMAIN FINANCE CORP REGD 7.50000000                                                              | CUSIP: 682691AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46463.17     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE  6.5% 03/15/33  | ONEMAIN FINANCE CORP REGD 6.50000000                                                              | CUSIP: 682691AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64407.85     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLIT 2025-HB2 A V/R 11/25/28    | OLIT 2025-HB2 SER 2025-HB2 CL A V/R REGD 144A P/P 3.00000000                                      | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245792 | PA      | $241108.67    | 0.02%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32     | 1261229 BC LTD REGD 144A P/P 10.00000000                                                          | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206826.53    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG 8% 08/01/30  | ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000                                                 | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    130000 | PA      | $125658.88    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVIN 4.45% 11/20/35  | ONTARIO (PROVINCE OF) REGD 4.45000000                                                             | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |   1845000 | PA      | $1877527.89   | 0.12%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIE 2.5% 10/15/31  | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000                                                 | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1320000 | PA      | $1198339.98   | 0.08%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 4.3% 07/08/34       | ORACLE CORP REGD 4.30000000                                                                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97184.82     | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37       | ORACLE CORP REGD 3.80000000                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205604.38    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50       | ORACLE CORP REGD 3.60000000                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    874000 | PA      | $546710.77    | 0.04%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51      | ORACLE CORP REGD 3.95000000                                                                       | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76124.83     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.9% 02/06/33       | ORACLE CORP REGD 4.90000000                                                                       | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48879.61     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.55% 02/06/53      | ORACLE CORP REGD 5.55000000                                                                       | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    229000 | PA      | $190435.69    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.7% 09/27/34       | ORACLE CORP REGD 4.70000000                                                                       | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $310120.42    | 0.02%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375% 09/27/54     | ORACLE CORP REGD 5.37500000                                                                       | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134394.82    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 09/27/64       | ORACLE CORP REGD 5.50000000                                                                       | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43495.52     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55         | ORACLE CORP REGD 6.00000000                                                                       | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101304.47    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.8% 09/26/32       | ORACLE CORP REGD 4.80000000                                                                       | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    975000 | PA      | $952697.11    | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.35% 05/04/33      | ORACLE CORP REGD 5.35000000                                                                       | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361213.58    | 0.02%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORANGE SA 4.25% 01/13/31        | ORANGE SA REGD 144A P/P MTN 4.25000000                                                            | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $450733.26    | 0.03%             | 2031-01-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA 7.375% 02/15/31  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000                                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57821.09     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OWENS CORNING 5.7% 06/15/34     | OWENS CORNING REGD 5.70000000                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137902.51    | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLYM 2026-IND A V/R 03/15/31    | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND SER 2026-IND CL A V/R REGD 144A P/P 0.00000000            | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140000.00    | 0.01%             | 2043-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PBF HOLDING CO LLC 6% 02/15/28  | PBF HOLDING CO LLC REGD SER WI 6.00000000                                                         | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24895.65     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFSFC 2023-C A 5.52% 10/15/26   | PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000                                       | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2915000 | PA      | $2942701.83   | 0.19%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34  | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                        | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3730533.06   | 0.25%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36  | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99530.84     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/25/41  | PNC FINANCIAL SERVICES REGD V/R 4.07500000                                                        | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63690.49     | 0.00%             | 2041-01-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.2% 05/15/30    | PSEG POWER LLC REGD 144A P/P 5.20000000                                                           | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102164.59    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| P11 2025-P11 B V/R 08/10/30     | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 SER 2025-P11 CL B V/R REGD 144A P/P 5.92700000            | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $208764.64    | 0.01%             | 2042-08-10      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-7 A1 V/R 08/25/28     | PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000                                     | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376450 | PA      | $376476.17    | 0.02%             | 2030-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL11  V/R 10/25/55   | PRET 2025-NPL11 LLC SER 2025-NPL11 CL A1 V/R REGD 144A P/P 5.19330000                             | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1229089 | PA      | $1231608.89   | 0.08%             | 2055-10-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PRET 2026-NPL1 A V/R 12/25/28   | PRET 2026-NPL1 LLC SER 2026-NPL1 CL A1 V/R REGD 144A P/P 5.17960000                               | CUSIP: 69383TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222713 | PA      | $222758.54    | 0.01%             | 2056-01-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2026-RCF1 A V/R 01/25/30   | PRPM 2026-RCF1 TRUST SER 2026-RCF1 CL A1 V/R REGD 144A P/P 4.84500000                             | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240812 | PA      | $242804.63    | 0.02%             | 2056-01-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL8 A V/R 07/25/28   | PRET 2025-NPL8 LLC SER 2025-NPL8 CL A1 V/R REGD 144A P/P 5.73190000                               | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    606133 | PA      | $608404.00    | 0.04%             | 2055-08-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-5 A1 V/R 07/25/28     | PRPM 2025-5 LLC SER 2025-5 CL A1 V/R REGD 144A P/P 5.72900000                                     | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212763 | PA      | $212852.28    | 0.01%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL14  V/R 12/25/28   | PRET 2025-NPL14 LLC SER 2025-NPL14 CL A1 V/R REGD 144A P/P 5.26500000                             | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    623269 | PA      | $617159.68    | 0.04%             | 2055-12-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PRET 2026-NPL2 A V/R 01/25/29   | PRET 2026-NPL2 LLC SER 2026-NPL2 CL A1 V/R REGD 144A P/P 5.15100000                               | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175000 | PA      | $1175662.11   | 0.08%             | 2056-02-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-6 A1 V/R 08/25/28     | PRPM 2025-6 LLC SER 2025-6 CL A1 V/R REGD 144A P/P 5.77400000                                     | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    538541 | PA      | $539178.47    | 0.04%             | 2028-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.6% 06/15/43  | PACIFIC GAS & ELECTRIC REGD 4.60000000                                                            | CUSIP: 694308HD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $37645.68     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.75% 02/15/44  | PACIFIC GAS & ELECTRIC REGD 4.75000000                                                            | CUSIP: 694308HH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $82518.08     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45  | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                            | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $84194.52     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31  | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                            | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $854861.41    | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 08/01/40  | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                            | CUSIP: 694308JH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $86963.91     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50  | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                            | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $58695.81     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30  | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                            | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190898.04    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31  | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                            | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $263948.35    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53  | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                            | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $203146.30    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                            | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $365350.69    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.95% 03/15/34  | PACIFIC GAS & ELECTRIC REGD 6.95000000                                                            | CUSIP: 694308KP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $151953.28    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34  | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                            | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $506439.53    | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 03/01/55  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                            | CUSIP: 694308KV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36251.81     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 10/15/55  | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                            | CUSIP: 694308KZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25051.59     | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.2% 05/01/36  | PACIFIC GAS & ELECTRIC REGD 5.20000000                                                            | CUSIP: 694308LA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45149.26     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.75% 04/01/37       | PACIFICORP REGD 5.75000000                                                                        | CUSIP: 695114CD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91988.26     | 0.01%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 6.25% 10/15/37       | PACIFICORP REGD 6.25000000                                                                        | CUSIP: 695114CG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24477.02     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.125% 01/15/49      | PACIFICORP REGD 4.12500000                                                                        | CUSIP: 695114CT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $16009.16     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.35% 12/01/53       | PACIFICORP REGD 5.35000000                                                                        | CUSIP: 695114CZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $282573.59    | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.5% 05/15/54        | PACIFICORP REGD 5.50000000                                                                        | CUSIP: 695114DA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $230069.30    | 0.02%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.8% 01/15/55        | PACIFICORP REGD 5.80000000                                                                        | CUSIP: 695114DE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52390.23     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.25% 03/15/29       | PACIFICORP REGD 4.25000000                                                                        | CUSIP: 695114DH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $156049.41    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PSTAT 2025-3A A1 V/R 01/15/34   | PALMER SQUARE LOAN FUNDING 2025-3 LTD SER 2025-3A CL A1 V/R REGD 144A P/P 4.66000000              | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    893000 | PA      | $892631.99    | 0.06%             | 2034-01-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-1A A2 V/R 10/15/32   | PALMER SQUARE LOAN FUNDING 2024-1 LTD SER 2024-1A CL A2R V/R REGD 144A P/P 4.80963000             | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $870154.86    | 0.06%             | 2032-10-15      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PA 2.252% 09/29/32  | REPUBLIC OF PANAMA REGD 2.25200000                                                                | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |    250000 | PA      | $210237.50    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW 7.125% 06/01/31  | PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91561.14     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PARK INTERMED HOLD 7% 02/01/30  | PARK INTERMED HOLDINGS REGD 144A P/P 7.00000000                                                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77652.90     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC 5.35% 04/15/32      | PAYCHEX INC REGD 5.35000000                                                                       | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    283000 | PA      | $290231.49    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SV 4.25% 02/15/29  | PENNYMAC FIN SVCS INC REGD 144A P/P 4.25000000                                                    | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43261.24     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN S 7.875% 12/15/29  | PENNYMAC FIN SVCS INC REGD 144A P/P 7.87500000                                                    | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83994.72     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN S 6.875% 05/15/32  | PENNYMAC FIN SVCS INC REGD 144A P/P 6.87500000                                                    | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35200.24     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.75% 05/24/26  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000                                                 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35082.78     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                                 | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130308.98    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.25% 02/01/30  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.25000000                                                 | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $292057.70    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LE 4.55% 01/15/31  | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.55000000                                                 | CUSIP: 709599CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125790.07    | 0.01%             | 2031-01-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FO 5.625% 03/01/34  | PERFORMANCE FOOD GROUP I REGD 144A P/P 5.62500000                                                 | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35117.09     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC 6.25% 02/01/33  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 6.25000000                                                 | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134612.61    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LIS 4.125% 05/15/27  | PERUSAHAAN LISTRIK NEGAR REGD REG S EMTN 4.12500000                                               | CUSIP: 71568QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199642.50    | 0.01%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOB 5.125% 09/10/30  | PETROBRAS GLOBAL FINANCE REGD 5.12500000                                                          | CUSIP: 71647NBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99550.00     | 0.01%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 A V/R 08/18/43      | PFP 2026-13 LTD SER 2026-13 CL A V/R REGD 144A P/P 5.16603000                                     | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $411666.73    | 0.03%             | 2043-08-18      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| PHNTOM 2026-1A 5.24% 01/15/33   | PHANTOM AVIATION SER 2026-1A CL A REGD 144A P/P 5.24000000                                        | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $508704.40    | 0.03%             | 2051-01-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/15/30  | PHILIP MORRIS INTL INC REGD 5.12500000                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228577.24    | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33  | PHILIP MORRIS INTL INC REGD 5.37500000                                                            | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $522671.45    | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31  | PHILIP MORRIS INTL INC REGD 5.12500000                                                            | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286883.99    | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34  | PHILIP MORRIS INTL INC REGD 5.25000000                                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137217.46    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.375% 11/01/27  | PHILIP MORRIS INTL INC REGD 4.37500000                                                            | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429225.15    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 11/01/31  | PHILIP MORRIS INTL INC REGD 4.75000000                                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185117.58    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON 5.75% 07/15/34  | PHILLIPS EDISON GROCERY REGD 5.75000000                                                           | CUSIP: 71845JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $151384.44    | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CA 4.9% 05/15/28  | PINNACLE WEST CAPITAL REGD 4.90000000                                                             | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120290.84    | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST C 5.15% 05/15/30  | PINNACLE WEST CAPITAL REGD 5.15000000                                                             | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    212000 | PA      | $219641.91    | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  5.6% 01/15/36  | PLAINS ALL AMER PIPELINE REGD 5.60000000                                                          | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $230665.35    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARPK 2021-1A AR V/R 01/20/39   | POINT AU ROCHE PARK CLO LTD SER 2021-1A CL AR V/R REGD 144A P/P 4.82934000                        | CUSIP: 73052VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499458.05    | 0.03%             | 2039-01-20      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS  6.375% 03/01/33  | POST HOLDINGS INC REGD 144A P/P 6.37500000                                                        | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86519.97     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL7 A V/R 07/25/28   | PRET 2025-NPL7 LLC SER 2025-NPL7 CL A1 V/R REGD 144A P/P 5.65710000                               | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1552664 | PA      | $1558131.51   | 0.10%             | 2055-07-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/28   | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 5.74370000                               | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    993962 | PA      | $997076.10    | 0.07%             | 2055-06-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL6  S/UP 11/25/29   | PRET 2025-RPL6 TRUST SER 2025-RPL6 CL A1 S/UP REGD 144A P/P 3.85000000                            | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1232532 | PA      | $1179725.92   | 0.08%             | 2069-09-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| PRIMO / TRITON  6.25% 04/01/29  | PRIMO / TRITON WATER HLD REGD 144A P/P 6.25000000                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84984.74     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PRM7 2025-PRM7 A V/R 11/10/30   | PRM7 TRUST 2025-PRM7 SER 2025-PRM7 CL A V/R REGD 144A P/P 4.36338000                              | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3192985.60   | 0.21%             | 2042-11-10      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR4  4.3% 08/17/30   | PROGRESS RESIDENTIAL 2025-SFR4 TRUST SER 2025-SFR4 CL A REGD 144A P/P 4.30000000                  | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $749516.63    | 0.05%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2  3.3% 04/17/29   | PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000                  | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464644 | PA      | $451819.18    | 0.03%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR 4.451% 06/17/27   | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL A REGD 144A P/P 4.45100000                  | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233903 | PA      | $233839.70    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR 4.451% 07/20/27   | PROGRESS RESIDENTIAL 2022-SFR6 TRUST SER 2022-SFR6 CL A REGD 144A P/P 4.45100000                  | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1052527 | PA      | $1053441.48   | 0.07%             | 2039-07-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| PROG 2023-SFR1  4.3% 03/09/28   | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL A REGD 144A P/P 4.30000000                  | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539258 | PA      | $540081.74    | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2026-SFR1 B 4% 02/17/31    | PROGRESS RESIDENTIAL 2026-SFR1 TRUST SER 2026-SFR1 CL B REGD 144A P/P 4.00000000                  | CUSIP: 74334HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    295000 | PA      | $286289.48    | 0.02%             | 2043-02-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS TARGET 4.25% 01/15/31  | PROLOGIS TARGETED US REGD 144A P/P 4.25000000                                                     | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135203.28    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS TARGET 4.75% 01/15/36  | PROLOGIS TARGETED US REGD 144A P/P 4.75000000                                                     | CUSIP: 74350LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $370755.58    | 0.02%             | 2036-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2026-1 A1 V/R 02/25/31     | PRPM 2026-1 LLC SER 2026-1 CL A1 V/R REGD 144A P/P 5.18500000                                     | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $629999.37    | 0.04%             | 2031-02-25      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35  | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                           | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $459577.06    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 6.125% 10/15/33  | PUBLIC SERVICE ENTERPRIS REGD 6.12500000                                                          | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43342.13     | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 5.4% 03/15/35  | PUBLIC SERVICE ENTERPRIS REGD 5.40000000                                                          | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    620000 | PA      | $643175.64    | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 5.725% 03/15/35  | PUGET ENERGY INC REGD 5.72500000                                                                  | CUSIP: 745310AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $677709.14    | 0.04%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| QORVO INC 3.375% 04/01/31       | QORVO INC REGD 144A P/P 3.37500000                                                                | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     96000 | PA      | $88475.77     | 0.01%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| QNITY ELECTRONI 6.25% 08/15/33  | QNITY ELECTRONICS INC REGD 144A P/P 6.25000000                                                    | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41531.98     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES 5.25% 08/09/34  | QUANTA SERVICES INC REGD 5.25000000                                                               | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221734.18    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PR 6.75% 04/30/32  | QXO BUILDING PRODUCTS REGD 144A P/P 6.75000000                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36250.06     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS  5% 12/15/34  | QUEST DIAGNOSTICS INC REGD 5.00000000                                                             | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138284.76    | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDIN 6.75% 03/01/33  | QUIKRETE HOLDINGS INC REGD 144A P/P 6.75000000                                                    | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88353.76     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RALI 2006-QS17 A8 6% 12/25/36   | RALI SERIES 2006-QS17 TRUST SER 2006-QS17 CL A8 REGD 6.00000000                                   | CUSIP: 74922SAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2409049 | PA      | $2056249.93   | 0.14%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28      | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                        | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74229 | PA      | $74385.33     | 0.00%             | 2030-05-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/R 6.5% 06/15/33  | RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000                                                 | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83103.20     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/ 5.75% 03/15/34  | RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 5.75000000                                                 | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60437.76     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RADIATE HOLDCO / 4.5% 09/15/26  | RADIATE HOLDCO / FINANCE REGD 144A P/P 4.50000000                                                 | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19700.00     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PART 9.781% 02/15/30  | RADIOLOGY PARTNERS INC REGD 144A P/P 9.78100000                                                   | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     31664 | PA      | $29605.84     | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNE 8.5% 07/15/32  | RADIOLOGY PARTNERS INC REGD 144A P/P 8.50000000                                                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77226.00     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE RE GRP 5.25% 04/15/30  | ANYWHERE RE GRP/REALOGY REGD 144A P/P 5.25000000                                                  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33106.11     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL EST/ 7% 04/15/30  | ANYWHERE REAL EST/CO-ISS REGD 144A P/P 7.00000000                                                 | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50542.20     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 04/15/35  | REALTY INCOME CORP REGD 5.12500000                                                                | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185189.19    | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 4.5% 02/01/33  | REALTY INCOME CORP REGD 4.50000000                                                                | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536097.94    | 0.04%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP  6.375% 02/15/29  | UPBOUND GROUP INC REGD 144A P/P 6.37500000                                                        | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44547.17     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVIC 5.15% 03/15/35  | REPUBLIC SERVICES INC REGD 5.15000000                                                             | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    138000 | PA      | $144165.70    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RMLT 2021-1R A1 V/R 01/25/65    | RESIDENTIAL MORTGAGE LOAN TRUST 2021-1R SER 2021-1R CL A1 V/R REGD 144A P/P 0.85900000            | CUSIP: 76090NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73139 | PA      | $71180.74     | 0.00%             | 2065-01-25      | Variable      | 0.86%                 | Yes           |                  2 | On Loan: No      |
| RALI 2005-QS13  5.5% 09/25/35   | RALI SERIES 2005-QS13 TRUST SER 2005-QS13 CL 1A3 REGD 5.50000000                                  | CUSIP: 761118GU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    787617 | PA      | $634333.81    | 0.04%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RMLT 2020-1 M1 V/R 01/26/60     | RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 SER 2020-1 CL M1 V/R REGD 144A P/P 3.24200000              | CUSIP: 76119CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3041538.03   | 0.20%             | 2060-01-26      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| VDCR 2023-1A A2A 5% 09/15/28    | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000              | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1041897.27   | 0.07%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VDCR 2023-1A B 5.75% 09/15/28   | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL B REGD 144A P/P 5.75000000                | CUSIP: 76134KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500554.95    | 0.03%             | 2048-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VDCR 2024-1A  4.992% 09/17/29   | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 4.99200000               | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $560937.78    | 0.04%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55  | RIO TINTO FIN USA PLC REGD 5.75000000                                                             | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     83000 | PA      | $86143.50     | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPR 6.625% 02/01/33  | RIVERS ENTERPRISE REGD 144A P/P 6.62500000                                                        | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148807.41    | 0.01%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENT BORR 6.25% 10/15/30  | RIVERS ENT BORROWER LLC REGD 144A P/P 6.25000000                                                  | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51088.76     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC 6.375% 08/01/33  | ROCKET COS INC REGD 144A P/P 6.37500000                                                           | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46508.39     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35      | ROLLINS INC REGD SER WI 5.25000000                                                                | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150074.75    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.875% 01/30/29         | ROMANIA REGD 144A P/P 5.87500000                                                                  | CUSIP: 77586RAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |    300000 | PA      | $311434.33    | 0.02%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOG 4.25% 09/15/28  | ROPER TECHNOLOGIES INC REGD 4.25000000                                                            | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88396.32     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 07/15/27  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.37500000                                                  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72549.26     | 0.00%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 11/03/31  | ROYAL BANK OF CANADA REGD V/R MTN 4.30500000                                                      | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $299922.47    | 0.02%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 01/15/36  | ROYAL CARIBBEAN CRUISES REGD 5.37500000                                                           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63325.14     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.2% 09/25/35  | ROYALTY PHARMA PLC REGD 5.20000000                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294712.07    | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA  5.95% 09/25/55  | ROYALTY PHARMA PLC REGD 5.95000000                                                                | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89075.66     | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCFET 2024-1A  5.52% 10/20/28   | SCF EQUIPMENT LEASING 2024-1 LLC SER 2024-1A CL A3 REGD 144A P/P 5.52000000                       | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $290931.90    | 0.02%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUS 1.631% 11/15/26  | SBA TOWER TRUST REGD 144A P/P 1.63100000                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3356633.89   | 0.22%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| SHR 2024-LXRY A V/R 10/15/26    | SHR TRUST 2024-LXRY SER 2024-LXRY CL A V/R REGD 144A P/P 5.60965000                               | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1456818.75   | 0.10%             | 2041-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SFO 2021-555 A V/R 05/15/28     | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL A V/R REGD 144A P/P 4.92448000             | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199500.00    | 0.01%             | 2038-05-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SFO 2021-555 B V/R 05/15/28     | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL B V/R REGD 144A P/P 5.27448000             | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179310.76    | 0.01%             | 2038-05-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| SGR 2021-2 B1 V/R 12/25/61      | SG RESIDENTIAL MORTGAGE TRUST 2021-2 SER 2021-2 CL B1 V/R REGD 144A P/P 4.03800000                | CUSIP: 78432YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5238000 | PA      | $4194425.93   | 0.28%             | 2061-12-25      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO 7% 08/01/32        | SM ENERGY CO REGD 144A P/P 7.00000000                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66190.74     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| STWD 2021-FL2 A V/R 03/18/25    | STWD 2021-FL2 LTD SER 2021-FL2 CL A V/R REGD 144A P/P 4.98051000                                  | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    243290 | PA      | $241335.49    | 0.02%             | 2038-04-18      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SV RNO PROPERT 5.875% 03/01/31  | SV RNO PROPERTY OWNER 1 REGD 144A P/P 5.87500000                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75335.98     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SWF HOLDINGS I C 6.5% 10/01/29  | SWF HOLDINGS I CORP REGD 144A P/P 6.50000000                                                      | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $4700.00      | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SAAVI ENERGIA  8.875% 02/10/35  | SAAVI ENERGIA SARL REGD 144A P/P 8.87500000                                                       | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $220800.