# EDGAR Filing Document

**Accession Number:** 0000013075
**File Stem:** 0001145549-23-011766
**Filing Date:** 2023-2
**Character Count:** 1775976
**Document Hash:** 46f396e9697ad25c7d7d1568b447dbdb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011766.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011766

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BOND FUND OF AMERICA
- **CENTRAL INDEX KEY:** 0000013075
- **IRS NUMBER:** 952884967
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02444
- **FILM NUMBER:** 23675715

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOND FUND OF AMERICA INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BOND FUND OF AMERICA (Series ID: S000009231)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000025097 | Class A       | ABNDX           |
| C000025098 | Class R-1     | RBFAX           |
| C000025099 | Class R-2     | RBFBX           |
| C000025100 | Class R-3     | RBFCX           |
| C000025101 | Class R-4     | RBFEX           |
| C000025102 | Class R-5     | RBFFX           |
| C000025104 | Class C       | BFACX           |
| C000025105 | Class F-1     | BFAFX           |
| C000025106 | Class 529-A   | CFAAX           |
| C000025108 | Class 529-C   | CFACX           |
| C000025109 | Class 529-E   | CFAEX           |
| C000025110 | Class 529-F-1 | CFAFX           |
| C000068564 | Class F-2     | ABNFX           |
| C000077906 | Class R-6     | RBFGX           |
| C000148420 | Class R-2E    | RBEBX           |
| C000164823 | Class R-5E    | RBFHX           |
| C000179983 | Class F-3     | BFFAX           |
| C000189457 | Class 529-T   | TFBFX           |
| C000189458 | Class T       | TBFFX           |
| C000224619 | Class 529-F-2 | FFBOX           |
| C000224620 | Class 529-F-3 | FBOFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bond Fund of America

- **b. Investment Company Act file number:** 811-02444

- **c. CIK number of Registrant:** 0000013075

- **d. LEI of Registrant:** F2Q0NH642XF1RP5YCC95

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Bond Fund of America

- **b. EDGAR series identifier (if any):** S000009231

- **c. LEI of Series:** F2Q0NH642XF1RP5YCC95

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $87226211887.25

**Total Liabilities:** $16242973281.31

**Net Assets:** $70983238605.94

**Cash Not Reported:** $3935524.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -62251.300000000000 | **1-Year:** -1519299.930000000000 | **5-Year:** -5449802.070000000000 | **10-Year:** -5606372.590000000000 | **30-Year:** -2488625.350000000000