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SDCP 2024-1 A2 6% 04/20/29      | SABEY DATA CENTER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000                            | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $166722.25    | 0.01%             | 2049-04-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC 10.75% 11/15/29  | SABRE GLBL INC REGD 144A P/P 10.75000000                                                          | CUSIP: 78573NAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $12400.15     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC 10.75% 03/15/30  | SABRE GLBL INC REGD 144A P/P 10.75000000                                                          | CUSIP: 78573NAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $16675.00     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNAT 5.875% 01/12/56  | SAUDI INTERNATIONAL BOND REGD 144A P/P 5.87500000                                                 | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |    500000 | PA      | $502190.70    | 0.03%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN  6.375% 06/02/55  | SAUDI ARABIAN OIL CO REGD 144A P/P 6.37500000                                                     | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    400000 | PA      | $421544.90    | 0.03%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL  5% 02/02/36  | SAUDI ARABIAN OIL CO REGD 144A P/P MTN 5.00000000                                                 | CUSIP: 80415RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    285000 | PA      | $285384.75    | 0.02%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL  6% 02/02/56  | SAUDI ARABIAN OIL CO REGD 144A P/P MTN 6.00000000                                                 | CUSIP: 80415RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |    200000 | PA      | $200702.00    | 0.01%             | 2056-02-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MATIV HOLDINGS INC 8% 10/01/29  | MATIV HOLDINGS INC REGD 144A P/P 8.00000000                                                       | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24672.81     | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT & WONDER  7.25% 11/15/29  | LIGHT & WONDER INTL INC REGD 144A P/P 7.25000000                                                  | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66625.91     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SEASPAN CORP 5.5% 08/01/29      | SEASPAN CORP REGD 144A P/P 5.50000000                                                             | CUSIP: 81254UAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     95000 | PA      | $90995.24     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SELECT MEDICAL  6.25% 12/01/32  | SELECT MEDICAL CORP REGD 144A P/P 6.25000000                                                      | CUSIP: 816196AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48775.66     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTI 5.5% 12/15/27  | SERVICE PROPERTIES TRUST REGD 5.50000000                                                          | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.35     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPER 8.875% 06/15/32  | SERVICE PROPERTIES TRUST REGD 8.87500000                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40149.92     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIE ZCP 09/30/27  | SERVICE PROPERTIES TRUST REGD ZCP 144A P/P 0.00000000                                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54724.96     | 0.00%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHACK 2013-3A DR V/R 07/15/30   | SHACKLETON 2013-III CLO LTD SER 2013-3A CL DR V/R REGD 144A P/P 6.95380000                        | CUSIP: 81881QAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500534.25    | 0.03%             | 2030-07-15      | Variable      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO  5.5% 07/01/29  | SIRIUS XM RADIO LLC REGD 144A P/P 5.50000000                                                      | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125126.29    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOFI 2018-B BF 3.83% 01/25/27   | SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL BFX REGD 144A P/P 3.83000000            | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    941145 | PA      | $920842.56    | 0.06%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVAN 5.625% 09/30/33  | SOLSTICE ADVANCED MATERI REGD 144A P/P 5.62500000                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90973.89     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.4% 03/01/29    | SOLVENTUM CORP REGD 5.40000000                                                                    | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52887.24     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS  4.6% 09/01/29  | SONOCO PRODUCTS CO REGD 4.60000000                                                                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54751.78     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SNDPT 2014-2RA B V/R 10/20/31   | SOUND POINT CLO VI-R LTD SER 2014-2RA CL B V/R REGD 144A P/P 5.72924000                           | CUSIP: 83613WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502038.10    | 0.03%             | 2031-10-20      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BRTPT 2024-5A D1 V/R 10/20/37   | BRANT POINT CLO 2024-5 LTD SER 2024-5A CL D1 V/R REGD 144A P/P 6.76763000                         | CUSIP: 83617CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502689.40    | 0.03%             | 2037-10-20      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 6% 01/15/34  | SOUTHERN CAL EDISON REGD 6.00000000                                                               | CUSIP: 842400ES8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $90688.25     | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 3.9% 03/15/43  | SOUTHERN CAL EDISON REGD SER 13-A 3.90000000                                                      | CUSIP: 842400FW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $41022.78     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.65% 10/01/43  | SOUTHERN CAL EDISON REGD 4.65000000                                                               | CUSIP: 842400FZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $112689.31    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47  | SOUTHERN CAL EDISON REGD 4.00000000                                                               | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $22324.41     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48  | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                         | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638000 | PA      | $499342.68    | 0.03%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.45% 06/01/52  | SOUTHERN CAL EDISON REGD SER E 5.45000000                                                         | CUSIP: 842400HR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $165986.62    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.7% 03/01/53  | SOUTHERN CAL EDISON REGD 5.70000000                                                               | CUSIP: 842400HV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $221897.11    | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53  | SOUTHERN CAL EDISON REGD 5.87500000                                                               | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73686.33     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.2% 06/01/34  | SOUTHERN CAL EDISON REGD 5.20000000                                                               | CUSIP: 842400HZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $345640.59    | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.15% 06/01/29  | SOUTHERN CAL EDISON REGD 5.15000000                                                               | CUSIP: 842400JC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $298326.76    | 0.02%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.45% 03/01/35  | SOUTHERN CAL EDISON REGD 5.45000000                                                               | CUSIP: 842400JG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56590.93     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.8% 03/15/33  | SOUTHERN CAL EDISON REGD 4.80000000                                                               | CUSIP: 842400JL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85375.53     | 0.01%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.75% 06/01/53  | SOUTHERN CALIF GAS CO REGD 5.75000000                                                             | CUSIP: 842434CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4334768.74   | 0.29%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS 6% 06/15/55  | SOUTHERN CALIF GAS CO REGD 6.00000000                                                             | CUSIP: 842434DD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217889.56    | 0.01%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.85% 06/15/28      | SOUTHERN CO REGD 4.85000000                                                                       | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30600.49     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 4.85% 03/15/35      | SOUTHERN CO REGD 4.85000000                                                                       | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129763.86    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 03/15/55        | SOUTHERN CO REGD V/R SER 2025 6.37500000                                                          | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49172.29     | 0.00%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 4.05% 09/15/28  | SOUTHERN CO GAS CAPITAL REGD SER A 4.05000000                                                     | CUSIP: 8426EPAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49143.01     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  5.1% 09/15/35  | SOUTHERN CO GAS CAPITAL REGD SER B 5.10000000                                                     | CUSIP: 8426EPAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $417571.16    | 0.03%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURA 5.45% 08/01/35  | SOUTHERN NATURAL GAS REGD 144A P/P 5.45000000                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38426.72     | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN POWER C 4.9% 10/01/35  | SOUTHERN POWER CO REGD SER B 4.90000000                                                           | CUSIP: 843646AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $368661.58    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33  | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                           | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93318.23     | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 4.75% 02/01/32  | EXPAND ENERGY CORP REGD 4.75000000                                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71881.19     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPGN 2026-TFLM A V/R 02/15/28   | SPGN TRUST 2026-TFLM SER 2026-TFLM CL A V/R REGD 144A P/P 5.00000000                              | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199687.50    | 0.01%             | 2041-02-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTE 4.6% 06/15/28  | SPIRIT AEROSYSTEMS INC REGD 4.60000000                                                            | CUSIP: 85205TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $57482.73     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIDC 2023-2A A2 5.9% 07/25/28   | STACK INFRASTRUCTURE ISSUER LLC SER 2023-2A CL A2 REGD 144A P/P 5.90000000                        | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $592021.28    | 0.04%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SIDC 2024-1A A2 5.9% 03/26/29   | STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000                        | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $323857.73    | 0.02%             | 2049-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SREIT 2021-MFP2  V/R 11/15/23   | SREIT TRUST 2021-MFP2 SER 2021-MFP2 CL C V/R REGD 144A P/P 5.14518000                             | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $179943.75    | 0.01%             | 2036-11-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDIN 6.5% 08/15/32  | STANDARD BUILDING SOLUTI REGD 144A P/P 6.50000000                                                 | CUSIP: 853191AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51466.80     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILD 5.875% 03/15/34  | STANDARD BUILDING SOLUTI REGD 144A P/P 5.87500000                                                 | CUSIP: 853192AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64841.56     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STAR LEASING C 7.625% 02/15/30  | STAR LEASING CO LLC REGD 144A P/P 7.62500000                                                      | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19019.24     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STAPLES INC 10.75% 09/01/29     | STAPLES INC REGD 144A P/P 10.75000000                                                             | CUSIP: 855030AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55053.85     | 0.00%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| STAR 2021-SFR1 G V/R 04/17/26   | STAR 2021-SFR1 TRUST SER 2021-SFR1 CL G V/R REGD 144A P/P 6.97448000                              | CUSIP: 85521DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3501463.35   | 0.23%             | 2038-04-17      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPER 7.25% 04/01/29  | STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000                                                  | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73349.92     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY  6% 04/15/30  | STARWOOD PROPERTY TRUST REGD 144A P/P 6.00000000                                                  | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35810.88     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPER 5.25% 10/15/28  | STARWOOD PROPERTY TRUST REGD 144A P/P 5.25000000                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75360.60     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STAR 2021-1 A1 V/R 05/25/65     | STAR 2021-1 TRUST SER 2021-1 CL A1 V/R REGD 144A P/P 1.21900000                                   | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261847 | PA      | $248451.79    | 0.02%             | 2065-05-25      | Variable      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| STAR 2021-2 A1 V/R 05/25/65     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.94300000          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69374 | PA      | $66279.96     | 0.00%             | 2065-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| STAR 2021-6 A1 V/R 11/25/66     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.92000000          | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697584 | PA      | $627823.79    | 0.04%             | 2066-11-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| STATION CASINO 6.625% 03/15/32  | STATION CASINOS LLC REGD 144A P/P 6.62500000                                                      | CUSIP: 857691AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56304.66     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SFUEL 2025-CA  4.44% 11/20/28   | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEA SER 2025-CA CL C REGD 144A P/P 4.44000000          | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $427423.78    | 0.03%             | 2030-08-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL L 4.95% 02/11/31  | STORE CAPITAL LLC REGD 144A P/P 4.95000000                                                        | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27240.42     | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SAIL 2006-4 A5 V/R 07/25/36     | STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-4 SER 2006-4 CL A5 V/R REGD 4.40821000                | CUSIP: 86360WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8644483 | PA      | $3219669.76   | 0.21%             | 2036-07-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.505% 07/30/34   | SUBWAY FUNDING LLC SER 2024-1A CL A23 REGD 144A P/P 6.50500000                                    | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    493750 | PA      | $511307.26    | 0.03%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE P 5% 06/01/31  | SUBURBAN PROPANE PARTNRS REGD 144A P/P 5.00000000                                                 | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62599.04     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SUNCOKE ENERGY 4.875% 06/30/29  | SUNCOKE ENERGY INC REGD 144A P/P 4.87500000                                                       | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50240.07     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE  6% 04/15/27  | SUNOCO LP/FINANCE CORP REGD SER WI 6.00000000                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55024.70     | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNRN 2021-2A  2.27% 01/30/29   | SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000                        | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1554225 | PA      | $1427596.87   | 0.09%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| SUZANO NETHERLAN 5.5% 01/15/36  | SUZANO NETHERLANDS BV REGD 5.50000000                                                             | CUSIP: 86960YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    153000 | PA      | $154606.50    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWTCH 2024-2A B 6.2% 06/25/29   | SWITCH ABS ISSUER LLC SER 2024-2A CL B REGD 144A P/P 6.20000000                                   | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005035.20   | 0.07%             | 2054-06-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31  | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                           | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444308.29    | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36  | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387268.90    | 0.03%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 02/25/32  | SYNCHRONY FINANCIAL REGD V/R 4.94700000                                                           | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89468.77     | 0.01%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNIT 2023-A2  5.74% 10/15/26   | SYNCHRONY CARD FUNDING LLC SER 2023-A2 CL A REGD 5.74000000                                       | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1430000 | PA      | $1446335.75   | 0.10%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30  | T-MOBILE USA INC REGD SER WI 3.87500000                                                           | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $292732.16    | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.875% 02/15/31  | T-MOBILE USA INC REGD 2.87500000                                                                  | CUSIP: 87264ABT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4701000 | PA      | $4414044.94   | 0.29%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.55% 02/15/31  | T-MOBILE USA INC REGD 2.55000000                                                                  | CUSIP: 87264ACB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $536898.76    | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55  | T-MOBILE USA INC REGD 5.50000000                                                                  | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $341440.36    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.7% 01/15/35  | T-MOBILE USA INC REGD 4.70000000                                                                  | CUSIP: 87264ADM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149184.32    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-1A  5.05% 02/22/27   | T-MOBILE US TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.05000000                                | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2310009.37   | 0.15%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TMUST 2024-2A  4.25% 08/20/27   | T-MOBILE US TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.25000000                                | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6030187.20   | 0.40%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRTX 2022-FL5 A V/R 02/15/39    | TRTX 2022-FL5 ISSUER LTD SER 2022-FL5 CL A V/R REGD 144A P/P 5.31406000                           | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    183454 | PA      | $182804.37    | 0.01%             | 2039-02-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BELL 2021-1A  2.542% 08/25/31   | TACO BELL FUNDING LLC SER 2021-1A CL A23 REGD 144A P/P 2.54200000                                 | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1473750 | PA      | $1317903.15   | 0.09%             | 2051-08-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SU 6.25% 02/01/34  | TALEN ENERGY SUPPLY LLC REGD 144A P/P 6.25000000                                                  | CUSIP: 87422VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40703.79     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG  7.375% 02/15/29  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 7.37500000                                                  | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67386.48     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG P 6.75% 03/15/34  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.75000000                                                  | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25692.60     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY INC 5.1% 03/11/30      | TAPESTRY INC REGD 5.10000000                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154874.17    | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC 5.5% 03/11/35      | TAPESTRY INC REGD 5.50000000                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114098.57    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32  | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $218304.05    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES  5.4% 07/30/36  | TARGA RESOURCES CORP REGD 5.40000000                                                              | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325907.48    | 0.02%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 4.35% 04/15/31  | TARGA RESOURCES CORP REGD 4.35000000                                                              | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130010.44    | 0.01%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON 5.75% 11/15/32  | TAYLOR MORRISON COMM REGD 144A P/P 5.75000000                                                     | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103329.20    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP V/R 10/15/55         | TELUS CORP REGD V/R 7.00000000                                                                    | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $149846.21    | 0.01%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCA 6.125% 06/15/30  | TENET HEALTHCARE CORP REGD 6.12500000                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122393.28    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE C 6% 11/15/33  | TENET HEALTHCARE CORP REGD 144A P/P 6.00000000                                                    | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15501.45     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE 5.5% 11/15/32  | TENET HEALTHCARE CORP REGD 144A P/P 5.50000000                                                    | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15186.48     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE GAS PI 2.9% 03/01/30  | TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6275000 | PA      | $5999341.13   | 0.40%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| TEXTRON INC 5.5% 05/15/35       | TEXTRON INC REGD 5.50000000                                                                       | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    137000 | PA      | $144142.03    | 0.01%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER  4.473% 10/07/32  | THERMO FISHER SCIENTIFIC REGD 4.47300000                                                          | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $667461.21    | 0.04%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE G 6.5% 03/31/29  | CLOUD SOFTWARE GRP INC REGD 144A P/P 6.50000000                                                   | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $63744.01     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.928% 10/15/35  | TORONTO-DOMINION BANK REGD 4.92800000                                                             | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $74607.65     | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.638% 04/05/64  | TOTALENERGIES CAPITAL SA REGD 5.63800000                                                          | CUSIP: 89157XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    255000 | PA      | $252614.75    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.425% 09/10/64  | TOTALENERGIES CAPITAL SA REGD 5.42500000                                                          | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $143318.54    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CA 4.569% 01/13/33  | TOTALENERGI CAP USA LLC REGD 4.56900000                                                           | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136684.06    | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-R1 A1 V/R 04/27/29    | TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000                  | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1355476 | PA      | $1248793.22   | 0.08%             | 2060-11-30      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2022-4 A1 V/R 06/25/62     | TOWD POINT MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 3.75000000                    | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2156342 | PA      | $2094416.86   | 0.14%             | 2062-09-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRANS-ALLEGHENY IN 5% 01/15/31  | TRANS-ALLEGHENY INTERSTA REGD 144A P/P 5.00000000                                                 | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $291472.13    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.875% 12/15/30   | TRANSDIGM INC REGD 144A P/P 6.87500000                                                            | CUSIP: 893647BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140501.66    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.375% 05/31/33   | TRANSDIGM INC REGD 144A P/P 6.37500000                                                            | CUSIP: 893647BY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91856.97     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.25% 01/31/34    | TRANSDIGM INC REGD 144A P/P 6.25000000                                                            | CUSIP: 893647BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5172.49      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.75% 01/31/34    | TRANSDIGM INC REGD 144A P/P 6.75000000                                                            | CUSIP: 893647CA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10377.81     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INT 7.875% 10/15/32  | TRANSOCEAN INTERNTNL LTD REGD 144A P/P 7.87500000                                                 | CUSIP: 893814AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     20000 | PA      | $21474.28     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TRAVELERS COS IN 4.6% 08/01/43  | TRAVELERS COS INC REGD 4.60000000                                                                 | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75604.51     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TREST 2021-4A AR V/R 10/30/38   | TRESTLES CLO IV LTD SER 2021-4A CL AR1 V/R REGD 144A P/P 5.07056000                               | CUSIP: 89532WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001932.60   | 0.07%             | 2038-10-30      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TCN 2026-SFR1 A V/R 02/17/28    | TRICON RESIDENTIAL 2026-SFR1 TRUST SER 2026-SFR1 CL A V/R REGD 144A P/P 4.77119000                | CUSIP: 895989AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    555000 | PA      | $555692.64    | 0.04%             | 2043-02-17      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| TRIDENT TPI HO 12.75% 12/31/28  | TRIDENT TPI HOLDINGS INC REGD 144A P/P 12.75000000                                                | CUSIP: 89616RAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30776.88     | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| TCN 2025-SFR2 A 5.2% 08/17/32   | TRICON RESIDENTIAL 2025-SFR2 TRUST SER 2025-SFR2 CL A REGD 144A P/P 5.20000000                    | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    891538 | PA      | $913245.04    | 0.06%             | 2044-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINE 3.25% 03/15/32  | TRITON CONTAINER/TAL INT REGD 3.25000000                                                          | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    153000 | PA      | $141843.65    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINE 5.15% 02/15/33  | TRITON CONTAINER/TAL INT REGD 5.15000000                                                          | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     75000 | PA      | $74990.70     | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 A1 V/R 07/25/56   | TRK 2021-INV1 TRUST SER 2021-INV1 CL A1 V/R REGD 144A P/P 1.15300000                              | CUSIP: 89688WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225886 | PA      | $206120.29    | 0.01%             | 2056-07-25      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC 9.125% 09/30/30      | TRONOX INC REGD 144A P/P 9.12500000                                                               | CUSIP: 897051AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14728.62     | 0.00%             | 2030-09-30      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                     | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3379697.91   | 0.22%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29  | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64592.51     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 08/05/32  | TRUIST FINANCIAL CORP REGD V/R MTN 5.15300000                                                     | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137107.57    | 0.01%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PRK 2017-280P A V/R 09/15/19    | 280 PARK AVENUE 2017-280P MORTGAGE TRUST SER 2017-280P CL A V/R REGD 144A P/P 4.84900000          | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $219175.00    | 0.01%             | 2034-09-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/33       | UBS GROUP AG REGD V/R 144A P/P 2.74600000                                                         | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1673792.53   | 0.11%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| UDR INC 3.2% 01/15/30           | UDR INC REGD MTN 3.20000000                                                                       | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5008212.61   | 0.33%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C1 XA V/R 06/15/50   | UBS COMMERCIAL MORTGAGE TRUST 2017-C1 SER 2017-C1 CL XA V/R REGD 1.45676700                       | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3568094 | PA      | $37609.85     | 0.00%             | 2050-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C6 B V/R 12/15/27    | UBS COMMERCIAL MORTGAGE TRUST 2017-C6 SER 2017-C6 CL B V/R REGD 4.15390000                        | CUSIP: 90276UBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $373266.14    | 0.02%             | 2050-12-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UKG INC 6.875% 02/01/31         | UKG INC REGD 144A P/P 6.87500000                                                                  | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101865.61    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC 5.75% 04/15/33     | US FOODS INC REGD 144A P/P 5.75000000                                                             | CUSIP: 90290MAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147903.92    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34  | UBER TECHNOLOGIES INC REGD 4.80000000                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277803.03    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/35  | UBER TECHNOLOGIES INC REGD 4.80000000                                                             | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298629.28    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29  | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                      | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $148887.53    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINE 5.375% 03/01/31  | UNITED AIRLINES HOLDINGS REGD 5.37500000                                                          | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    242000 | PA      | $246733.42    | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.875% 03/01/29  | UNITED AIRLINES HOLDINGS REGD 4.87500000                                                          | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58418.37     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34  | UNITED MEXICAN STATES REGD 3.50000000                                                             | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    210000 | PA      | $183414.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53  | UNITED MEXICAN STATES REGD 6.33800000                                                             | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    300000 | PA      | $290970.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/07/36  | UNITED MEXICAN STATES REGD 6.00000000                                                             | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    555000 | PA      | $568181.25    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37  | UNITED MEXICAN STATES REGD 6.87500000                                                             | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    355000 | PA      | $382601.25    | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.625% 01/29/38  | UNITED MEXICAN STATES REGD 6.62500000                                                             | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    290000 | PA      | $306385.00    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.375% 03/22/33  | UNITED MEXICAN STATES REGD 5.37500000                                                             | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1135000 | PA      | $1133921.75   | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 09/22/35  | UNITED MEXICAN STATES REGD SER 10 5.62500000                                                      | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    425000 | PA      | $423725.00    | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 02/09/34  | UNITED MEXICAN STATES REGD 5.62500000                                                             | CUSIP: 91087BBQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    340000 | PA      | $342968.20    | 0.02%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL  6.75% 10/15/28  | UNITED NATURAL FOODS INC REGD 144A P/P 6.75000000                                                 | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    227000 | PA      | $227406.78    | 0.02%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS B V/R 10/14/31  | UNITED OVERSEAS BANK LTD REGD V/R REG S EMTN 2.00000000                                           | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197343.73    | 0.01%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 5.375% 11/15/33  | UNITED RENTALS NORTH AM REGD 144A P/P 5.37500000                                                  | CUSIP: 911365BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60489.22     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 02/01/34         | US BANCORP REGD V/R 4.83900000                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1161874.07   | 0.08%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                         | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4911861 | PA      | $3955076.50   | 0.26%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44    | UNITED STATES TREASURY BOND 3.62500000                                                            | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6715000 | PA      | $5953004.90   | 0.39%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12905000 | PA      | $11011594.53  | 0.73%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45      | UNITED STATES TREASURY BOND 2.50000000                                                            | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3195000 | PA      | $2345080.09   | 0.16%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                         | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2139882 | PA      | $1618001.96   | 0.11%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46     | UNITED STATES TREASURY BOND 2.25000000                                                            | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3240000 | PA      | $2216489.05   | 0.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                            | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8500000 | PA      | $6562597.64   | 0.43%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48    | UNITED STATES TREASURY BOND 3.12500000                                                            | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9545000 | PA      | $7518924.66   | 0.50%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5110000 | PA      | $4189800.81   | 0.28%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50          | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                         | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2155352 | PA      | $1296911.25   | 0.09%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50     | UNITED STATES TREASURY BOND 1.25000000                                                            | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  47114000 | PA      | $23606690.66  | 1.56%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50    | UNITED STATES TREASURY BOND 1.37500000                                                            | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7050000 | PA      | $3629097.62   | 0.24%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40    | UNITED STATES TREASURY BOND 1.12500000                                                            | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22000000 | PA      | $14440937.50  | 0.96%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40    | UNITED STATES TREASURY BOND 1.37500000                                                            | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2790000 | PA      | $1873332.41   | 0.12%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41    | UNITED STATES TREASURY BOND 1.87500000                                                            | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3525000 | PA      | $2544747.06   | 0.17%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51    | UNITED STATES TREASURY BOND 2.37500000                                                            | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29315000 | PA      | $19244839.60  | 1.27%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                            | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12330000 | PA      | $7117203.48   | 0.47%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41        | UNITED STATES TREASURY BOND 2.00000000                                                            | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14565000 | PA      | $10509557.81  | 0.70%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52        | UNITED STATES TREASURY BOND 3.00000000                                                            | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7170000 | PA      | $5341089.88   | 0.35%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42    | UNITED STATES TREASURY BOND 3.37500000                                                            | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5735000 | PA      | $4997066.77   | 0.33%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52        | UNITED STATES TREASURY BOND 4.00000000                                                            | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2801600 | PA      | $2517062.50   | 0.17%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                            | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33950000 | PA      | $31454144.70  | 2.