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

- **3-Month:** -9064.190000000000 | **1-Year:** -273124.360000000000 | **5-Year:** -1205521.120000000000 | **10-Year:** -470309.690000000000 | **30-Year:** -159528.160000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025097 | -1.07%               | 3.66%                | -0.52%               |
| Class ID C000025098 | -1.13%               | 3.60%                | -0.58%               |
| Class ID C000025099 | -1.13%               | 3.59%                | -0.59%               |
| Class ID C000025100 | -1.09%               | 3.63%                | -0.55%               |
| Class ID C000025101 | -1.07%               | 3.66%                | -0.52%               |
| Class ID C000025102 | -1.04%               | 3.68%                | -0.50%               |
| Class ID C000025104 | -1.13%               | 3.59%                | -0.59%               |
| Class ID C000025105 | -1.07%               | 3.65%                | -0.53%               |
| Class ID C000025106 | -1.07%               | 3.65%                | -0.53%               |
| Class ID C000025108 | -1.14%               | 3.59%                | -0.59%               |
| Class ID C000025109 | -1.09%               | 3.64%                | -0.54%               |
| Class ID C000025110 | -1.06%               | 3.67%                | -0.50%               |
| Class ID C000068564 | -1.05%               | 3.68%                | -0.50%               |
| Class ID C000077906 | -1.04%               | 3.69%                | -0.49%               |
| Class ID C000148420 | -1.11%               | 3.62%                | -0.56%               |
| Class ID C000164823 | -1.05%               | 3.68%                | -0.50%               |
| Class ID C000179983 | -1.04%               | 3.69%                | -0.49%               |
| Class ID C000189457 | -1.05%               | 3.67%                | -0.51%               |
| Class ID C000189458 | -1.05%               | 3.68%                | -0.50%               |
| Class ID C000224619 | -1.05%               | 3.68%                | -0.50%               |
| Class ID C000224620 | -1.05%               | 3.68%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-553382907.90           | $-99378397.47                              |
| Month 2  | $-427396917.40           | $2450535522.16                             |
| Month 3  | $25454695.37             | $-469524779.42                             |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                      | Title                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD0853 01-01-52                                                                    | CUSIP: 3132DM5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        96417 | PA      | $81733.52      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9176 03-01-52                                                                    | CUSIP: 3133B7FR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       834840 | PA      | $709157.50     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9911 04-01-52                                                                    | CUSIP: 3133B8AL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6974493 | PA      | $5915367.61    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7787 05-01-52                                                                    | CUSIP: 3140MMUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        97274 | PA      | $82584.64      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE1005 04-01-52                                                                    | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847764.33     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS2535 08-01-52                                                                    | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $849131.81     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC7814 10-01-51                                                                    | CUSIP: 3133ASVF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       373934 | PA      | $317731.24     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT4725 09-01-51                                                                    | CUSIP: 3140LTHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       318871 | PA      | $270664.66     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV8126 04-01-52                                                                    | CUSIP: 3140MNA48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       498311 | PA      | $422977.10     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8748 03-01-52                                                                    | CUSIP: 3133B6WH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2643151 | PA      | $2243985.00    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE2101 04-01-52                                                                    | CUSIP: 3133BBKN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1342708 | PA      | $1139737.49    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV4656 04-01-52                                                                    | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1988404 | PA      | $1687684.15    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QB4847 10-01-50                                                                    | CUSIP: 3133ABL40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       204809 | PA      | $175333.91     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW1263 10-01-52                                                                    | CUSIP: 3140MSMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       439439 | PA      | $372768.44     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6433 12-01-51                                                                    | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8099192 | PA      | $6864712.79    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV9700 06-01-52                                                                    | CUSIP: 3140MPX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4358211 | PA      | $3698343.07    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS2776 01-01-52                                                                    | CUSIP: 3140XJCN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1660899 | PA      | $1408781.56    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9975 03-01-52                                                                    | CUSIP: 3133B8CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1388429 | PA      | $1179832.63    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW2170 06-01-52                                                                    | CUSIP: 3140MTMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        76260 | PA      | $64746.66      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8271 10-01-52                                                                    | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4074392 | PA      | $3456542.90    | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0546 02-01-52                                                                    | CUSIP: 3140XFTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2901840 | PA      | $2460064.27    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB1867 10-01-51                                                                    | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5068975 | PA      | $4307888.69    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM8422 08-01-51                                                                    | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       125389 | PA      | $106608.22     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3031 03-01-52                                                                    | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       180277 | PA      | $153109.73     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE9442 08-01-52                                                                    | CUSIP: 3133BKP37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1242669 | PA      | $1054044.07    | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7698 04-01-52                                                                    | CUSIP: 3140MMRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       301367 | PA      | $255614.96     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0834 02-01-52                                                                    | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10480246 | PA      | $8902528.82    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB4274 07-01-52                                                                    | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20308131 | PA      | $17227834.30   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4768 09-01-52                                                                    | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       998044 | PA      | $846421.06     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0174 01-01-52                                                                    | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        95237 | PA      | $80890.75      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV5370 04-01-52                                                                    | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       956731 | PA      | $811261.98     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9764 11-01-51                                                                    | CUSIP: 3140XDZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847577.47     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2994 04-01-52                                                                    | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7864993 | PA      | $6676254.44    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6411 11-01-51                                                                    | CUSIP: 3133KNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       189999 | PA      | $161474.19     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD0926 07-01-51                                                                    | CUSIP: 3132DNA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       183782 | PA      | $156523.13     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE2352 05-01-52                                                                    | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6751488 | PA      | $5725241.76    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV5577 05-01-52                                                                    | CUSIP: 3140MKFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       199118 | PA      | $169064.40     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM8980 09-01-51                                                                    | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       503278 | PA      | $427623.38     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD6141 02-01-52                                                                    | CUSIP: 3133B3ZE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       262935 | PA      | $223309.38     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5759 09-01-51                                                                    | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       442927 | PA      | $375462.77     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4743 08-01-52                                                                    | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9063959 | PA      | $7687261.54    | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU2530 10-01-51                                                                    | CUSIP: 3140M3Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       413157 | PA      | $351312.33     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU8884 03-01-52                                                                    | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12999842 | PA      | $11023164.44   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3666 02-01-52                                                                    | CUSIP: 3140QPCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9265178 | PA      | $7857084.03    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4598 05-01-52                                                                    | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1035880 | PA      | $878536.83     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6107 10-01-51                                                                    | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8455006 | PA      | $7171138.68    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6231 11-01-51                                                                    | CUSIP: 3133KM4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14181080 | PA      | $12027683.33   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0799 04-01-52                                                                    | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $848768.62     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE6097 07-01-52                                                                    | CUSIP: 3133BFX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1019886 | PA      | $866348.04     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA5659 05-01-50                                                                    | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1511572 | PA      | $1284175.90    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3354 04-01-52                                                                    | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2123841 | PA      | $1803117.79    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS1995 02-01-52                                                                    | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5690266 | PA      | $4823837.97    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9855 12-01-51                                                                    | CUSIP: 3140XD5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2607071 | PA      | $2209813.18    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0392 01-01-52                                                                    | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       154076 | PA      | $130692.51     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB0396 05-01-51                                                                    | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       629652 | PA      | $534473.50     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3665 05-01-52                                                                    | CUSIP: 3140QPCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       904734 | PA      | $767324.91     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS1629 04-01-52                                                                    | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847671.32     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT2292 04-01-52                                                                    | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4075613 | PA      | $3459229.91    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8219 06-01-52                                                                    | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48053104 | PA      | $40746869.95   | 0.06%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7521 05-01-52                                                                    | CUSIP: 3140MMLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $847617.92     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 CB4959 10-01-52                                                                    | CUSIP: 3140QQQM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2809328 | PA      | $2706767.64    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX2558 11-01-52                                                                    | CUSIP: 3140N6ZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5992579 | PA      | $5773820.15    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0381 01-01-52                                                                    | CUSIP: 3140XFM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       300000 | PA      | $254473.19     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8745 10-01-52                                                                    | CUSIP: 3140N1WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        34225 | PA      | $32975.99      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 SD8255 10-01-52                                                                    | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2012644 | PA      | $1830942.61    | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD0854 01-01-52                                                                    | CUSIP: 3132DM5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849686.38     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC8778 10-01-51                                                                    | CUSIP: 3133ATXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10080331 | PA      | $8549672.79    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW8996 10-01-52                                                                    | CUSIP: 3140N17J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10937373 | PA      | $10538071.86   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QF0177 09-01-52                                                                    | CUSIP: 3133BMFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       960932 | PA      | $815068.36     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW1309 11-01-52                                                                    | CUSIP: 3140MSN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       240008 | PA      | $203592.19     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8966 03-01-52                                                                    | CUSIP: 3133B66B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6074889 | PA      | $5150892.11    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV8569 04-01-52                                                                    | CUSIP: 3140MNQX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       892681 | PA      | $757729.93     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0025 04-01-52                                                                    | CUSIP: 3133B9A20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3971177 | PA      | $3370933.60    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC2817 06-01-51                                                                    | CUSIP: 3133AMDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17067396 | PA      | $14621075.31   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT3317 06-01-51                                                                    | CUSIP: 3140LRVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5517795 | PA      | $4718338.43    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD5941 01-01-52                                                                    | CUSIP: 3133B3S65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1468925 | PA      | $1255079.21    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU7285 02-01-52                                                                    | CUSIP: 3140M9CX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1684048 | PA      | $1437559.24    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV0307 02-01-52                                                                    | CUSIP: 3140MDKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3168701 | PA      | $2691308.09    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BT9498 12-01-51                                                                    | CUSIP: 3140LYRU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10504135 | PA      | $9576672.84    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8256 10-01-52                                                                    | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1599841 | PA      | $1502209.46    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF1849 10-01-52                                                                    | CUSIP: 3133BPBS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14816285 | PA      | $14275757.44   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF1254 10-01-52                                                                    | CUSIP: 3133BNMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22311532 | PA      | $21498076.02   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                   | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     40111000 | PA      | $30971548.21   | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      9730000 | PA      | $7207984.00    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QE7539 08-01-52                                                                    | CUSIP: 3133BHLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14913495 | PA      | $14383812.76   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8265 11-01-52                                                                    | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       371023 | PA      | $348380.89     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEBECOR MEDIA INC                                                                        | QUEBECOR MEDIA INC SR UNSEC 5.75% 01-15-23                                                       | CUSIP: 74819RAP1<br>LEI: 5493006O1E1TBNKPQW25 | Long             | DBT              | CORP              | CA        |      3600000 | PA      | $3596832.00    | 0.01%             | 2023-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                     | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                    | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      8242000 | PA      | $7054558.58    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                     | REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25                                                    | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      7158000 | PA      | $7009020.55    | 0.01%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                                                   | RECKITT BENCKISER TREASURY SERVICES PLC 144A LIFE SR UNSEC 2.75% 06-26-24                        | CUSIP: 75625QAD1<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |      4305000 | PA      | $4162086.92    | 0.01%             | 2024-06-26      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NATWEST GROUP PLC SR UNSEC 4.65% 06-25-24/23                                                     | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     14130000 | PA      | $14001374.61   | 0.02%             | 2024-06-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NATWEST GROUP PLC SR UNSEC 5.076% 01-27-30/29                                                    | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      2650000 | PA      | $2501713.95    | 0.00%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NATWEST GROUP PLC SR UNSEC 4.445% 05-08-30/29                                                    | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     11600000 | PA      | $10527556.80   | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                     | REPUBLIC SERVICES INC SR UNSEC 2.5% 08-15-24                                                     | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6712356.00    | 0.01%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7773 04-01-52                                                                    | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $848790.51     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD2075 12-01-51                                                                    | CUSIP: 3133AYJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3997516 | PA      | $3388210.73    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                                     | REDE D'OR FINANCE SARL 144A LIFE SR UNSEC 4.5% 01-22-30                                          | CUSIP: 75735GAA6<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      3800000 | PA      | $3275581.00    | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                     | REYNOLDS AMERICAN INC SR UNSEC 4.75% 11-01-42                                                    | CUSIP: 761713AW6<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1895507.50    | 0.00%             | 2042-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5559 07-01-51                                                                    | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4487001 | PA      | $3805681.51    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                               | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 11.5% 06-01-25                             | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2686750.00    | 0.00%             | 2025-06-01      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.25% 07-01-30                                               | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3129285.00    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                         | NATWEST GROUP PLC SR UNSEC 3.073% 05-22-28/27                                                    | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7500000 | PA      | $6713572.50    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                             | REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30                                            | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     12201000 | PA      | $9451102.02    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                           | ROLLS-ROYCE PLC 144A LIFE SR UNSEC 5.75% 10-15-27                                                | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      1935000 | PA      | $1846241.55    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION EUR REG S 1.85% 11-20-32                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     12500000 | PA      | $5468326.90    | 0.01%             | 2032-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.2% 03-15-24                                                | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10380000 | PA      | $10182883.80   | 0.01%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 1.9% 09-01-31                                                | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     18072000 | PA      | $14234338.51   | 0.02%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.82% 09-01-51                                               | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $2446391.25    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | ROYAL BANK OF CANADA SR UNSEC 0.75% 10-07-24                                                     | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10780000 | PA      | $10030412.70   | 0.01%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | ROYAL BANK OF CANADA SR UNSEC 2.3% 11-03-31                                                      | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000000 | PA      | $8069070.00    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                               | RIO TINTO FINANCE USA LTD SR UNSEC 2.75% 11-02-51                                                | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      8451000 | PA      | $5630892.85    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                     | REPUBLIC SERVICES INC SR UNSEC 2.375% 03-15-33                                                   | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      9620000 | PA      | $7700021.16    | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 2.375% 03-15-32                                              | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     13474000 | PA      | $10947948.38   | 0.02%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.03% 03-15-52                                               | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $4779138.00    | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 1.93% 12-13-28                                             | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     46849000 | PA      | $40128183.01   | 0.06%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.076% 12-13-31                                            | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     99980000 | PA      | $81609774.78   | 0.11%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.607% 12-13-51                                            | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $1717087.85    | 0.00%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | ROYAL BANK OF CANADA SR UNSEC 3.625% 05-04-27                                                    | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5915000 | PA      | $5630878.89    | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | ROYAL BANK OF CANADA SR UNSEC 6.0% 11-01-27                                                      | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     16034000 | PA      | $16743648.81   | 0.02%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                             | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25                                           | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      9846000 | PA      | $9430902.49    | 0.01%             | 2025-02-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CORP                                                                               | SPRINT LLC SR UNSEC 7.125% 06-15-24                                                              | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     10010000 | PA      | $10227617.40   | 0.01%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                               | SPRINT LLC SR UNSEC 7.875% 09-15-23                                                              | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      6163000 | PA      | $6262754.32    | 0.01%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                              | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 5.75% 05-15-24                                      | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      8430000 | PA      | $8436600.69    | 0.01%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                      | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12979000 | PA      | $9363881.26    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                               | SOUTHWESTERN ENERGY CO SR UNSEC 5.95% 01-23-25                                                   | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       880000 | PA      | $866032.64     | 0.00%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2                                             | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                                          | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1265000 | PA      | $1188163.90    | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                | SPRINT CAPITAL CORP SR UNSEC 6.875% 11-15-28                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5200975.00    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                               | SPRINT LLC SR UNSEC 7.625% 02-15-25                                                              | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     39000000 | PA      | $40346826.00   | 0.06%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                                        | SALLY HOLDINGS LLC SR UNSEC 5.625% 12-01-25                                                      | CUSIP: 79546VAL0<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192974.00     | 0.00%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                                | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26                                | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     24764000 | PA      | $23258645.97   | 0.03%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                                | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 2.875% 09-23-23                              | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      4486000 | PA      | $4409850.15    | 0.01%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                | SPRINT CAPITAL CORP SR UNSEC 8.75% 03-15-32                                                      | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $5365597.50    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                     | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30475000 | PA      | $29609692.85   | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                    | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5649000 | PA      | $5518135.27    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                      | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20920000 | PA      | $17954318.04   | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.0% 01-15-34                                      | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10039000 | PA      | $10519034.86   | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                     | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6666000 | PA      | $6661993.73    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                                      | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25040000 | PA      | $19683918.96   | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 3.125% 06-01-24                                                     | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      7250000 | PA      | $7046833.25    | 0.01%             | 2024-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 3.45% 06-01-27                                                      | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2862000 | PA      | $2688880.48    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 06-01-47                                                       | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2601000 | PA      | $2195293.42    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                              | FALABELLA SA 144A LIFE SR UNSEC 3.75% 10-30-27                                                   | CUSIP: 78386FAD8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      8295000 | PA      | $7508086.53    | 0.01%             | 2027-10-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                       | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 3.102% 01-17-23                                     | CUSIP: 86562MAX8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     28940000 | PA      | $28921767.80   | 0.04%             | 2023-01-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                            | STARBUCKS CORP SR UNSEC 3.1% 03-01-23                                                            | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     15237000 | PA      | $15193422.18   | 0.02%             | 2023-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.125% 03-01-48                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     16764000 | PA      | $13457351.29   | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                     | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15563000 | PA      | $14538160.89   | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | ONEMAIN FINANCE CORP SR UNSEC 7.125% 03-15-26                                                    | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $8863923.00    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                            | STARBUCKS CORP SR UNSEC 3.8% 08-15-25                                                            | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13699896.00   | 0.02%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.5% 11-13-23                                            | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      7500000 | PA      | $7413435.00    | 0.01%             | 2023-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.875% 11-13-28                                          | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     12110000 | PA      | $11687106.69   | 0.02%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD SR UNSEC 5.9% 08-08-28                                                           | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     43750000 | PA      | $41022756.25   | 0.06%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | ONEMAIN FINANCE CORP SR UNSEC 6.125% 03-15-24                                                    | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       500000 | PA      | $484750.00     | 0.00%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.875% 03-01-49                                    | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1702579.73    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                             | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 07-05-34                       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      2444532 | PA      | $2378609.84    | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                 | L3HARRIS TECHNOLOGIES INC SR UNSEC 1.8% 01-15-31                                                 | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $2867352.28    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                             | LIMA METRO LINE 2 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 4.35% 04-05-36                        | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      2849318 | PA      | $2537622.91    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LEVEL 3 FINANCING INC 144A LIFE SR UNSEC 3.75% 07-15-29                                          | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3052750 | PA      | $2200116.93    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                      | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     28275000 | PA      | $26951871.38   | 0.04%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                       | SYNCHRONY FINANCIAL SR UNSEC 4.375% 03-19-24                                                     | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      5825000 | PA      | $5722905.23    | 0.01%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                                             | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3525000 | PA      | $3055092.83    | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                          | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                              | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1532869.20    | 0.00%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                                       | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 1.55% 06-01-26                                      | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      6555000 | PA      | $5813813.04    | 0.01%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                             | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 4.35% 04-05-36                            | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |      2242391 | PA      | $1997089.25    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                      | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 3.5% 04-16-29                                            | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      4835000 | PA      | $4449964.78    | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                      | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.375% 04-16-49                                          | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      1325000 | PA      | $1144142.80    | 0.00%             | 2049-04-16      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                                | SANTANDER HOLDINGS USA INC SR UNSEC 3.5% 06-07-24                                                | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     13325000 | PA      | $12952846.08   | 0.02%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                                            | STERICYCLE INC 144A LIFE SR UNSEC 5.375% 07-15-24                                                | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4933325.00    | 0.01%             | 2024-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                              | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     26573000 | PA      | $24568811.19   | 0.03%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 4.976% 08-11-33/32                                             | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     16390000 | PA      | $15095894.77   | 0.02%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA8623 01-01-51                                                                    | CUSIP: 3140QGSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94918068 | PA      | $83535208.45   | 0.12%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 932119 11-01-24                                                                    | CUSIP: 31412QSG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       297439 | PA      | $297146.64     | 0.00%             | 2024-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                               | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      5986000 | PA      | $6128688.28    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33                                              | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     56532000 | PA      | $58471782.52   | 0.08%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 3.0 ZT1449 06-01-38                                                                    | CUSIP: 3132ADTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47332034 | PA      | $43956692.19   | 0.06%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI6 3.0 BF0497 07-01-60                                                                       | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50604600 | PA      | $44335500.09   | 0.06%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                               | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25385000 | PA      | $26763735.51   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORP SR UNSEC 5.9% 11-15-63                                                      | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      3924000 | PA      | $4241153.38    | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0481 06-01-60                                                                       | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66591709 | PA      | $61180533.19   | 0.09%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0379 04-01-59                                                                       | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39319337 | PA      | $36120630.72   | 0.05%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SUB 7.953% 11-15-33/32                                                  | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4245952.00    | 0.01%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                                 | LINDE INC SR UNSEC 4.70% 12-05-25                                                                | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7513770.00    | 0.01%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0145 03-01-57                                                                       | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15620165 | PA      | $14291076.33   | 0.02%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU                                              | FMBT 19-FBLU A 144A 3.144% 12-10-36/12-12-24                                                     | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6696000 | PA      | $6258088.30    | 0.01%             | 2036-12-10      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                            | MERCK & CO INC SR UNSEC 2.75% 02-10-25                                                           | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     36590000 | PA      | $35092188.35   | 0.05%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | METLIFE INC SR UNSEC 4.6% 05-13-46                                                               | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       800000 | PA      | $722916.00     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHMS_K127                                                                                 | FHMS K127 A2 (MF) 2.108% 01-25-31/01-27-31                                                       | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1000000 | PA      | $838894.00     | 0.00%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB0041 04-01-51                                                                    | CUSIP: 3140QKBK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58633450 | PA      | $52277349.29   | 0.07%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | METLIFE INC SR UNSEC 3.6% 11-13-25                                                               | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97273.20      | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 3.7% 01-30-26                                                           | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       135000 | PA      | $131409.81     | 0.00%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0480 06-01-60                                                                       | CUSIP: 3140FXRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42498441 | PA      | $39045144.93   | 0.06%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 MA4208 12-01-50                                                                    | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91520672 | PA      | $74940878.87   | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 2.0 MA4387 07-01-41                                                                    | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3562690 | PA      | $3007415.89    | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 AD6392 05-01-25                                                                    | CUSIP: 31418UC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       314019 | PA      | $313563.86     | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 AD3149 04-01-25                                                                    | CUSIP: 31418QQB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       177393 | PA      | $177220.31     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 AD5692 05-01-25                                                                    | CUSIP: 31418TKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       180848 | PA      | $180673.43     | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 ZS4735 09-01-47                                                                    | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        74287 | PA      | $68019.49      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-51NV                                                      | FSMT 21-5INV A2 144A FRN 07-25-51                                                                | CUSIP: 33851PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14316523 | PA      | $11560849.94   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI3 5.5 BF0320 01-01-49                                                                       | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6258640 | PA      | $6558397.37    | 0.01%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q47620 04-01-47                                                                        | CUSIP: 3132WMPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8187597 | PA      | $7919027.87    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                 | MISSISSIPPI POWER CO SR UNSEC 4.25% 03-15-42                                                     | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     14426000 | PA      | $11762037.14   | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                            | MICROSOFT CORP SR UNSEC 2.4% 08-08-26                                                            | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     21100000 | PA      | $19702589.20   | 0.03%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FM7694 06-01-51                                                                    | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20674164 | PA      | $18317681.00   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-6INV                                                      | FSMT 21-6INV A4 144A FRN 08-25-51                                                                | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13379404 | PA      | $10787451.82   | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 3.125% 06-15-26                                              | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1157674.18    | 0.00%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |       200000 | PA      | $191094.00     | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      4093000 | PA      | $3158727.73    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                          | MDC HOLDINGS INC SR UNSEC 6.0% 01-15-43                                                          | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      7475000 | PA      | $6099816.78    | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 G67700 08-01-46                                                                        | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5281833 | PA      | $4918596.06    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 G60238 10-01-45                                                                        | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14275974 | PA      | $13317570.52   | 0.02%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                                      | FSMT 21-8INV A3 144A FRN 09-25-51/08-25-44                                                       | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17899630 | PA      | $14454273.35   | 0.02%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-10INV                                                     | FSMT 21-10INV A3 144A FRN 10-25-51                                                               | CUSIP: 33851RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39295657 | PA      | $31731950.12   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G05267 12-01-38                                                                        | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1780 | PA      | $1849.42       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 AB1068 05-01-25                                                                    | CUSIP: 31416WFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         1076 | PA      | $1074.30       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                                     | FSMT 21-11INV A4 144A FRN 11-25-51                                                               | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15912102 | PA      | $12849308.61   | 0.02%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                                     | FSMT 21-11INV A2 144A FRN 11-25-51                                                               | CUSIP: 33851TAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2692403 | PA      | $2256718.35    | 0.00%             | 2051-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4414 09-01-51                                                                    | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       668808 | PA      | $568575.96     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FM9632 11-01-51                                                                    | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16991527 | PA      | $15041663.96   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FM9631 11-01-51                                                                    | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7228934 | PA      | $6412801.46    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB2292 11-01-51                                                                    | CUSIP: 3140QMRN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2089047 | PA      | $1859063.50    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                             | METHANEX CORP SR UNSEC 5.65% 12-01-44                                                            | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $762500.00     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26                  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2315000 | PA      | $2167050.67    | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.1% 05-01-27                                              | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      2273000 | PA      | $2132033.09    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                            | MICROSOFT CORP SR UNSEC 3.3% 02-06-27                                                            | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     18325000 | PA      | $17687399.95   | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB2293 12-01-51                                                                    | CUSIP: 3140QMRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2099665 | PA      | $1859769.76    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                                          | FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26                                                      | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4140935 | PA      | $3586285.95    | 0.01%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BM6693 08-01-59                                                                       | CUSIP: 3140JBNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29094487 | PA      | $26730530.63   | 0.04%             | 2059-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 AE5471 10-01-40                                                                    | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       570211 | PA      | $564164.00     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 3.5% 03-01-27                                                           | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       185000 | PA      | $176411.93     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                                         | MARATHON OIL CORP SR UNSEC 4.4% 07-15-27                                                         | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |      5755000 | PA      | $5505129.41    | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2371 12-01-51                                                                    | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39888821 | PA      | $34155840.07   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2375 12-01-51                                                                    | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10461530 | PA      | $8929522.24    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6483 12-01-51                                                                    | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9095532 | PA      | $7763591.00    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB2414 12-01-51                                                                    | CUSIP: 3140QMVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35181421 | PA      | $31301191.31   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 3.591% 07-22-28/27                                                       | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1102588.80    | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4796000 | PA      | $3704166.62    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7545 09-01-51                                                                    | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     71285421 | PA      | $61371900.01   | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2373 12-01-51                                                                    | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11875085 | PA      | $10153031.51   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 3.875% 04-30-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     11400000 | PA      | $10445375.40   | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     15685000 | PA      | $12114231.33   | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                                 | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                              | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       690000 | PA      | $632220.09     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.0% 09-19-27                   | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3185108.50    | 0.00%             | 2027-09-19      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9492 11-01-51                                                                    | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22565983 | PA      | $19322822.12   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2319 12-01-51                                                                    | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65186526 | PA      | $55733437.15   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 3.125% 01-23-23                                                          | CUSIP: 61744YAN8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9991060.00    | 0.01%             | 2023-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.65% 08-01-48                                             | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      1449000 | PA      | $1144195.61    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2372 12-01-51                                                                    | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31242716 | PA      | $26712084.83   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9804 12-01-51                                                                    | CUSIP: 3140XD3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12905501 | PA      | $11064686.30   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9694 11-01-51                                                                    | CUSIP: 3140XDXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12004221 | PA      | $10305035.80   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT9510 12-01-51                                                                    | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25542074 | PA      | $21870936.88   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA5971 09-01-51                                                                    | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4524942 | PA      | $4015225.34    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT9483 12-01-51                                                                    | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24578684 | PA      | $21014405.92   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | MIZUHO FINANCIAL GROUP INC SR UNSEC 3.549% 03-05-23                                              | CUSIP: 60687YAP4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     17000000 | PA      | $16963042.00   | 0.02%             | 2023-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                 | MISSISSIPPI POWER CO SR UNSEC 3.95% 03-30-28                                                     | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $3852232.90    | 0.01%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BM1179 04-01-47                                                                    | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       658102 | PA      | $589679.41     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 AS8310 11-01-46                                                                    | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       559326 | PA      | $502895.41     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 3.737% 04-24-24/23                                                       | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     57500000 | PA      | $57196457.50   | 0.08%             | 2024-04-24      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                                  | MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A LIFE SR UNSEC 4.1% 05-15-28                        | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6025000 | PA      | $5680821.88    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K136                                 | FHMS K136 A2 (MF) 2.127% 11-25-31/12-28-54                                                       | CUSIP: 3137H4SH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       142000 | PA      | $117600.71     | 0.00%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB2544 01-01-52                                                                    | CUSIP: 3140QMZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33975931 | PA      | $30042469.79   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 2.0 RB5145 02-01-42                                                                    | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16637962 | PA      | $14044452.83   | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 2.0 RB5148 03-01-42                                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66274858 | PA      | $55943734.45   | 0.08%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                                  | METLIFE CAPITAL TRUST IV PFD 144A LIFE JR SUB (H) 7.875% 12-15-67/37                             | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $108260.80     | 0.00%             | 2067-12-15      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 4.45% 09-01-48                                                          | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1531097.75    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN EDISON COMPANY                                                               | METROPOLITAN EDISON CO 144A LIFE SR UNSEC 4.3% 01-15-29                                          | CUSIP: 591894CC2<br>LEI: TBL0FUJQXXOVZMZFHZ71 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4704265.00    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.6% 01-11-24                   | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2955570.00    | 0.00%             | 2024-01-11      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 2.0 MA4540 02-01-42                                                                    | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34518937 | PA      | $29138021.32   | 0.04%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 2.0 MA4570 03-01-42                                                                    | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19744057 | PA      | $16666214.88   | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 4.9% 03-15-49                                                  | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2265240.60    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 4.375% 03-15-29                                                | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2381395.62    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 2.0 RB5153 04-01-42                                                                    | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20981649 | PA      | $17710903.43   | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 2.0 MA4586 04-01-42                                                                    | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6375876 | PA      | $5382055.77    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137                                 | FHMS K137 A2 (MF) FRN 11-25-31                                                                   | CUSIP: 3137H5DP9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       306000 | PA      | $258057.45     | 0.00%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU1330 02-01-52                                                                    | CUSIP: 3140M2PQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23749825 | PA      | $20338210.46   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7548 11-01-51                                                                    | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15202714 | PA      | $13089734.27   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0433 12-01-51                                                                    | CUSIP: 3140XFPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57583813 | PA      | $49736233.16   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD7550 02-01-52                                                                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66120635 | PA      | $59078324.23   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FM9976 12-01-51                                                                    | CUSIP: 3140XECN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16452868 | PA      | $14700983.45   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 SD0873 02-01-52                                                                    | CUSIP: 3132DM6J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27750038 | PA      | $25682993.13   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                                | FHMS K143 A2 (MF) 2.35% 06-25-32                                                                 | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7984000 | PA      | $6702855.42    | 0.01%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FS0972 01-01-52                                                                    | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30332501 | PA      | $28115346.77   | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                                | FHMS K749 AM (MF) 2.12% 06-25-29                                                                 | CUSIP: 3137H6ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2069000 | PA      | $1797743.76    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K749                                                | FHMS K749 A2 (MF) 2.12% 06-25-29                                                                 | CUSIP: 3137H6MM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2113000 | PA      | $1850098.43    | 0.00%             | 2029-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FM7687 06-01-51                                                                    | CUSIP: 3140XBRH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8280885 | PA      | $7354303.70    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K140                                       | FHMS K140 A2 (MF) 2.25% 01-25-32/01-26-32                                                        | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       417000 | PA      | $347697.94     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                          | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                                      | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8677924 | PA      | $8151963.52    | 0.01%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                                      | BROADCOM CORP SR UNSEC 3.625% 01-15-24                                                           | CUSIP: 11134LAF6<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |       270000 | PA      | $265482.36     | 0.00%             | 2024-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD7553 03-01-52                                                                    | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     34973299 | PA      | $31095320.12   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                                      | FHMS K144 AM (MF) 2.45% 07-25-32                                                                 | CUSIP: 3137H73K7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5000000 | PA      | $4201450.00    | 0.01%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                                      | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                           | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     14544000 | PA      | $13778083.87   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                                      | BROADCOM CORP SR UNSEC 2.65% 01-15-23                                                            | CUSIP: 11134LAM1<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |     16500000 | PA      | $16488565.50   | 0.02%             | 2023-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WI-K144                                      | FHMS K144 A2 (MF) 2.45% 07-25-32                                                                 | CUSIP: 3137H73J0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3551000 | PA      | $3004270.29    | 0.00%             | 2032-07-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_22-K142                                                        | FREMF K-142 A2 2.4% 03-25-32                                                                     | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7924000 | PA      | $6684805.26    | 0.01%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.25% 03-01-28                                                                | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10176000 | PA      | $9114592.32    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-12-23                                             | CUSIP: 05565EAW5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     16128000 | PA      | $16058214.14   | 0.02%             | 2023-04-12      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FS0957 03-01-52                                                                    | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       842598 | PA      | $740384.31     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 2.0 MA4501 12-01-41                                                                    | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77951997 | PA      | $65801852.91   | 0.09%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                              | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.8% 01-15-23                                              | CUSIP: 084659AK7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      8650000 | PA      | $8644118.00    | 0.01%             | 2023-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     57555000 | PA      | $52214874.44   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 2.0 RB5138 12-01-41                                                                    | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     81989891 | PA      | $69210290.46   | 0.10%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 2.0 QK1181 11-01-41                                                                    | CUSIP: 3133D4J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12059986 | PA      | $10180292.33   | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                   | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 3.875% 12-15-23                                       | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     14400000 | PA      | $14197003.20   | 0.02%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                   | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.375% 12-15-28                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     28501000 | PA      | $26811745.73   | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 745140 11-01-35                                                                    | CUSIP: 31403CZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       176064 | PA      | $178664.39     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2523 01-01-52                                                                    | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       828622 | PA      | $703936.46     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                   | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                                        | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     28742000 | PA      | $27880602.26   | 0.04%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.2% 08-15-48                                           | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     21090000 | PA      | $18671187.90   | 0.03%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 4.75% 03-15-39                                                 | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       750000 | PA      | $692842.50     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 3.875% 03-15-24                                                | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     17615000 | PA      | $17378976.62   | 0.02%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 MA4305 04-01-51                                                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       227751 | PA      | $186231.94     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AH8144 04-01-41                                                                    | CUSIP: 3138AABN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        32167 | PA      | $32341.78      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 3.65% 04-15-29                                             | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2155371.40    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 3.05% 06-17-29                      | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4443840.00    | 0.01%             | 2029-06-17      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AH9479 04-01-41                                                                    | CUSIP: 3138ABQ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        31035 | PA      | $31456.55      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.72% 07-22-25/24                                                        | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1568845.32    | 0.00%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 3.625% 09-01-49                                                         | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      6857000 | PA      | $5191249.56    | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                        | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     47438000 | PA      | $43412885.70   | 0.06%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                         | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     41207000 | PA      | $29270815.55   | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                             | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                            | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      1125000 | PA      | $1000157.63    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.95% 01-13-23                      | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $999257.00     | 0.00%             | 2023-01-13      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                                       | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       461000 | PA      | $381935.73     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                  | MSCI INC 144A LIFE SR UNSEC 3.625% 09-01-30                                                      | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     16200000 | PA      | $13495005.00   | 0.02%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.222% 08-15-24                                                        | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     51000000 | PA      | $49138857.00   | 0.07%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                                         | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000000 | PA      | $39038100.00   | 0.05%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 2.125% 03-01-30                                                         | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      5793000 | PA      | $4859069.92    | 0.01%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | METLIFE INC SR UNSEC 4.55% 03-23-30                                                              | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      2417000 | PA      | $2381859.24    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 4.25% 01-15-49                                          | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2687385.00    | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 2.8% 03-01-24                                                                 | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3485000 | PA      | $3380937.90    | 0.00%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 4.2% 04-01-50                                                           | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      5396000 | PA      | $4517612.14    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30                      | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       980000 | PA      | $852375.58     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.5% 03-01-39                                                                 | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       545000 | PA      | $394933.16     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                    | BOSTON SCIENTIFIC CORP SR UNSEC 3.45% 03-01-24                                                   | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       875000 | PA      | $859083.75     | 0.00%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 5.75% 05-01-25                                               | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1196000 | PA      | $1207359.61    | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 5.75% 10-12-2110                                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3850000 | PA      | $3253650.40    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                    | BOSTON SCIENTIFIC CORP SR UNSEC 4.7% 03-01-49                                                    | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       340000 | PA      | $306005.10     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.1% 05-01-26                                                                 | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1626000 | PA      | $1531992.81    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.188% 04-28-26/25                                                       | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $13951845.00   | 0.02%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                 | MGM RESORTS INTERNATIONAL SR UNSEC 6.75% 05-01-25                                                | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3020013.00    | 0.00%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.9% 05-01-49                                                                 | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8665000 | PA      | $6120548.75    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.6% 05-01-34                                                                 | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6790000 | PA      | $5449518.20    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL ESCROW CORP                                                                  | BERRY GLOBAL INC 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-26                                       | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9875000 | PA      | $9529878.63    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 2.7% 02-01-27                                                                 | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     11304000 | PA      | $10219776.84   | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.75% 02-01-50                                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4934000 | PA      | $3408180.24    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.25% 02-01-35                                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2022000 | PA      | $1543797.00    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26                                                        | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      8750000 | PA      | $8083547.50    | 0.01%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                                        | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       960000 | PA      | $827150.40     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                        | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     42154000 | PA      | $30695952.64   | 0.04%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                                | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     16965000 | PA      | $14213718.09   | 0.02%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      4221000 | PA      | $3465719.59    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                            | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 4.5% 01-31-30                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $3922484.40    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM SA                                                                                | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 5.875% 01-31-50                                | CUSIP: 10554TAE5<br>LEI: 549300RPMQUFGBB7EY44 | Long             | DBT              | CORP              | BR        |      4000000 | PA      | $3105864.00    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                                        | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 7.45% 11-15-29                                      | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      1540000 | PA      | $1218326.34    | 0.00%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                                          | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       911000 | PA      | $874655.66     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 5.282% 04-02-50                                                        | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      9163000 | PA      | $7255895.65    | 0.01%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.05% 02-15-51                                         | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $5601184.00    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25                                              | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     21240000 | PA      | $20799524.88   | 0.03%             | 2025-04-09      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.8% 04-06-23                                              | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      1985000 | PA      | $1980533.75    | 0.00%             | 2023-04-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER MEXICO | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO 144A LIFE SR UNSEC 5.375% 04-17-25 | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      7500000 | PA      | $7437750.00    | 0.01%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 4.508% 05-01-23                                                               | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9683000 | PA      | $9666374.29    | 0.01%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.705% 05-01-40                                                               | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     11044000 | PA      | $10578506.44   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.04% 05-01-27                                                                | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     56328000 | PA      | $55796432.66   | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 4.875% 05-01-25                                                               | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    122838000 | PA      | $122007983.63  | 0.17%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.93% 05-01-60                                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1832644.00    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.805% 05-01-50                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     52351000 | PA      | $48805319.12   | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 5.15% 05-01-30                                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    171278000 | PA      | $167525641.58  | 0.24%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                                    | BOSTON SCIENTIFIC CORP SR UNSEC 2.65% 06-01-30                                                   | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     42491000 | PA      | $36394688.76   | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | BANCO SANTANDER SA SR NON PREF 2.746% 05-28-25                                                   | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      8200000 | PA      | $7681587.80    | 0.01%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                      | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                          | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      1675000 | PA      | $1510891.88    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.676% 06-19-41/40                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4057806.00    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | BRISTOL-MYERS SQUIBB CO SR UNSEC 2.9% 07-26-24                                                   | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9095000 | PA      | $8834382.78    | 0.01%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.2% 06-15-26                                                   | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      7768000 | PA      | $7415581.38    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.4% 07-26-29                                                   | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2197000 | PA      | $2038101.98    | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                 | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80349000 | PA      | $61843420.07   | 0.09%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                            | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.772% 11-10-50                                          | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       451000 | PA      | $289947.45     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                             | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10912000 | PA      | $10417075.33   | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC SR UNSEC 4.15% 11-15-30                                                             | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     36500000 | PA      | $32798827.00   | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                                                 | BLACK KNIGHT INFOSERV LLC 144A LIFE SR UNSEC 3.625% 09-01-28                                     | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $2784000.00    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.984% 