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                            | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5797000 | PA      | $4863365.96   | 0.32%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53    | UNITED STATES TREASURY BOND 4.12500000                                                            | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8290000 | PA      | $7605103.50   | 0.50%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    980000 | PA      | $991139.85    | 0.07%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54     | UNITED STATES TREASURY BOND 4.25000000                                                            | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2880000 | PA      | $2698424.99   | 0.18%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44    | UNITED STATES TREASURY BOND 4.12500000                                                            | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3205000 | PA      | $3035235.16   | 0.20%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54      | UNITED STATES TREASURY BOND 4.50000000                                                            | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1015000 | PA      | $991607.42    | 0.07%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4780000 | PA      | $4824999.21   | 0.32%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55    | UNITED STATES TREASURY BOND 4.62500000                                                            | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6190000 | PA      | $6173316.03   | 0.41%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45    | UNITED STATES TREASURY BOND 4.87500000                                                            | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2975000 | PA      | $3094464.85   | 0.20%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.375% 07/15/27         | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.37500000                                         | CUSIP: 9128282L3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1536687 | PA      | $1534192.34   | 0.10%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.5% 01/15/28           | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.50000000                                         | CUSIP: 9128283R9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1550213 | PA      | $1539508.98   | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30    | UNITED STATES TREASURY NOTE 0.87500000                                                            | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4500000 | PA      | $3989707.02   | 0.26%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 11/30/27    | UNITED STATES TREASURY NOTE 0.62500000                                                            | CUSIP: 91282CAY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12098000 | PA      | $11532796.56  | 0.76%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 03/31/26     | UNITED STATES TREASURY NOTE 0.75000000                                                            | CUSIP: 91282CBT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16600000 | PA      | $16560764.74  | 1.10%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 05/31/26     | UNITED STATES TREASURY NOTE 0.75000000                                                            | CUSIP: 91282CCF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4650000 | PA      | $4616142.19   | 0.31%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 09/30/26    | UNITED STATES TREASURY NOTE 0.87500000                                                            | CUSIP: 91282CCZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6800000 | PA      | $6692815.00   | 0.44%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29    | UNITED STATES TREASURY NOTE 2.37500000                                                            | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24590000 | PA      | $23855181.70  | 1.58%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.625% 10/15/27         | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000                                         | CUSIP: 91282CFR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1990953 | PA      | $2023134.06   | 0.13%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/34          | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                         | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3410369 | PA      | $3472008.54   | 0.23%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34     | UNITED STATES TREASURY NOTE 4.25000000                                                            | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    220000 | PA      | $226024.22    | 0.01%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/31    | UNITED STATES TREASURY NOTE 4.12500000                                                            | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4665000 | PA      | $4789096.28   | 0.32%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29    | UNITED STATES TREASURY NOTE 4.12500000                                                            | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3960000 | PA      | $4053276.57   | 0.27%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29    | UNITED STATES TREASURY NOTE 4.37500000                                                            | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  31125000 | PA      | $32145073.32  | 2.13%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9480000 | PA      | $9625162.50   | 0.64%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                            | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9475000 | PA      | $9718166.97   | 0.64%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2560000 | PA      | $2599900.01   | 0.17%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/28    | UNITED STATES TREASURY NOTE 3.37500000                                                            | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23405000 | PA      | $23396771.74  | 1.55%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/32    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CNZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11400000 | PA      | $11521125.00  | 0.76%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/30    | UNITED STATES TREASURY NOTE 3.62500000                                                            | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5860000 | PA      | $5889986.73   | 0.39%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 12/15/28      | UNITED STATES TREASURY NOTE 3.50000000                                                            | CUSIP: 91282CPP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4965000 | PA      | $4979739.84   | 0.33%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/32    | UNITED STATES TREASURY NOTE 3.87500000                                                            | CUSIP: 91282CPQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15035000 | PA      | $15183000.78  | 1.00%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 12/31/27    | UNITED STATES TREASURY NOTE 3.37500000                                                            | CUSIP: 91282CPS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11965000 | PA      | $11958456.58  | 0.79%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CS 8.625% 06/15/32  | UNITI GROUP/CSL CAPITAL REGD 144A P/P SER FEB 8.62500000                                          | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15213.11     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP/CS 8.625% 06/15/32  | UNITI GROUP/CSL CAPITAL REGD 144A P/P 8.62500000                                                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40568.28     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF CALIFO 6.548% 05/15/48  | UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.54800000                                            | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $21871.86     | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUN 8.5% 07/31/31  | UNIVISION COMMUNICATIONS REGD 144A P/P 8.50000000                                                 | CUSIP: 914906AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92106.54     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-4 A2 4.56% 11/20/35   | UPSTART SECURITIZATION TRUST 2025-4 SER 2025-4 CL A2 REGD 144A P/P 4.56000000                     | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $425753.74    | 0.03%             | 2035-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VBTEL 2024-1A  5.59% 05/15/29   | VB-S1 ISSUER LLC - VBTEL SER 2024-1A CL C2 REGD 144A P/P 5.59000000                               | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $677794.51    | 0.04%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| VOLT 2021-NPL9 A V/R 05/25/51   | VOLT C LLC SER 2021-NPL9 CL A1 V/R REGD 144A P/P 5.99180000                                       | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88077 | PA      | $88095.37     | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| VSP OPTICAL GRO 5.45% 12/01/35  | VSP OPTICAL GROUP INC REGD 144A P/P 5.45000000                                                    | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53914.09     | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VT TOPCO INC 8.5% 08/15/30      | VT TOPCO INC REGD 144A P/P 8.50000000                                                             | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39736.88     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC 6.5% 05/15/32  | VAIL RESORTS INC REGD 144A P/P 6.50000000                                                         | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46606.05     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LI 6.4% 06/28/54  | VALE OVERSEAS LIMITED REGD 6.40000000                                                             | CUSIP: 91911TAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     78000 | PA      | $81814.20     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AM 8.5% 01/31/27  | BAUSCH HEALTH AMERICAS REGD P/P 8.50000000                                                        | CUSIP: 91911XAW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19820.05     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 5.875% 05/22/30  | VAR ENERGI ASA REGD 144A P/P 5.87500000                                                           | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    200000 | PA      | $209990.87    | 0.01%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA 6.5% 05/22/35    | VAR ENERGI ASA REGD 144A P/P 6.50000000                                                           | CUSIP: 92212WAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |    215000 | PA      | $232044.02    | 0.02%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VEGAS 2024-TI 5.518% 11/10/27   | VEGAS TRUST 2024-TI SER 2024-TI CL A REGD 144A P/P 5.51830000                                     | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113000 | PA      | $114044.78    | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL P 7.5% 05/01/33  | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.50000000                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16639.94     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34  | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52620.95     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 6.125% 12/15/30  | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.12500000                                                    | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51940.40     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTR 2021-42A A V/R 04/15/34   | VENTURE 42 CLO LTD SER 2021-42A CL A1A V/R REGD 144A P/P 5.06380000                               | CUSIP: 923260AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1710000 | PA      | $1711944.61   | 0.11%             | 2034-04-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.125% 06/01/28  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000                                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97478.08     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.375% 06/01/31  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.37500000                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51201.87     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 9.875% 02/01/32  | VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000                                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31783.17     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP 5.5% 09/18/26      | VERALTO CORP REGD SER WI 5.50000000                                                               | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95655.47     | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP 5.35% 09/18/28     | VERALTO CORP REGD SER WI 5.35000000                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48537.45     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP 5.45% 09/18/33     | VERALTO CORP REGD SER WI 5.45000000                                                               | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76926.63     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATI 10.5% 11/30/30  | VERITIV OPERATING CO REGD 144A P/P 10.50000000                                                    | CUSIP: 92339LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53498.50     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VERISIGN INC 5.25% 06/01/32     | VERISIGN INC REGD 5.25000000                                                                      | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180143.67    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31  | VERIZON COMMUNICATIONS REGD 1.75000000                                                            | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3956000 | PA      | $3537559.44   | 0.23%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 5.75% 11/30/45  | VERIZON COMMUNICATIONS REGD 5.75000000                                                            | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179935.57    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.25% 06/05/34  | VERISK ANALYTICS INC REGD 5.25000000                                                              | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    139000 | PA      | $141567.94    | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-7 B 4.6% 08/20/29     | VERIZON MASTER TRUST SER 2024-7 CL B REGD 144A P/P 4.60000000                                     | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2915000 | PA      | $2963585.76   | 0.20%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-8 B 4.82% 11/22/27    | VERIZON MASTER TRUST SER 2024-8 CL B REGD 4.82000000                                              | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2695000 | PA      | $2739435.97   | 0.18%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-8 C 4.99% 11/22/27    | VERIZON MASTER TRUST SER 2024-8 CL C REGD 4.99000000                                              | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1072789.30   | 0.07%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-1 B 4.94% 01/20/28    | VERIZON MASTER TRUST SER 2025-1 CL B REGD 4.94000000                                              | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $2005062.45   | 0.13%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-9 B 4.24% 10/20/27    | VERIZON MASTER TRUST SERIES 2025-9 SER 2025-9 CL B REGD 4.24000000                                | CUSIP: 92348KEX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5834000 | PA      | $5859027.86   | 0.39%             | 2030-10-21      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-R1 M1 V/R 09/25/69   | VERUS SECURITIZATION TRUST 2024-R1 SER 2024-R1 CL M1 V/R REGD 144A P/P 5.89900000                 | CUSIP: 924926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3513492.50   | 0.23%             | 2069-09-25      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERTIV GROUP C 4.125% 11/15/28  | VERTIV GROUP CORPORATION REGD 144A P/P 4.12500000                                                 | CUSIP: 92535UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $180268.99    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERTIV HOLDINGS  5.8% 03/15/56  | VERTIV HOLDINGS CO REGD 5.80000000                                                                | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109182.24    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 B1 V/R 01/25/66    | VERUS SECURITIZATION TRUST 2021-1 SER 2021-1 CL B1 V/R REGD 144A P/P 2.97700000                   | CUSIP: 92537QAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3814000 | PA      | $3147388.70   | 0.21%             | 2066-01-25      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-R1 A1 V/R 10/25/63   | VERUS SECURITIZATION TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 0.82000000                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64627 | PA      | $62803.90     | 0.00%             | 2063-10-25      | Variable      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-R2 A1 V/R 02/25/64   | VERUS SECURITIZATION TRUST 2021-R2 SER 2021-R2 CL A1 V/R REGD 144A P/P 0.91800000                 | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150707 | PA      | $142733.09    | 0.01%             | 2064-02-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-2 A1 V/R 02/25/66    | VERUS SECURITIZATION TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 1.03100000                   | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170877 | PA      | $157862.00    | 0.01%             | 2066-02-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66    | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                   | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    765715 | PA      | $677209.77    | 0.04%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-6 A1 V/R 10/25/66    | VERUS SECURITIZATION TRUST 2021-6 SER 2021-6 CL A1 V/R REGD 144A P/P 1.63000000                   | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    802571 | PA      | $720559.16    | 0.05%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2022-1 A1 V/R 01/25/67    | VERUS SECURITIZATION TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 3.72400000                   | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    701886 | PA      | $675811.52    | 0.04%             | 2067-01-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOB 4.375% 03/15/43  | PARAMOUNT GLOBAL REGD SER WI 4.37500000                                                           | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    465000 | PA      | $293278.66    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43  | PARAMOUNT GLOBAL REGD 5.85000000                                                                  | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    521000 | PA      | $385930.18    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.95% 01/15/31  | PARAMOUNT GLOBAL REGD 4.95000000                                                                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163311.69    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.95% 05/19/50  | PARAMOUNT GLOBAL REGD 4.95000000                                                                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    335000 | PA      | $211706.11    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50         | VIATRIS INC REGD SER WI 4.00000000                                                                | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $188332.42    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.625% 12/01/29  | VICI PROPERTIES / NOTE REGD 144A P/P 4.62500000                                                   | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $286713.59    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICTRA HLDG/VIC 8.75% 09/15/29  | VICTRA HLDG/VICTRA FIN REGD 144A P/P 8.75000000                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131361.75    | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD 5.7% 01/15/35     | VIDEOTRON LTD REGD 144A P/P 5.70000000                                                            | CUSIP: 92660FAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    141000 | PA      | $145759.61    | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| VIKING CRUISES 5.875% 10/15/33  | VIKING CRUISES LTD REGD 144A P/P 5.87500000                                                       | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183628.80    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY C 6.75% 04/15/29  | EXPAND ENERGY CORP REGD 144A P/P 6.75000000                                                       | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55160.02     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VIPER ENERGY PAR 4.9% 08/01/30  | VIPER ENERGY PARTNERS LL REGD 4.90000000                                                          | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $104065.50    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  4.2% 05/15/45  | VIRGINIA ELEC & POWER CO REGD SER B 4.20000000                                                    | CUSIP: 927804FT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20947.91     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 5% 01/15/34  | VIRGINIA ELEC & POWER CO REGD 5.00000000                                                          | CUSIP: 927804GP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $423398.15    | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.05% 08/15/34  | VIRGINIA ELEC & POWER CO REGD 5.05000000                                                          | CUSIP: 927804GR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147878.99    | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.55% 08/15/54  | VIRGINIA ELEC & POWER CO REGD 5.55000000                                                          | CUSIP: 927804GS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $62250.94     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55  | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                          | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118149.76    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  4.9% 09/15/35  | VIRGINIA ELEC & POWER CO REGD SER C 4.90000000                                                    | CUSIP: 927804GV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $451353.11    | 0.03%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  5.6% 09/15/55  | VIRGINIA ELEC & POWER CO REGD SER D 5.60000000                                                    | CUSIP: 927804GW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $72520.82     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.95% 03/15/36  | VIRGINIA ELEC & POWER CO REGD 4.95000000                                                          | CUSIP: 927804GX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $594028.79    | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATI 4.375% 05/01/29  | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.37500000                                                 | CUSIP: 92840VAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148401.65    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VOLCAN CIA MINER 8.5% 10/28/32  | VOLCAN CIA MINERA SAA-CM REGD 144A P/P 8.50000000                                                 | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     40000 | PA      | $41828.40     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLT 2021-NPL4 A V/R 03/27/51   | VOLT XCV LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 6.23960000                                     | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28788 | PA      | $28797.87     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| VOLT 2021-NP11 A V/R 07/25/24   | VOLT CII LLC SER 2021-NP11 CL A1 V/R REGD 144A P/P 5.86780000                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103118 | PA      | $103140.95    | 0.01%             | 2051-08-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| VOLTAGRID LLC 7.375% 11/01/30   | VOLTAGRID LLC REGD 144A P/P 7.37500000                                                            | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52209.56     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2023-1A A1R V/R 01/20/39   | VOYA CLO 2023-1 LTD SER 2023-1A CL A1R V/R REGD 144A P/P 4.87763000                               | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502651.15    | 0.03%             | 2039-01-20      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT  9.25% 07/01/32  | VOYAGER PARENT LLC REGD 144A P/P 9.25000000                                                       | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53391.05     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROU 4.75% 01/15/28  | WEC ENERGY GROUP INC REGD 4.75000000                                                              | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279185.53    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP  V/R 05/15/56  | WEC ENERGY GROUP INC REGD V/R 5.62500000                                                          | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103649.83    | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 3.9% 06/01/28         | WRKCO INC REGD 3.90000000                                                                         | CUSIP: 92940PAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2397841.78   | 0.16%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDI 5.625% 08/15/29  | WR GRACE HOLDING LLC REGD 144A P/P 5.62500000                                                     | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52686.51     | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LL 6.5% 10/15/33  | WBI OPERATING LLC REGD 144A P/P 6.50000000                                                        | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81300.00     | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLO 6.625% 04/01/33  | WALKER & DUNLOP INC REGD 144A P/P 6.62500000                                                      | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59304.78     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WAND NEWCO 3 I 7.625% 01/30/32  | WAND NEWCO 3 INC REGD 144A P/P 7.62500000                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83476.86     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| WASTE CONNECTIO 5.25% 09/01/35  | WASTE CONNECTIONS INC REGD 5.25000000                                                             | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    119000 | PA      | $124564.31    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/ 7.125% 08/01/32  | WATCO COS LLC/FINANCE CO REGD 144A P/P 7.12500000                                                 | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $115742.33    | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC 7.25% 10/31/29      | WAYFAIR LLC REGD 144A P/P 7.25000000                                                              | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51672.10     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC 6.75% 11/15/32      | WAYFAIR LLC REGD 144A P/P 6.75000000                                                              | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61151.70     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INT 6.75% 10/15/33  | WEATHERFORD INTERNATIONA REGD 144A P/P 6.75000000                                                 | CUSIP: 947075AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $94093.56     | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMP 3% 04/22/26  | WELLS FARGO & COMPANY REGD 3.00000000                                                             | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159793.21    | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-C63 XA V/R 08/15/57   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-C63 SER 2024-C63 CL XA V/R REGD 1.00237300             | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4328866 | PA      | $300764.87    | 0.02%             | 2057-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-BNK 2.652% 07/15/26   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL A3 REGD 2.65200000               | CUSIP: 95000GAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1390420.08   | 0.09%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31  | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89413.63     | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/51  | WELLS FARGO & COMPANY REGD V/R MTN 5.01300000                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41168.04     | 0.00%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33  | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $399103.16    | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34  | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $6091102.26   | 0.40%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31  | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    337000 | PA      | $348874.18    | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 09/15/36  | WELLS FARGO & COMPANY REGD V/R 4.89200000                                                         | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    306000 | PA      | $306889.72    | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C42 B V/R 12/15/27    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C42 SER 2017-C42 CL B V/R REGD 4.00200000              | CUSIP: 95001GAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $377167.95    | 0.02%             | 2050-12-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C38 XA V/R 07/15/50   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL XA V/R REGD 0.90225700             | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8451678 | PA      | $79853.99     | 0.01%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C45 4.147% 12/15/27   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45 SER 2018-C45 CL ASB REGD 4.14700000                | CUSIP: 95001NAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    356474 | PA      | $356485.58    | 0.02%             | 2051-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C6 AS V/R 09/15/30   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6 SER 2025-5C6 CL AS V/R REGD 5.58200000             | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261000 | PA      | $272079.61    | 0.02%             | 2058-10-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C7 5.503% 11/15/30   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C7 SER 2025-5C7 CL AS REGD 5.50300000                 | CUSIP: 95004XAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $265343.72    | 0.02%             | 2058-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2026-5C8 5.034% 02/15/31   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-5C8 SER 2026-5C8 CL A3 REGD 5.03400000                 | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204000 | PA      | $210956.09    | 0.01%             | 2059-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| WFCM 2026-5C8 5.554% 02/15/31   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-5C8 SER 2026-5C8 CL C REGD 5.55400000                  | CUSIP: 95005BAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204000 | PA      | $204899.72    | 0.01%             | 2059-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WEN 2022-1A A 4.236% 03/15/29   | WENDY'S FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 4.23600000                                   | CUSIP: 95058XAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    936050 | PA      | $931222.51    | 0.06%             | 2052-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBU 6.375% 03/15/33  | WESCO DISTRIBUTION INC REGD 144A P/P 6.37500000                                                   | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36491.74     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTI 5.5% 04/15/34  | WESCO DISTRIBUTION INC REGD 144A P/P 5.50000000                                                   | CUSIP: 95081QAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50388.00     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE A 5.611% 03/11/34  | WESTINGHOUSE AIR BRAKE REGD 5.61100000                                                            | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    310000 | PA      | $328736.47    | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR 4.9% 05/29/30  | WESTINGHOUSE AIR BRAKE REGD 4.90000000                                                            | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515017.44    | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-2A A 4.87% 06/21/39   | WHEELS FLEET LEASE FUNDING 1 LLC SER 2024-2A CL A1 REGD 144A P/P 4.87000000                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   4197958 | PA      | $4241190.78   | 0.28%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORP 6.5% 06/15/33    | WHIRLPOOL CORP REGD 6.50000000                                                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44907.55     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WHISTLER PIPELIN 5.7% 09/30/31  | WHISTLER PIPELINE LLC REGD 144A P/P 5.70000000                                                    | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111201.14    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.65% 03/15/33  | WILLIAMS COMPANIES INC REGD 5.65000000                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2962866.98   | 0.20%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/36  | WILLIAMS COMPANIES INC REGD 5.15000000                                                            | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187169.79    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.95% 03/15/56  | WILLIAMS COMPANIES INC REGD 5.95000000                                                            | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148218.40    | 0.01%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 4.55% 03/15/31  | WILLIS NORTH AMERICA INC REGD 4.55000000                                                          | CUSIP: 970648AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83059.03     | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERV 8.25% 10/01/31  | WINDSTREAM SERVICES/ESCR REGD 144A P/P 8.25000000                                                 | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68434.28     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES L 7.5% 10/15/33  | UNITI SERVICES LLC REGD 144A P/P 7.50000000                                                       | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62425.92     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WSTOP 2020-1A 2.841% 12/05/27   | WINGSTOP FUNDING LLC SER 2020-1A CL A2 REGD 144A P/P 2.84100000                                   | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $958385.89    | 0.06%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34  | WISCONSIN POWER & LIGHT REGD 5.37500000                                                           | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119592.39    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.8% 04/01/32       | WORKDAY INC REGD 3.80000000                                                                       | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68297.03     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LL 7.75% 10/15/30  | WULF COMPUTE LLC REGD 144A P/P 7.75000000                                                         | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42360.56     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS 4.375% 08/15/28  | WYNDHAM HOTELS & RESORTS REGD 144A P/P 4.37500000                                                 | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153904.66    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| XHR LP 6.625% 05/15/30          | XHR LP REGD 144A P/P 6.62500000                                                                   | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139987.04    | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| XPO INC 7.125% 06/01/31         | XPO INC REGD 144A P/P 7.12500000                                                                  | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176649.38    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC 4.6% 06/01/32   | XCEL ENERGY INC REGD 4.60000000                                                                   | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110817.87    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 5.6% 04/15/35   | XCEL ENERGY INC REGD 5.60000000                                                                   | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355387.26    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENI 8.498% 01/31/45  | YINSON BERGENIA PRODUCTI REGD 144A P/P 8.49800000                                                 | CUSIP: 98585VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    197340 | PA      | $209591.06    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 2025-1A  5.648% 03/20/30   | ZAYO ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.64800000                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $700538.13    | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43        | ZOETIS INC REGD SER WI 4.70000000                                                                 | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54875.27     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.15% 08/17/28       | ZOETIS INC REGD 4.15000000                                                                        | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146103.61    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP02.97 03/15/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $345858.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.25 06/21/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $113395.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.59 09/20/53 CHASUS33 FLOAT                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $65908.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP04.16 03/19/45 CHASUS33XXX FLOAT                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-291002.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CDS US68389XBN49 01.000 SP 12/20/2030 CHASUS33XXX FIXED                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-26562.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.37 05/31/30 CHASUS33XXX FLOAT                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-19079.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.59 11/15/32 CHASUS33XXX FLOAT                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-26674.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS 8.25% /PERP/     | COSAN OVERSEAS LTD REGD /PERP/ 8.25000000                                                         | CUSIP: G2541SAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    300000 | PA      | $295050.00    | 0.02%             | 2175-02-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEO 6.75% 04/24/33  | STAR ENERGY GEOTHERMAL REGD REG S 6.75000000                                                      | CUSIP: G84393AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    255000 | PA      | $262400.01    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -S 7.5% 12/15/28  | AI CANDELARIA -SPAIN- SA REGD REG S 7.50000000                                                    | CUSIP: E0R75QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    147916 | PA      | $150134.97    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OR 6.125% 05/15/29  | GOLD FIELDS OROGEN HOLD REGD REG S 6.12500000                                                     | CUSIP: G40365AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    200000 | PA      | $210205.89    | 0.01%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL C 6.25% 03/25/29  | MILLICOM INTL CELLULAR REGD REG S 6.25000000                                                      | CUSIP: L6388GHV5<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $181093.32    | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRIC 5.5% 05/14/27  | EMPRESA ELECTRICA COCHRA REGD REG S 5.50000000                                                    | CUSIP: P3713CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     46400 | PA      | $46394.09     | 0.00%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPAC 7.5% 12/31/31  | PRUMO PARTICIPACOES E IN REGD REG S 7.50000000                                                    | CUSIP: P7922DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    196116 | PA      | $199994.35    | 0.01%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRIC 3.949% 02/12/30  | ADANI ELECTRICITY MUMBAI REGD 3.94900000                                                          | CUSIP: Y0R1SDAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $189672.12    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSO 4.625% 10/15/39  | ADANIREN KODSOPAR WARSOM REGD REG S EMTN 4.62500000                                               | CUSIP: Y0R1LYAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    164250 | PA      | $138139.62    | 0.01%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STE 4.25% 05/21/36  | ADANI TRANS STEP-ONE LTD REGD REG S 4.25000000                                                    | CUSIP: Y0R15UGV6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    266000 | PA      | $242467.15    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MINSUR SA 4.5% 10/28/31         | MINSUR SA REGD REG S 4.50000000                                                                   | CUSIP: P6811TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $194036.72    | 0.01%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 3.8% 05/13/60   | STATE OF ISRAEL REGD REG S SER 40Y 3.80000000                                                     | CUSIP: M87068AT5<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGA              | IL        |    200000 | PA      | $137388.96    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO 4% 12/15/50  | KINGDOM OF MOROCCO REGD REG S 4.00000000                                                          | CUSIP: V5311VAH3<br>LEI: N/A                  | Long             | DBT              | USGA              | MA        |    200000 | PA      | $147118.58    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES  5.875% 04/08/32  | CSN RESOURCES SA REGD REG S 5.87500000                                                            | CUSIP: L21779AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $142369.00    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34  | OFFICE CHERIFIEN DES PHO REGD 6.75000000                                                          | CUSIP: V6560ABE1<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $216692.84    | 0.01%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FIN 6.7% 02/25/37  | RAIZEN FUELS FINANC REGD REG S 6.70000000                                                         | CUSIP: L7909CAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $89750.00     | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| BPRL INTERNATI 4.375% 01/18/27  | BPRL INTERNATIONAL SINGA REGD EMTN 4.37500000                                                     | CUSIP: Y0963BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200320.67    | 0.01%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA 4.375% 07/17/27     | CENCOSUD SA REGD REG S 4.37500000                                                                 | CUSIP: P2205JAQ3<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $300381.90    | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONGC VIDESH VAN 3.75% 07/27/26  | ONGC VIDESH VANKORNEFT REGD REG S 3.75000000                                                      | CUSIP: Y6478NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199654.85    | 0.01%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES /EUR/             | LUXCO3 SHARES /EUR/ 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       266 | NS      | $4989.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Federated Investors, Inc.       | Federated Government Obligations Fund                                                             | CUSIP: 608919718<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | STIV             | RF                | US        |    618657 | OU      | $618656.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30  | GOVT OF BERMUDA REGD REG S 2.37500000                                                             | CUSIP: G10367AE3<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |    890000 | PA      | $815818.50    | 0.05%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVERE ZCP 06/05/34  | BIOCEANICO SOVEREIGN REGD ZCP REG S 0.00000000                                                    | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    310093 | PA      | $257228.71    | 0.02%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LIN 5.875% 07/05/34  | LIMA METRO LINE 2 FIN LT REGD 5.87500000                                                          | CUSIP: G54897AA4<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    223678 | PA      | $231816.11    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINAN ZCP 09/30/36  | RUTAS 2 & 7 FINANCE LTD REGD ZCP REG S 0.00000000                                                 | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    293333 | PA      | $226808.23    | 0.02%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICI 6.01% 01/20/33  | CHILE ELECTRICITY LUX REGD REG S 6.01000000                                                       | CUSIP: L15669AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $180799.18    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SA 5.198% 06/15/34  | GUARA NORTE SARL REGD REG S 5.19800000                                                            | CUSIP: L4R02QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    147330 | PA      | $145110.15    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA 5.2% 01/26/31  | SIMPAR EUROPE SA REGD REG S 5.20000000                                                            | CUSIP: L8449RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    305000 | PA      | $254888.50    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T/L COLORADO BUYE 0% 05/01/24   | T/L COLORADO BUYER INC REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27565 | PA      | $0.00         | 0.00%             | 2026-05-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L CSC HOLDINGS 0% 04/15/27    | T/L CSC HOLDINGS LLC REGD 0.00000000                                                              | CUSIP: 64072UAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8210 | PA      | $7081.44      | 0.00%             | 2027-04-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| T/L MILANO ACQUIS 0% 10/01/27   | T/L MILANO ACQUISITION CORP    REGD 0.00000000                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     77404 | PA      | $73243.52     | 0.00%             | 2027-10-01      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| T/L REALPAGE INC 0% 4/24/28     | T/L REALPAGE INC REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14961 | PA      | $13789.05     | 0.00%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| T/L POLARIS NEW 0% 06/02/2028   | T/L POLARIS NEWCO LLC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37367 | PA      | $31735.04     | 0.00%             | 2028-06-02      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| T/L ADMI CORP 0% 12/23/2027     | T/L ADMI CORP. (AKA ASPEN      DENTAL) REGD 0.00000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27893 | PA      | $26498.42     | 0.00%             | 2027-12-23      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| T/L DIRECTV FIN 0% 08/02/27     | T/L DIRECTV FINANCING LLC      REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3730 | PA      | $3730.18      | 0.00%             | 2027-08-02      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 1/22/29      | T/L ASURION LLC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3925 | PA      | $3922.80      | 0.00%             | 2029-01-22      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| T/L ATHENAHEAL 0% 02/15/29      | T/L ATHENAHEALTH INC REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $19450.00     | 0.00%             | 2029-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L RESTAURANT TEC 0% 04/02/29  | T/L RESTAURANT TECHNOLOGIES   INC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53639 | PA      | $53583.70     | 0.00%             | 2029-04-02      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0.00% 10/27/29  | T/L TWITTER INC 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69705 | PA      | $69849.96     | 0.00%             | 2029-10-27      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| T/L VIRGIN MEDI 0% 02/28/31     | T/L VIRGIN MEDIA BRISTOL LLC   REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $37266.80     | 0.00%             | 2031-03-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| T/L ONTARIO GAMIN 0%  08/01/30  | T/L ONTARIO GAMING GTA LIMITED PARTNERSHIP REGD TERM LOAN 0.00000000                              | CUSIP: C6907UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     21380 | PA      | $20107.66     | 0.00%             | 2030-08-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L VERITIV CORP 0% 11/30/30    | T/L VERITIV CORPORATION REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19750 | PA      | $19562.00     | 0.00%             | 2030-11-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L MERLIN BUYER 0% 11/12/29    | T/L MERLIN BUYER INC REGD 0.00000000                                                              | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19950 | PA      | $16777.95     | 0.00%             | 2029-11-12      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L CAESARS ENTER 0% 02/06/31   | T/L CAESARS ENTERTAINMENT INC  REGD TERM LOAN 0.00000000                                          | CUSIP: 12768EAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89886 | PA      | $88941.99     | 0.01%             | 2031-02-06      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L UKG INC  0% 01/30/31        | T/L UKG INC REGD ZCP TERM LOAN 0.00000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $37780.00     | 0.00%             | 2031-02-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L CAMELOT 0% 01/31/31 /USD/   | T/L CAMELOT U.S. ACQUISITION   REGD /USD/ 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $16833.40     | 0.00%             | 2031-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L VESTIS CORP 0.00% 02/22/31  | T/L VESTIS CORPORATION 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37987 | PA      | $36245.59     | 0.00%             | 2031-02-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L APPLIED SYST 0% 02/23/32    | T/L APPLIED SYSTEMS INC        REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $19675.00     | 0.00%             | 2032-02-23      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L EISNERAMPER 0% 02/28/31     | T/L EISNERAMPER - TERM LOAN B  0% 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $24208.25     | 0.00%             | 2031-02-28      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L PACIFIC DENTAL 0% 03/15/31  | T/L PACIFIC DENTAL SERVICES    LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19950 | PA      | $19922.14     | 0.00%             | 2031-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L STUBHUB HOLDC ZCP 03/15/30  | T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     10660 | PA      | $10296.13     | 0.00%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L MIWD HOLDCO 0% 03/28/31     | T/L MIWD HOLDCO II LLC REGD    ZCP TERM LOAN 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34737 | PA      | $34450.70     | 0.00%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L LC AHAB US 0% 05/01/31      | T/L LC AHAB US BIDCO LLC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64348 | PA      | $64187.49     | 0.00%             | 2031-05-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L STAPLES INC 0% 09/04/29     | T/L STAPLES INC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14887 | PA      | $13286.34     | 0.00%             | 2029-09-04      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| T/L LBM ACQUISI 0% 06/06/31     | T/L LBM ACQUISITION  LLC       REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10719 | PA      | $8821.82      | 0.00%             | 2031-06-06      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| T/L UNIVISION CO 0% 01/31/29    | T/L UNIVISION COMMUNICATIONS   INC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54861 | PA      | $54678.07     | 0.00%             | 2029-01-31      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| T/L OVG BUSINESS 0% 06/25/31    | T/L OVG BUSINESS SERVICES LLC  REGD 0.00000000                                                    | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84785 | PA      | $84467.40     | 0.01%             | 2031-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L THE EDELMAN FI 0% 10/06/28  | T/L THE EDELMAN FINANCIAL      ENGINES CENTER LLC REGD 0.00000000                                 | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9891.70      | 0.00%             | 2028-10-06      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| T/L MITCHELL INTER 0% 06/17/32  | T/L MITCHELL INTERNATIONAL     INC. REGD 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9190.00      | 0.00%             | 2032-06-17      | Variable      | 8.92%                 | No            |                  2 | On Loan: No      |
| T/L WHITE CAP 0% 10/19/29       | T/L WHITE CAP SUPPLY HOLDINGS  LLC REGD 0.00000000                                                | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24302 | PA      | $23993.02     | 0.00%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L EMRLD BORROWER 0% 08/04/31  | T/L EMRLD BORROWER LP REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24688 | PA      | $24572.16     | 0.00%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| T/L APRO LLC 0% 07/09/31        | T/L APRO LLC REGD 0.00000000                                                                      | CUSIP: 03834XAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43875 | PA      | $43995.66     | 0.00%             | 2031-07-09      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| T/L ARDONAGH MIDCO 0% 02/15/31  | T/L ARDONAGH MIDCO 3 LIMITED 0.00000000                                                           | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |     44663 | PA      | $43658.41     | 0.00%             | 2031-02-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| T/L LIFEPOINT HEA ZCP 05/17/31  | T/L LIFEPOINT HEALTH INC REGD ZCP TERM LOAN 0.00000000                                            | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     55598 | PA      | $55614.04     | 0.00%             | 2031-05-17      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L FLEETCOR TECH 0% 04/28/28   | T/L FLEETCOR TECHNOLOGIES      OPERATING COMPANY LLC REGD 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19800 | PA      | $19768.12     | 0.00%             | 2028-04-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L INEOS QUAT 00.00% 10/07/31  | T/L INEOS QUATTRO HOLDINGS UK  LIMITED 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9676 | PA      | $7369.64      | 0.00%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L TRIDENT TP 0% 09/15/28      | T/L TRIDENT TPI HOLDINGS  INC  REGD 0.00000000                                                    | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19950 | PA      | $19230.64     | 0.00%             | 2028-09-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L ZELIS PAYMENTS 0% 11/26/31  | T/L ZELIS PAYMENTS BUYER INC   REGD 0.00000000                                                    | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     48374 | PA      | $45592.02     | 0.00%             | 2031-11-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/29       | T/L SABRE INC REGD 0.00000000                                                                     | CUSIP: 78571YBL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14538 | PA      | $10030.93     | 0.00%             | 2029-11-15      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| T/L HEXION HOLDING 0% 03/15/29  | T/L HEXION HOLDINGS            CORPORATION 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24755 | PA      | $24255.85     | 0.00%             | 2029-03-15      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I 0% 12/31/31        | T/L MH SUB I LLC   REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52662 | PA      | $35678.67     | 0.00%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L INEOS US FIN 0% 02/07/31    | T/L INEOS US FINANCE LLC       REGD 0.00000000                                                    | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $4214.33      | 0.00%             | 2031-02-07      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L REALPAGE INC 0% 04/24/28    | T/L REALPAGE INC  REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34738 | PA      | $32343.04     | 0.00%             | 2028-04-24      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L GRANT THOR 0% 06/02/2031/   | T/L GRANT THORNTON ADVISORS    LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89912 | PA      | $83232.90     | 0.01%             | 2031-06-02      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L ACRISURE LLC 0% 11/06/30    | T/L ACRISURE LLC REGD 0.00000000                                                                  | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94761 | PA      | $91609.92     | 0.01%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L MCAFEE CORP 0% 03/01/29     | T/L MCAFEE CORP  REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12101 | PA      | $10497.92     | 0.00%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L KAMAN CORPO 0% 01/30/32     | T/L KAMAN CORPORATION REGD 0.00000000                                                             | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41010 | PA      | $40935.40     | 0.00%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L KAMAN CORP 00.00% 01/30/32  | T/L KAMAN CORPORATION 0.00000000                                                                  | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3886 | PA      | $3879.38      | 0.00%             | 2032-01-30      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| T/L SAVOR ACQUI 0.00% 02/04/32  | T/L SAVOR ACQUISITION INC      FIRST LIEN TERM LOAN B 0% 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63646 | PA      | $63672.43     | 0.00%             | 2032-02-04      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L SAVOR ACQUI 0.00% 02/04/32  | T/L SAVOR ACQUISITION INC 0% 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $6037.01      | 0.00%             | 2032-02-04      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T/L SUNRISE FINAN 0% 02/29/32   | T/L SUNRISE FINANCING          PARTNERSHIP 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35000 | PA      | $34620.95     | 0.00%             | 2032-02-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L FOCUS FINANC 0% 09/15/31    | T/L FOCUS FINANCIAL PARTNERS   LLC REGD 0.00000000                                                | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64925 | PA      | $61110.39     | 0.00%             | 2031-09-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L COTIVITI 0% 02/13/32/       | T/L COTIVITI INC REGD 0.00000000                                                                  | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44738 | PA      | $39522.98     | 0.00%             | 2032-02-13      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L MINIMAX VIK 0% 02/20/32     | T/L MINIMAX VIKING GMBH REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     24875 | PA      | $24875.16     | 0.00%             | 2032-02-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0% 02/14/30/    | T/L TWITTER INC REGD 0.00000000                                                                   | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $47182.50     | 0.00%             | 2030-02-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| T/L 1261229 B.C. 0% 10/08/30    | T/L 1261229 B.C. LTD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9950 | PA      | $9679.16      | 0.00%             | 2030-10-08      | Variable      | 9.92%                 | No            |                  2 | On Loan: No      |
| T/L AADVANTAGE LO ZCP 05/28/32  | T/L AADVANTAGE LOYALTY IP REGD ZCP TERM LOAN 0.00000000                                           | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     34738 | PA      | $34726.73     | 0.00%             | 2032-05-07      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L FLUTTER ENT 0.00% 05/22/32  | T/L FLUTTER ENTERTAINMENT      PUBLIC LIMITED COMPANY 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |     14925 | PA      | $14701.13     | 0.00%             | 2032-05-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 09/19/2030   | T/L ASURION LLC REGD 0.00000000                                                                   | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19937 | PA      | $19872.61     | 0.00%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L TRUCORDI INSU 0% 06/14/32   | T/L TRUCORDIA INSURANCE        HOLDINGS LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44888 | PA      | $42979.78     | 0.00%             | 2032-06-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L NEXSTAR MEDI 0% 06/24/2032  | T/L NEXSTAR MEDIA INC REGD 0.00000000                                                             | CUSIP: 65336RBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34781.47     | 0.00%             | 2032-06-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L RADIOLOGY PAR 0% 06/25/32   | T/L RADIOLOGY PARTNERS INC     REGD 0.00000000                                                    | CUSIP: 75041EAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54862 | PA      | $54222.25     | 0.00%             | 2032-06-30      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L DG INVESTME 0% 06/02/32     | T/L DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC REGD 0.00000000                                     | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90000 | PA      | $89831.70     | 0.01%             | 2032-06-02      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L CROWN FINA 00.00% 12/02/31  | T/L CROWN FINANCE US INC 0.00000000                                                               | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44626 | PA      | $43295.07     | 0.00%             | 2031-12-02      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L SPECTRIS PL 0% 09/26/32     | T/L SPECTRIS PLC  REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     15000 | PA      | $15009.45     | 0.00%             | 2032-09-26      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| T/L FRONERI INTERN 0% 07/16/32  | T/L FRONERI INTERNATIONAL      LIMITED ZCP REGD 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     70000 | PA      | $68317.90     | 0.00%             | 2032-07-16      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| T/L BOOTS GROUP BI 0% 07/22/32  | T/L BOOTS GROUP BIDCO LIMITED  THE REGD 0.00000000                                                | CUSIP: 09947PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     30000 | PA      | $30012.60     | 0.00%             | 2032-07-22      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| T/L CHARIOT BUYER 0% 07/22/32   | T/L CHARIOT BUYER LLC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $39836.40     | 0.00%             | 2032-07-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L AMERICAN AXLE 0% 02/24/32   | T/L AMERICAN AXLE              MANUFACTURING INC REGD 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $24859.50     | 0.00%             | 2032-02-24      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| T/L MISSION PET 0% 12/04/31     | T/L MISSION PET HEALTH REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $89769.60     | 0.01%             | 2031-12-04      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| T/L FIRST ADVAN 0% 10/31/31     | T/L FIRST ADVANTAGE HOLDINGS   LLC REGD 0.00000000                                                | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $14332.50     | 0.00%             | 2031-10-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L ALTERRA MO 00.00% 08/18/28  | T/L ALTERRA MOUNTAIN COMPANY 0.00000000                                                           | CUSIP: 46124CAU1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19983.40     | 0.00%             | 2028-08-18      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L HIGHTOWER HOL 0% 02/03/32   | T/L HIGHTOWER HOLDING LLC  REGD 0.00000000                                                        | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54725 | PA      | $53870.20     | 0.00%             | 2032-02-03      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| T/L PETSMART LLC 0% 08/18/32    | T/L PETSMART LLC REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $24833.25     | 0.00%             | 2032-08-18      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| T/L ALLIED UNIVERS 0% 08/06/32  | T/L ALLIED UNIVERSAL HOLDCO    LLC REGD TERM LOAN 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34912 | PA      | $34890.85     | 0.00%             | 2032-08-06      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L CLOUD SOFTWARE 0% 08/07/32  | T/L CLOUD SOFTWARE GROUP INC   REGD TERM LOAN 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9975 | PA      | $9231.81      | 0.00%             | 2032-08-07      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L AVEANNA HEALTH 0% 09/10/32  | T/L AVEANNA HEALTHCARE LLC 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34912 | PA      | $34757.49     | 0.00%             | 2032-09-10      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L VICTORY CAPITA 0% 09/11/32  | T/L VICTORY CAPITAL HOLDINGS   INC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9975 | PA      | $9964.63      | 0.00%             | 2032-09-11      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L PINNACLE 0.00% 09/12/32     | T/L PINNACLE BUYER LLC 0% 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12549 | PA      | $12554.47     | 0.00%             | 2032-09-12      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| T/L PINNACLE B 00.00% 09/12/32  | T/L PINNACLE BUYER LLC 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2420.37      | 0.00%             | 2032-09-12      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| T/L UFC HOLD 0% 11/21/31        | T/L UFC HOLDINGS LLC REGD 0.00000000                                                              | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14925 | PA      | $14928.13     | 0.00%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| T/L ATLANTIS HLDGS 0% 03/31/29  | T/L ATLANTIS HLDGS LLC 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87025 | PA      | $86644.62     | 0.01%             | 2029-03-31      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L GREEN INFRA 0% 09/18/32     | T/L GREEN INFRASTRUCTURE       PARTNERS INC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     80000 | PA      | $79850.40     | 0.01%             | 2032-09-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L MEADE PIPE 00.00% 09/17/32  | T/L MEADE PIPELINE INVT LLC 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $29962.50     | 0.00%             | 2032-09-17      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| T/L LAVENDER DUTCH 0% 09/27/32  | T/L LAVENDER DUTCH BORROWERCO  B V  REGD 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     25000 | PA      | $24937.50     | 0.00%             | 2032-09-27      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| T/L ION PLATFORM 0% 09/30/32    | T/L ION PLATFORM FINANCE US    INC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55000 | PA      | $45014.20     | 0.00%             | 2032-09-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L MADISON SAFETY 0% 09/26/31  | T/L MADISON SAFETY & FLOW LLC  REGD 0.00000000                                                    | CUSIP: 55822DAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37200 | PA      | $37162.43     | 0.00%             | 2031-09-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/25/30  | T/L ZAYO GROUP HOLDINGS INC 0.00000000                                                            | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38390 | PA      | $36902.65     | 0.00%             | 2030-03-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| T/L OPENLANE INC 0% 10/01/32    | T/L OPENLANE INC 0% 0.00000000                                                                    | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $34934.55     | 0.00%             | 2032-10-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| T/L BLACKFIN PIPEL 0% 10/01/32  | T/L BLACKFIN PIPELINE LLC     REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29925 | PA      | $30046.50     | 0.00%             | 2032-10-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| T/L DAYFORCE INC 0% 08/20/32    | T/L DAYFORCE INC REGD 0.00000000                                                                  | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $87332.55     | 0.01%             | 2032-08-20      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| T/L NEP GROUP 00.00% 10/05/31   | T/L NEP GROUP INC 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11292 | PA      | $10282.48     | 0.00%             | 2031-10-05      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FRA 0% 05/31/31      | T/L ALTICE FRANCE S.A. REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     44876 | PA      | $44921.35     | 0.00%             | 2031-05-31      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| T/L MADISON IAQ LL 0% 11/08/32  | T/L MADISON IAQ LLC REGD 0.00000000                                                               | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47742 | PA      | $47808.23     | 0.00%             | 2032-11-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| T/L LIVE NATIO 00.00% 10/19/32  | T/L LIVE NATION ENTERTAINMENT  INC. 0.00000000                                                    | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     35000 | PA      | $34956.25     | 0.00%             | 2032-10-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| T/L CPI HOLDCO B 0% 05/17/31    | T/L CPI HOLDCO B LLC 0% 0.00000000                                                                | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4987 | PA      | $4928.91      | 0.00%             | 2031-05-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L GENMAB A/S 0% 11/18/32      | T/L GENMAB A/S REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |     25000 | PA      | $25089.75     | 0.00%             | 2032-11-18      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| T/L PYE-BARKER FIR 0% 12/09/32  | T/L PYE-BARKER FIRE & SAFETY   LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8703.13      | 0.00%             | 2032-12-09      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| T/L PYE-BARKER FIR 0% 12/09/32  | T/L PYE-BARKER FIRE & SAFETY   LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1300.47      | 0.00%             | 2032-12-09      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| T/L HERC HOLDINGS 0% 06/02/32   | T/L HERC HOLDINGS INC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $15018.75     | 0.00%             | 2032-06-02      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| T/L ASPIRE BAKER 0% 12/23/30    | T/L ASPIRE BAKERIES HOLDINGS   LLC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24300 | PA      | $24330.38     | 0.00%             | 2030-12-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L BRADYPLUS HO 0% 12/13/32    | T/L BRADYPLUS HOLDINGS LLC     REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40000 | PA      | $39625.20     | 0.00%             | 2032-12-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| T/L BAUSCH LOMB CO 0% 01/15/31  | T/L BAUSCH LOMB CORP           REGD TERM LOAN 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     84600 | PA      | $84557.70     | 0.01%             | 2031-01-15      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L VOYAGER PAR 0% 07/01/32     | T/L VOYAGER PARENT LLC REGD 0.00000000                                                            | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59850 | PA      | $59578.88     | 0.00%             | 2032-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| T/L TECTA AMERICA 0% 02/18/32   | T/L TECTA AMERICA CORP REGD 0.00000000                                                            | CUSIP: 87876GAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79587.27     | 0.01%             | 2032-02-18      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L COMPOSECURE 0% 01/08/33     | T/L COMPOSECURE HOLDINGS LLC   REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15000 | PA      | $14906.25     | 0.00%             | 2033-01-08      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| T/L AMWINS GROUP I 0% 01/30/32  | T/L AMWINS GROUP INC REGD      TERM LOAN 0.00000000                                               | CUSIP: 03234TBB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9950 | PA      | $9834.42      | 0.00%             | 2032-01-30      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L HOLOGIC INC 0% 01/14/33     | T/L HOLOGIC INC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90000 | PA      | $88875.00     | 0.01%             | 2033-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L GRAHAM PACKAGI 0% 01/26/33  | T/L GRAHAM PACKAGING CO INC    REGD TERM LOAN 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $49877.50     | 0.00%             | 2033-01-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L ALERA GROU 00.00% 05/30/32  | T/L ALERA GROUP INC. 0.00000000                                                                   | CUSIP: 01451PAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34912 | PA      | $33161.99     | 0.00%             | 2032-05-30      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L GBT US III LLC 0% 07/25/31  | T/L GBT US III LLC REGD 0.00000000                                                                | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     54500 | PA      | $51993.00     | 0.00%             | 2031-07-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L DYCOM INDUST 0% 01/20/33    | T/L DYCOM INDUSTRIES INC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5000 | PA      | $5018.75      | 0.00%             | 2033-01-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L MITCHELL INTE ZCP 06/17/31  | T/L MITCHELL INTERNATIONAL REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     49391 | PA      | $45409.36     | 0.00%             | 2031-06-17      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L CENGAGE LEARNI 0% 03/24/31  | T/L CENGAGE LEARNING INC 0% 0.00000000                                                            | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44327 | PA      | $43153.45     | 0.00%             | 2031-03-24      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L WHITEWATER MAT 0% 06/16/32  | T/L WHITEWATER MATTERHORN      HOLDINGS LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19975 | PA      | $19921.47     | 0.00%             | 2032-06-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L AZURIA WATER 0% 01/27/33    | T/L AZURIA WATER SOLUTIONS INC REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30882 | PA      | $30438.57     | 0.00%             | 2033-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L AZURIA WATER 0% 01/27/33    | T/L AZURIA WATER SOLUTIONS INC REGD 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $4058.48      | 0.00%             | 2033-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L COLUMBUS MC 0% 01/21/33     | T/L COLUMBUS MCKINNON          CORPORATION  REGD 0.00000000                                       | CUSIP: 19933MAS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $44831.25     | 0.00%             | 2033-01-21      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| T/L GOLDEN STATE 0% 12/04/31    | T/L GOLDEN STATE FOODS LLC     REGD 0.00000000                                                    | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9937 | PA      | $9931.75      | 0.00%             | 2031-12-04      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L ALKERMES INC 0% 01/28/31    | T/L ALKERMES INC REGD ZCP 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25000 | PA      | $24937.50     | 0.00%             | 2031-01-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L FREEPORT L 00.00% 01/29/33  | T/L FREEPORT LNG INVESTMENTS   LLLP 0.00000000                                                    | CUSIP: 35670CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49594.00     | 0.00%             | 2033-01-29      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| T/L NEPTUNE BIDCO 0% 01/28/33   | T/L NEPTUNE BIDCO US INC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9402.50      | 0.00%             | 2033-01-28      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| T/L EG AMERICA LL 0% 01/30/31   | T/L EG AMERICA LLC REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60000 | PA      | $59865.00     | 0.00%             | 2031-01-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L BIOMARIN PHAR 0% 01/28/33   | T/L BIOMARIN PHARMACEUTICAL    INC REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30000 | PA      | $29937.60     | 0.00%             | 2033-01-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L TEAM HEALTH HO 0% 06/30/28  | T/L TEAM HEALTH HOLDINGS INC   REGD 0.00000000                                                    | CUSIP: 87817JAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29791.49     | 0.00%             | 2028-06-30      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 02/10/33   | T/L TRANSDIGM INC REGD 0.00000000                                                                 | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15000 | PA      | $15011.40     | 0.00%             | 2033-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL B 6.748% 06/01/34  | MV24 CAPITAL BV REGD REG S 6.74800000                                                             | CUSIP: N53766AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    138806 | PA      | $142011.59    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPIT 4.625% 08/10/30  | MINEJESA CAPITAL BV REGD REG S 4.62500000                                                         | CUSIP: N57445AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    129800 | PA      | $129842.70    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN 5.125% 05/07/29  | MONG DUONG FIN HLDGS BV REGD 5.12500000                                                           | CUSIP: N6000DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VN        |    144845 | PA      | $144191.36    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANCO BBVA PERU S V/R 06/07/34  | BANCO BBVA PERU SA REGD V/R REG S 6.20000000                                                      | CUSIP: P07760AH7<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $208272.56    | 0.01%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DE V/R 04/30/35  | BANCO INTERNAC DEL PERU REGD V/R REG S 6.39700000                                                 | CUSIP: P13435AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $207610.00    | 0.01%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GR V/R 01/18/33  | BBVA MEX BANCA GRUPO TX REGD V/R 5.12500000                                                       | CUSIP: P16259AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298848.00    | 0.02%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/      | CEMEX SAB DE CV REGD V/R /PERP/ REG S 5.12500000                                                  | CUSIP: P2253TJS9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199676.20    | 0.01%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAP SA 3.9% 04/27/31            | CAP SA REGD REG S 3.90000000                                                                      | CUSIP: P2316YAA1<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $333172.20    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 3% 09/30/29         | CODELCO INC REGD REG S 3.00000000                                                                 | CUSIP: P3143NBE3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    250000 | PA      | $239592.03    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA  8.25% 01/15/35  | FIDEICOMISO PA PACIFICO REGD REG S 8.25000000                                                     | CUSIP: P40689AA2<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    149020 | PA      | $155651.39    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO S 4.634% 07/31/29  | GNL QUINTERO SA REGD 4.63400000                                                                   | CUSIP: P4909LAA8<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     82400 | PA      | $82831.06     | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUM 3.25% 03/22/28  | INRETAIL CONSUMER REGD REG S 3.25000000                                                           | CUSIP: P56236AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $195088.26    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE  5.875% 09/17/44  | ORBIA ADVANCE CORP SAB REGD 5.87500000                                                            | CUSIP: P57908AF5<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $162028.00    | 0.01%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADOR 5.5% 12/06/32  | MEXICO GENERADORA DE ENE REGD 5.50000000                                                          | CUSIP: P66208AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    207848 | PA      | $210609.37    | 0.01%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL 5.375% 03/22/30    | PERU LNG SRL REGD REG S 5.37500000                                                                | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    150020 | PA      | $146091.37    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLI 4.375% 02/15/31  | EMPRESAS PUBLIC MEDELLIN REGD REG S 4.37500000                                                    | CUSIP: P9379RBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    200000 | PA      | $184172.70    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 3.625% 03/27/32         | ROMANIA REGD REG S 3.62500000                                                                     | CUSIP: X7360WCA8<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |   1130000 | PA      | $1049792.77   | 0.07%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND  3.1% 02/02/31  | ADANI PORTS AND SPECIAL REGD REG S 3.10000000                                                     | CUSIP: Y00130XS1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $182208.49    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDING V/R 03/10/31  | DBS GROUP HOLDINGS LTD REGD V/R EMTN SER GMTN 1.82200000                                          | CUSIP: Y20246J57<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199812.40    | 0.01%             | 2031-03-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENER 4.125% 05/18/31  | JSW HYDRO ENERGY LT REGD REG S 4.12500000                                                         | CUSIP: Y4S71YAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    278000 | PA      | $262637.11    | 0.02%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE B V/R 06/15/32  | OVERSEA-CHINESE BANKING REGD V/R REG S 4.60200000                                                 | CUSIP: Y65738T58<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $201083.60    | 0.01%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Brinker Capital Destinations Trust

**Signature:** Brian Ferko

**Name of Signer:** Brian Ferko

**Title:** Chief Operating Officer and Chief Compliance Officer