09-25-50                                                        | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     29171000 | PA      | $19199360.39   | 0.03%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 3.734% 09-25-40                                                        | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      7505000 | PA      | $5120736.55    | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                        | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     32106000 | PA      | $26698739.59   | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                                        | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $15650500.00   | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                             | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     17162000 | PA      | $15225920.46   | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                                 | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     38255000 | PA      | $34033943.30   | 0.05%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25                                                 | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1108000 | PA      | $986152.13     | 0.00%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                 | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     44984000 | PA      | $34463187.06   | 0.05%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 1.95% 02-01-24                                                                | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6096000 | PA      | $5875166.30    | 0.01%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 2.75% 02-01-26                                                                | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    166889000 | PA      | $154846957.32  | 0.22%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.25% 02-01-28                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    114428000 | PA      | $104114489.93  | 0.15%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 3.625% 02-01-31                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25074000 | PA      | $22031470.69   | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                   | BRISTOL-MYERS SQUIBB CO SR UNSEC 1.45% 11-13-30                                                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3580000 | PA      | $2838327.82    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 1.95% 02-15-28                                                        | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       373000 | PA      | $315690.42     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.75% 02-15-51                                                        | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7605000 | PA      | $5283049.01    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.5% 02-15-41                                                         | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11842000 | PA      | $8451114.35    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR UNSEC 1.323% 01-13-27/26                                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     22650000 | PA      | $19820584.65   | 0.03%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR UNSEC 2.277% 01-20-32/31                                                    | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     27339000 | PA      | $20498782.20   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 1.167% 02-04-23                                                               | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3013000 | PA      | $3001532.52    | 0.00%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | BOEING CO SR UNSEC 2.196% 02-04-26                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    111289000 | PA      | $101236153.34  | 0.14%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.658% 03-11-27/26                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     41762000 | PA      | $36993740.13   | 0.05%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA (STATE OF)                                                                     | CA ST GO VETERANS SFM PAC (75-500) AMT 15CM SF 2.45% 12-01-31                                    | CUSIP: 13063CXS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |        55000 | PA      | $54550.71      | 0.00%             | 2031-12-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE TAXABLE BAB GO 09E SF 6.138% 12-01-39                                             | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     56485000 | PA      | $48359011.42   | 0.07%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE BAB SF 6.519% 12-01-40                                                 | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      5770000 | PA      | $4959793.91    | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE 6.319% 11-01-29                                                        | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     14400000 | PA      | $13540752.00   | 0.02%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                                         | GRAND PKWY TX TOLL SUB 20B SF 3.236% 10-01-52                                                    | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      8155000 | PA      | $5801189.73    | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                                   | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B SF 2.746% 06-01-34                              | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3725000 | PA      | $2996773.68    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE PENSION SF 4.95% 06-01-23                                                 | CUSIP: 452151LE1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     12055909 | PA      | $12063166.63   | 0.02%             | 2023-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO 19A 5.7% 04-01-31                                                                 | CUSIP: 4521523W9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      7530000 | PA      | $7278294.69    | 0.01%             | 2031-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO 20A 3.24% 10-01-25                                                                | CUSIP: 4521527T2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      2245000 | PA      | $2127245.26    | 0.00%             | 2025-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE 20A 3.14% 10-01-24                                                        | CUSIP: 4521527S4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      1520000 | PA      | $1467619.28    | 0.00%             | 2024-10-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                                     | IL ST HDA MARSHALL FIELD SIFMA+100BP FRN FNMA (MPT) 05-15-50/25                                  | CUSIP: 45203LBT9<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |      6275000 | PA      | $6281777.00    | 0.01%             | 2050-05-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| IOWA ST FINANCE AUTHORITY                                                                 | IA FIN AUTH SFM PAC (100-500) PSA GNMA/FNMA/FHLMC 16A SF 4.0% 07-01-46                           | CUSIP: 462467PY1<br>LEI: 549300NQVL49BTHOW391 | Long             | DBT              | MUN               | US        |       345000 | PA      | $344700.54     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH                                                                     | IL HDA SFM PAC (100-400) PSA 16A SF 4.0% 04-01-46                                                | CUSIP: 45201YJ32<br>LEI: 54930053Z6M9JVHBQZ16 | Long             | DBT              | MUN               | US        |       485000 | PA      | $484673.11     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE BAB 6.15% 03-01-25                                                        | CUSIP: 452152DS7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      6205000 | PA      | $6314518.25    | 0.01%             | 2025-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE BAB 5.95% 03-01-23                                                        | CUSIP: 452152DQ1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      6495000 | PA      | $6504671.06    | 0.01%             | 2023-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE 13B 4.31% 04-01-23                                                        | CUSIP: 452152QQ7<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      7325000 | PA      | $7315675.28    | 0.01%             | 2023-04-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE PENSION SF 5.1% 06-01-33                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    161540000 | PA      | $155209570.48  | 0.22%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE 13B 4.91% 04-01-27                                                        | CUSIP: 452152QU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      3250000 | PA      | $3161187.25    | 0.00%             | 2027-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE BAB 6.05% 03-01-24                                                        | CUSIP: 452152DR9<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      1905000 | PA      | $1924874.87    | 0.00%             | 2024-03-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO AGM SF 5.1% 06-01-33                                                              | CUSIP: 452152FP1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      7945000 | PA      | $7612358.74    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENTUCKY HSG CORP                                                                         | KY SFM SER D PAC (75-300) SF 3.5% 01-01-33                                                       | CUSIP: 49130TQS8<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |       435000 | PA      | $432618.81     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HSG DEV COMMN                                                                 | MO ST HSG SFM 15A PAC 100-300% GN/FN SF 3.75% 05-01-38                                           | CUSIP: 60637BGC8<br>LEI: 5493007FBL7WCV3NKY25 | Long             | DBT              | MUN               | US        |       425000 | PA      | $423318.28     | 0.00%             | 2038-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                  | MN SFH PAC (100-400) AMT 15A GN/FN/FHLMC SF 4.0% 01-01-41/A.L. 4.42 YR                           | CUSIP: 60416SKD1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |       170000 | PA      | $169517.20     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAINE STATE HOUSING AUTHORITY                                                             | ME ST HSG SFM 15E-1 PAC (75-400%) PSA AMT SF 3.5% 11-15-35                                       | CUSIP: 56052FCE3<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |      1020000 | PA      | $1010263.08    | 0.00%             | 2035-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY                                                              | MA ST HSG SFM PAC (100-500) PSA SER 178 SF 3.5% 06-01-42                                         | CUSIP: 57587AJD1<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       260000 | PA      | $258034.92     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                  | MN SFH PAC (100-400) PSA AMT 15E SF 3.5% 01-01-46                                                | CUSIP: 60416SMZ0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |      1080000 | PA      | $1068900.84    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY                                              | MI ST HSG SFM PAC (100-400) PSA 16B SF 3.5% 06-01-47                                             | CUSIP: 5946537N1<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |      6155000 | PA      | $6102300.89    | 0.01%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN                                                               | MD CDA SFM PAC AMT 14B SF 3.25% 09-01-44                                                         | CUSIP: 57419RJY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       430000 | PA      | $427041.17     | 0.00%             | 2044-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                  | MN SFH PAC (100-400) AMT 14C SF 4.0% 01-01-45/A.L. 5 YR                                          | CUSIP: 60416SHX1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |      1730000 | PA      | $1721824.02    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORONGO BAND OF MISSION INDIANS CALIF                                                     | MORONGO BAND OF MISSION 144A LIFE SR UNSEC SF 7.0% 10-01-39                                      | CUSIP: 617734AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11225000 | PA      | $11888083.20   | 0.02%             | 2039-10-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                                  | NY ST DORM DASNY PIT 21C TAXABLE SF 2.202% 03-15-34                                              | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     39115000 | PA      | $29878501.25   | 0.04%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                      | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15705000 | PA      | $12536751.83   | 0.02%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                                 | NJ EDA LEASE REVENUE TAXABLE NATL 97A SF 7.425% 02-15-29                                         | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |      4400000 | PA      | $4741910.80    | 0.01%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                                                     | NE IFA SFM PAC (100-500) 15C SF 3.5% 09-01-45                                                    | CUSIP: 63968MLU1<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |       275000 | PA      | $273644.80     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MORTGAGE AGENCY                                                               | NY ST HOMEOWNER MTG AMT PAC (100-500) 5YR PSA SER 52 SF 3.5% 10-01-30                            | CUSIP: 64988RGY2<br>LEI: 549300ZQWNLLIG564027 | Long             | DBT              | MUN               | US        |       640000 | PA      | $633728.64     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVESTMENT FINANCE AUTHORITY                                                     | NE IFA SFM PAC (100-500) PSA 16A SF 3.5% 09-01-46                                                | CUSIP: 63968MMX4<br>LEI: 549300OIIXIM3SRZWK33 | Long             | DBT              | MUN               | US        |      1335000 | PA      | $1324020.96    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                                        | WI PFA TAXABLE SF 4.95% 03-01-34                                                                 | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     28585000 | PA      | $25406376.59   | 0.04%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SA ENERGY ACQUISITION PUB FAC CORP TEX GAS SUPPLY                                         | SA ENERGY ACQ PUB FAC CORP TX GAS (GOS) 5.5% 08-01-23                                            | CUSIP: 785138AR9<br>LEI: 5493006HRL5XH4QOE746 | Long             | DBT              | MUN               | US        |      6000000 | PA      | $6045330.00    | 0.01%             | 2023-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST HSG FIN & DEV AUTH                                                      | SC SFH PAC (100-400) SF 4.0% 07-01-36                                                            | CUSIP: 83712DVG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       360000 | PA      | $359953.56     | 0.00%             | 2036-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                                       | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                     | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      5725000 | PA      | $5809231.93    | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST HSG FIN & DEV AUTH                                                      | SC SFH AMT PAC (100-400) SF GNMA/FNMA/FHLMC 4.0% 07-01-41                                        | CUSIP: 83712DTF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1205000 | PA      | $1201015.07    | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                                     | TN ST HDA SFM PAC (100-400) PSA 15A SF 3.5% 07-01-45                                             | CUSIP: 88045RB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       515000 | PA      | $510896.48     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                                     | TN HDA SFH AMT PAC (100-400) PSA 15-1A SF 4.0% 07-01-45                                          | CUSIP: 880461EU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       995000 | PA      | $990695.63     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                                     | TN HDA SFH AMT PAC (100-400) PSA SF 4.0% 01-01-46                                                | CUSIP: 880461GG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1400000 | PA      | $1393354.20    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY                                                                     | TN HDA SFH AMT PAC (100-500) PSA 13-2A SF 4.0% 07-01-43                                          | CUSIP: 880461BP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       110000 | PA      | $109817.29     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                                  | UNIV OF CA TAXABLE 20BG 1.316% 05-15-27                                                          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6585000 | PA      | $5683928.36    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                               | GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1728085.00    | 0.00%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO LTD KKR_22-43                                                                     | KKR 22-43 D CLO 144A FRN (TSFR3M+612) 07-15-34                                                   | CUSIP: 48255UAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1180000 | PA      | $1150874.06    | 0.00%             | 2034-07-15      | Variable      | 10.44%                | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                                     | LADAR 21-1A A 144A 1.3% 08-17-26/09-16-24                                                        | CUSIP: 501683AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7820322 | PA      | $7601634.90    | 0.01%             | 2026-08-17      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                                     | LADAR 21-1A B 144A 1.94% 11-16-26/12-16-24                                                       | CUSIP: 501683AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1804000 | PA      | $1693607.83    | 0.00%             | 2026-11-16      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_22-GS1                                                   | LMAT 22-GS1 A1 144A 4.0% 02-25-61/04-25-25                                                       | CUSIP: 52476UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22633993 | PA      | $20959304.01   | 0.03%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                                     | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                                        | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8012146 | PA      | $7886931.91    | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                                     | LADAR 22-1 B 144A 5.87% 09-15-27/10-15-25                                                        | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2901000 | PA      | $2819940.26    | 0.00%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 08-20-27                                           | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     37175000 | PA      | $32554110.33   | 0.05%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                       | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                       | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       625000 | PA      | $402372.50     | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                                     | LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26                                                        | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4131000 | PA      | $3948851.82    | 0.01%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                                  | MHC 21-MHC A 144A FRN (L+80.1) 04-15-26                                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21390000 | PA      | $20775721.98   | 0.03%             | 2026-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                       | GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30                                                      | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $7953150.00    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                       | GRAY TELEVISION INC 144A LIFE SR UNSEC 4.75% 10-15-30                                            | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      8393000 | PA      | $6084925.00    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.093% 12-09-26/25                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19117000 | PA      | $16871937.75   | 0.02%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26                                          | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6450000 | PA      | $5686565.10    | 0.01%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                               | MLANE 21-A B 144A 2.24% 09-15-26/07-17-23                                                        | CUSIP: 60510MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1291000 | PA      | $1250416.12    | 0.00%             | 2026-09-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_21-A                                               | MLANE 21-A A 144A 1.59% 09-15-26/07-17-23                                                        | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6958000 | PA      | $6739991.94    | 0.01%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 01-08-31                                          | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     34807000 | PA      | $26321819.15   | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24427000 | PA      | $18664743.98   | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-50A                                                      | MDPK 21-50A A CLO 144A FRN (L+114) 04-19-34                                                      | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $244078.75     | 0.00%             | 2034-04-19      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_20-45A                                                      | MDPK 20-45A AR CLO 144A FRN (L+112) 07-15-34                                                     | CUSIP: 55820BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       500000 | PA      | $488356.50     | 0.00%             | 2034-07-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                                        | GRUPO TELEVISA SAB MXN SR UNSEC 7.25% 05-14-43                                                   | CUSIP: N/A<br>LEI: 549300O4AF0C816ILN62       | Long             | DBT              | CORP              | MX        |     25290000 | PA      | $802053.73     | 0.00%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 0.855% 02-12-26/25                                              | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       400000 | PA      | $361996.40     | 0.00%             | 2026-02-12      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MSTAT_22-18A                                                                              | MSTAT 22-18A A1 144A FRN (TSFR3M+222) 07-20-30                                                   | CUSIP: 56586PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4834000 | PA      | $4818250.83    | 0.01%             | 2030-07-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO MIDO_18-9A                                                            | MIDO 18-9 D CLO 144A FRN (L+330) 07-20-31                                                        | CUSIP: 59802MAJ6<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2165247.50    | 0.00%             | 2031-07-20      | Variable      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.05% 03-08-24                                          | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3356000 | PA      | $3188387.94    | 0.00%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28                                           | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     12928000 | PA      | $10895201.28   | 0.02%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14736000 | PA      | $11787179.04   | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                      | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 1.625% 04-27-26                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      6168000 | PA      | $5441718.00    | 0.01%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B A2 4(A)(2) 8.73% 01-15-28/05-15-26                                                    | CUSIP: 60510MAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1050000 | PA      | $1049819.72    | 0.00%             | 2028-01-15      | Fixed         | 8.73%                 | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                               | MLANE 22-B A1 4(A)(2) 8.25% 01-15-28/05-15-26                                                    | CUSIP: 60510MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6581000 | PA      | $6580181.98    | 0.01%             | 2028-01-15      | Fixed         | 8.25%                 | Yes           |                  3 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 1.15% 06-01-26                                                    | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      7780000 | PA      | $6917283.58    | 0.01%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 2.25% 06-01-31                                                    | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      2377000 | PA      | $1995263.31    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC (US)                                                               | GE CAPITAL FUNDING LLC SR UNSEC 4.55% 05-15-32                                                   | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |      6190000 | PA      | $5894173.71    | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000000 | PA      | $52696985.00   | 0.07%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC SPEAK_15-1A                                                           | SPEAK 15-1 AR2 CLO 144A FRN (L+98) 04-20-29                                                      | CUSIP: 56844XBG3<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-O            | CORP              | KY        |      1472025 | PA      | $1456598.16    | 0.00%             | 2029-04-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_17-9A                                                               | MCLO 17-9A A1AR 144A FRN (L+115) 04-15-29                                                        | CUSIP: 56577PAL3<br>LEI: 5493008SBRQGMZFP2M89 | Long             | ABS-O            | CORP              | KY        |      3250842 | PA      | $3217722.78    | 0.00%             | 2029-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_15-17A                                                      | MDPK 15-17A AR2 CLO 144A FRN (L+100) 07-21-30                                                    | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      5055407 | PA      | $4976725.13    | 0.01%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL MFCC_21-1                                                               | MFCC 21-1A A 144A 1.54% 03-20-26                                                                 | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24300000 | PA      | $23191385.40   | 0.03%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.5% 06-10-26                                           | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     76846000 | PA      | $66827202.75   | 0.09%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 06-10-31                                           | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     27854000 | PA      | $21405492.61   | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                                       | NSLT 21-A APT1 144A 1.36% 04-20-62                                                               | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34105136 | PA      | $30209681.38   | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                           | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                        | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29499698 | PA      | $25106484.62   | 0.04%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.383% 07-21-32/31                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     16941000 | PA      | $13185569.94   | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                              | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6837370.00    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                                       | NSLT 21-B AFX 144A 1.42% 04-20-62                                                                | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76490958 | PA      | $68016983.42   | 0.10%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST NAVSL_21-E                                      | NAVSL 21-EA A 144A 0.97% 12-16-69/12-15-28                                                       | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10974276 | PA      | $9204937.58    | 0.01%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                      | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 2.625% 09-23-31                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $7271891.90    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                      | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 3.375% 09-23-51                                          | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1370970.30    | 0.00%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                                       | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                               | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3064706 | PA      | $2723662.25    | 0.00%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                                       | NSLT 21-CA AFL 144A FRN (L+74) 04-20-62                                                          | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22669941 | PA      | $22008840.66   | 0.03%             | 2062-04-20      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 10-15-28                                           | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     40580000 | PA      | $33722791.60   | 0.05%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2613807.90    | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                                     | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                             | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26975547 | PA      | $22715945.86   | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                           | NAVSL 21-G A 144A 1.58% 04-15-70                                                                 | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6641053 | PA      | $5631732.79    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_22-49                                                       | NEUB 22-49A A CLO 144A FRN (TSFR3M+142) 07-25-34                                                 | CUSIP: 64135JAA0<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2068565.10    | 0.00%             | 2034-07-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                                          | NZRT 20-RPL1 A1 144A FRN 11-25-59                                                                | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10273176 | PA      | $9411719.20    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     92878000 | PA      | $81332335.82   | 0.11%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                                                        | GRAY ESCROW II INC 144A LIFE SR UNSEC 5.375% 11-15-31                                            | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5925000 | PA      | $4280427.38    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                                     | NAVSL 21-A A 144A 0.84% 05-15-69/03-15-29                                                        | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6082154 | PA      | $5263976.18    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                                | NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30                                                       | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2158025 | PA      | $2134908.59    | 0.00%             | 2030-07-25      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                       | GLOBAL PAYMENTS INC SR UNSEC 2.9% 11-15-31                                                       | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5973000 | PA      | $4724893.87    | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                   | GRAND CANYON UNIVERSITY SR UNSEC 4.125% 10-01-24                                                 | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000000 | PA      | $23511950.00   | 0.03%             | 2024-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-B                                           | NAVSL 21-B A 144A 0.94% 07-15-69/06-15-28                                                        | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5773753 | PA      | $4882037.47    | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A A 144A 1.59% 05-17-27/24                                                              | CUSIP: 68236WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15641000 | PA      | $14315253.20   | 0.02%             | 2027-05-17      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                                           | ONDK 21-1A B 144A 2.28% 05-17-27/24                                                              | CUSIP: 68236WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $630420.00     | 0.00%             | 2027-05-17      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                             | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                                         | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10824000 | PA      | $9463747.92    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OCEAN TRAILS CLO OCTR 22-12                                                               | OCTR 22-12A A2 CLO 144A FRN (TSFR3M+180) 07-20-35                                                | CUSIP: 67515DAL2<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-O            | CORP              | KY        |      8000000 | PA      | $7761360.00    | 0.01%             | 2035-07-20      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 64 LTD OCT64_22-1                                             | OCT64 22-1A B1 CLO 144A FRN (TSFR3M+210) 07-21-37                                                | CUSIP: 67579AAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1000000 | PA      | $984541.00     | 0.00%             | 2037-07-21      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-A                                                             | OPTN 21-A A 144A 1.21% 03-08-28/23                                                               | CUSIP: 68377BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5033000 | PA      | $4688878.69    | 0.01%             | 2028-03-08      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_21-B                                                             | PFSFC 21-B A 144A 0.775% 08-17-26/08-15-24                                                       | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35117000 | PA      | $32408952.55   | 0.05%             | 2026-08-17      | Fixed         | 0.78%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE PRDGY_21-1                                                                | PRDGY 21-1A A 144A FRN (L+125) 07-25-51                                                          | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |      3247930 | PA      | $3141660.52    | 0.00%             | 2051-07-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                                 | PSTAT 21-4A A1 CLO 144A FRN (L+80) 10-15-29                                                      | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2950953 | PA      | $2913302.11    | 0.00%             | 2029-10-15      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                                 | PSTAT 21-4A A2 CLO 144A FRN (L+140) 10-15-29                                                     | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       856000 | PA      | $828809.16     | 0.00%             | 2029-10-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PIKES PEAK CLO PIPK_22-11                                                                 | PIPK 22-11 A2 144A FRN (TSFR3M+220) 07-25-34                                                     | CUSIP: 72132KAC9<br>LEI: 549300IOF5UIE4PES702 | Long             | ABS-O            | CORP              | US        |      7000000 | PA      | $6928460.00    | 0.01%             | 2034-07-25      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-2A                                                | PSTAT 22-2A A1 CLO 144A FRN (TSFR3M+127) 10-15-30                                                | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       388651 | PA      | $383482.26     | 0.00%             | 2030-10-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                                 | PSTAT 22-5 A1 CLO 144A FRN (TSFR3M+156) 01-15-31                                                 | CUSIP: 69702QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     43923000 | PA      | $43675186.43   | 0.06%             | 2031-01-15      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                             | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                         | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       862000 | PA      | $836589.96     | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                             | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                        | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11570000 | PA      | $11298660.36   | 0.02%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                                 | PSTAT 22-3 A1A CLO 144A FRN (TSFR3M+182) 04-15-31                                                | CUSIP: 69690CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      4750000 | PA      | $4751672.00    | 0.01%             | 2031-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-3A                                                | PSTAT 21-3 A1 CLO 144A FRN (L+80) 07-20-29                                                       | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1897543 | PA      | $1875355.43    | 0.00%             | 2029-07-20      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                                     | PPMC 22-6 A CLO 144A FRN (TSFR3M+245) 01-20-31                                                   | CUSIP: 69377WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2487000 | PA      | $2487000.00    | 0.00%             | 2031-01-20      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                                     | PPMC 22-6 C CLO 144A FRN (TSFR3M+450) 01-20-31                                                   | CUSIP: 69377WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2000000 | PA      | $2000000.00    | 0.00%             | 2031-01-20      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                                 | PART 19-1A D 144A 3.01% 08-15-25/05-15-23                                                        | CUSIP: 74113NAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2435000 | PA      | $2410016.90    | 0.00%             | 2025-08-15      | Fixed         | 3.01%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_19-1                                                 | PART 19-1A C 144A 2.7% 10-15-24/01-17-23                                                         | CUSIP: 74113NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1446759 | PA      | $1443171.06    | 0.00%             | 2024-10-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_20-4                                                 | PSTAT 20-4 A1 CLO 144A FRN (L+100) 11-25-28                                                      | CUSIP: 69701PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6879171 | PA      | $6832393.09    | 0.01%             | 2028-11-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                                 | PSTAT 21-1 A1 CLO 144A FRN (L+90) 04-20-29                                                       | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1633679 | PA      | $1616653.11    | 0.00%             | 2029-04-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.35% 02-26-27                                          | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     42397000 | PA      | $37085461.44   | 0.05%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45412000 | PA      | $36991752.37   | 0.05%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A                                                | PSTAT 21-2A A1 CLO 144A FRN (L+80) 05-20-29                                                      | CUSIP: 69702DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       674155 | PA      | $665633.40     | 0.00%             | 2029-05-20      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| REGATTA XXII FUNDING LTD REG22_22                                                         | REG22 22-2A C CLO 144A FRN (TSFR3M+250) 07-20-35                                                 | CUSIP: 758968AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3399823.00    | 0.00%             | 2035-07-20      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.436% 02-24-43/42                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10906000 | PA      | $8056567.57    | 0.01%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 1.757% 01-24-25/24                                              | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2393905.00    | 0.00%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| REGATTA XXII FUNDING LTD REG22_22                                                         | REG22 22-2A A CLO 144A FRN (TSFR3M+154) 07-20-35                                                 | CUSIP: 758968AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $2902956.00    | 0.00%             | 2035-07-20      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO ROCKT_22-1                                                             | ROCKT 22-1A B 144A FRN (TSFR3M+210) 07-20-35                                                     | CUSIP: 77340JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $9413000.00    | 0.01%             | 2035-07-20      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19312000 | PA      | $17222634.72   | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     47564000 | PA      | $44374738.67   | 0.06%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.8% 04-07-25                                           | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10383000 | PA      | $10031556.22   | 0.01%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.3% 04-06-29                                           | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     13600000 | PA      | $12208760.80   | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                                       | RPM 22-3 A 144A 5.38% 11-25-30                                                                   | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7158414 | PA      | $6979267.90    | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES RFMS2_06-HSA3                                     | RFMS2 06-HSA3 A FRN FSA (L+13) 05-25-36                                                          | CUSIP: 76113JAA0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |        50757 | PA      | $50158.31      | 0.00%             | 2036-05-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 5.4% 10-15-29                                                         | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     16960000 | PA      | $16222562.24   | 0.02%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 5.6% 10-15-32                                                         | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $14909504.00   | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST RMF_19-1                                                   | RPIT 19-1 A 144A FRN 10-25-63/10-15-24                                                           | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2763088 | PA      | $2550330.05    | 0.00%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                           | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                        | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62772000 | PA      | $53405099.39   | 0.08%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 4.482% 08-23-28/27                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     27589000 | PA      | $26487205.70   | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.905% 11-22-32                                     | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     59501000 | PA      | $61843851.88   | 0.09%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                          | SEACO 21-2A A 144A 1.95% 08-17-41                                                                | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |     38521660 | PA      | $33433565.10   | 0.05%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                          | SEACO 21-2A B 144A 2.49% 08-17-41                                                                | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |      3118542 | PA      | $2641654.89    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.65% 11-15-27                                      | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     33699000 | PA      | $34152420.05   | 0.05%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 5.857% 03-15-30                                     | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      7880000 | PA      | $8083382.80    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                         | IMOLA MERGER CORP 144A LIFE SR SEC 1ST LIEN 4.75% 05-15-29                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2174072.50    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                                         | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31                                 | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |     17570000 | PA      | $14631276.94   | 0.02%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                         | SDART 21-2 B 0.59% 09-15-25/07-17-23                                                             | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3222774 | PA      | $3213863.12    | 0.00%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                         | SDART 21-2 D 1.35% 07-15-27/04-15-25                                                             | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11111000 | PA      | $10394029.39   | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                                         | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51                                 | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      4185000 | PA      | $3097238.99    | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.468% 12-01-50                        | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     10710000 | PA      | $7296091.11    | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                         | SDART 21-2 C 0.9% 06-15-26/05-15-24                                                              | CUSIP: 80286XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17331000 | PA      | $16862889.69   | 0.02%             | 2026-06-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ISA INTERCHILE SA                                                                         | INTERCHILE SA 144A LIFE SR SEC 1ST LIEN SF 4.5% 06-30-56                                         | CUSIP: 45846AAA8<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |      2443000 | PA      | $2022684.29    | 0.00%             | 2056-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                 | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                 | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      6088000 | PA      | $4513302.27    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                 | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.3% 11-15-28                                 | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      4513000 | PA      | $3740053.98    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                 | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.7% 01-15-34                                 | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      3883000 | PA      | $2842678.29    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                         | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12345000 | PA      | $10272830.03   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.0% 09-15-27                                             | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       259000 | PA      | $250490.43     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.35% 06-15-29                                            | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20255000 | PA      | $19610506.16   | 0.03%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33                                             | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     19494000 | PA      | $18676402.15   | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                            | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 6.377% 11-22-52                                     | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2830708.80    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 5.875% 02-15-26                                                                 | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4734389.90    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.95% 06-15-52                                            | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      7119000 | PA      | $6632505.34    | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                               | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 6.125% 07-27-27                                   | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     11585000 | PA      | $11547904.83   | 0.02%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                           | HANESBRANDS INC 144A LIFE SR UNSEC 4.625% 05-15-24                                               | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      5430000 | PA      | $5267957.94    | 0.01%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.5% 01-16-25                                           | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |     38773000 | PA      | $36788404.00   | 0.05%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                         | ITC HOLDINGS CORP 144A LIFE SR UNSEC 4.95% 09-22-27                                              | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       225000 | PA      | $222274.35     | 0.00%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                                   | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     20450000 | PA      | $20878877.40   | 0.03%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                           | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |      3637000 | PA      | $3361853.68    | 0.00%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.625% 06-03-26                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |       360000 | PA      | $318150.00     | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                          | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      2525000 | PA      | $2568770.88    | 0.00%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                  | ISRAEL ELECTRIC CORP LTD 144A LIFE SR UNSEC 8.1% 12-15-96                                        | CUSIP: 465077AE5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      6250000 | PA      | $7010531.25    | 0.01%             | 2096-12-15      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 3.559% 04-23-24/23                                                  | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1117730.25    | 0.00%             | 2024-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.023% 12-05-24/23                                                  | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7390867.50    | 0.01%             | 2024-12-05      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                      | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 4.3% 01-15-26                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4332088.32    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A LIFE SR UNSEC 5.5% 01-15-30                                                  | CUSIP: 46590XAB2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |      2375000 | PA      | $2265429.38    | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                                 | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.875% 11-22-26                                         | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |     12224000 | PA      | $10945271.81   | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                               | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.75% 04-27-27                                        | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |      4213000 | PA      | $3681108.75    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.301% 10-15-25/24                                                  | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     62749000 | PA      | $59173875.73   | 0.08%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.005% 03-13-26/25                                                  | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     22000000 | PA      | $20380052.00   | 0.03%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                  | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                 | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       100000 | PA      | $71157.20      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                               | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC 4.25% 11-07-27                                        | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |     36000000 | PA      | $30808908.00   | 0.04%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 3.109% 04-22-51/50                                                  | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3972000 | PA      | $2619673.02    | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SUB 2.956% 05-13-31/30                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $826157.00     | 0.00%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                         | JOHNSON & JOHNSON SR UNSEC 2.25% 09-01-50                                                        | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     12225000 | PA      | $7621994.10    | 0.01%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                         | JOHNSON & JOHNSON SR UNSEC 1.3% 09-01-30                                                         | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     19100000 | PA      | $15442884.80   | 0.02%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                         | JOHNSON & JOHNSON SR UNSEC 2.1% 09-01-40                                                         | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      5100000 | PA      | $3529230.60    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                         | JOHNSON & JOHNSON SR UNSEC 0.95% 09-01-27                                                        | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      6325000 | PA      | $5456160.05    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 1.045% 11-19-26/25                                                  | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     28414000 | PA      | $25091096.36   | 0.04%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 1.578% 04-22-27/26                                                  | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20772000 | PA      | $18275496.41   | 0.03%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.58% 04-22-32/31                                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3692000 | PA      | $2966355.86    | 0.00%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51                                                  | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7330000 | PA      | $4986496.38    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.069% 06-01-29/28                                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41999000 | PA      | $35150013.08   | 0.05%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                      | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      7574000 | PA      | $6136242.73    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 1.47% 09-22-27/26                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000000 | PA      | $29479360.00   | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30080000 | PA      | $23852026.24   | 0.03%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A LIFE SR UNSEC 3.0% 05-15-32                                                  | CUSIP: 46590XAD8<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     18250000 | PA      | $14021402.00   | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 1.561% 12-10-25/24                                                  | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155249000 | PA      | $143845339.95  | 0.20%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5482000 | PA      | $4476096.86    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A SR UNSEC 3.0% 02-02-29                                                       | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     22321000 | PA      | $18522300.62   | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000000 | PA      | $31711295.00   | 0.04%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                  | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     66318000 | PA      | $63435156.54   | 0.09%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.08% 04-26-26/25                                                   | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1457704.50    | 0.00%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A LIFE SR UNSEC 5.75% 04-01-33                                                 | CUSIP: 46590XAH9<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     48717000 | PA      | $46587092.76   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27642000 | PA      | $26401067.69   | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     58466000 | PA      | $57087664.05   | 0.08%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A SR UNSEC 2.5% 01-15-27                                                       | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     32544000 | PA      | $28512123.84   | 0.04%             | 2027-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JBS USA LUX SA                                                                            | JBS USA LUX SA 144A SR UNSEC 3.625% 01-15-32                                                     | CUSIP: 46590XAT3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |     10401000 | PA      | $8439839.45    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 5.546% 12-15-25/24                                                  | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $25019500.00   | 0.04%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                               | KRAFT HEINZ FOODS CO SR UNSEC 4.375% 06-01-46                                                    | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $13075056.00   | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                               | KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26                                                      | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2599000 | PA      | $2435429.34    | 0.00%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRC INTERIM CORP                                                                          | KRC INTERIM CORP SR UNSEC 2.7% 03-01-24                                                          | CUSIP: 49446RAR0<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     16980000 | PA      | $16441479.30   | 0.02%             | 2024-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                                             | KINGDOM OF SAUDI ARABIA SUKUK 144A 3.628% 04-20-27                                               | CUSIP: 48266XAB1<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |      3800000 | PA      | $3683241.20    | 0.01%             | 2027-04-20      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| KRC INTERIM CORP                                                                          | KRC INTERIM CORP SR UNSEC 3.3% 02-01-25                                                          | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4795035.00    | 0.01%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                   | KB HOME SR UNSEC 6.875% 06-15-27                                                                 | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5038350.00    | 0.01%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                      | KEURIG DR PEPPER INC SR UNSEC 4.417% 05-25-25                                                    | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      1028000 | PA      | $1017295.44    | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                                       | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     19035000 | PA      | $16774860.24   | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                      | KEURIG DR PEPPER INC SR UNSEC 3.2% 05-01-30                                                      | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2557000 | PA      | $2234206.88    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO SAB DE CV                                                        | KIMBERLY-CLARK DE MEXICO SAB DE CV 144A LIFE SR UNSEC SF 2.431% 07-01-31                         | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |      2510000 | PA      | $2010974.35    | 0.00%             | 2031-07-01      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                       | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      2325000 | PA      | $1845694.28    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                        | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |      5870000 | PA      | $4426408.51    | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                                               | KAISER FOUNDATION HOSPITALS SR UNSEC 2.810047% 06-01-41                                          | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      5555000 | PA      | $4047428.55    | 0.01%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                                  | KIA CORP 144A LIFE SR UNSEC 2.375% 02-14-25                                                      | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      9995000 | PA      | $9281956.70    | 0.01%             | 2025-02-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| KEB HANA BANK                                                                             | HANA BANK 144A LIFE SR UNSEC 3.25% 03-30-27                                                      | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      8350000 | PA      | $7789447.80    | 0.01%             | 2027-03-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 3.9% 12-06-28                                                            | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       831000 | PA      | $801718.05     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 5.875% 02-01-29                                                                 | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7130000 | PA      | $7122713.14    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                                       | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.7% 02-01-45                                       | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      1310000 | PA      | $1128519.15    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                   | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4008150.00    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                    | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4227360.00    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | LOWE'S COS INC SR UNSEC 4.05% 05-03-47                                                           | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2427000 | PA      | $1909405.85    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                                                        | LENNAR CORP SR UNSEC 4.5% 04-30-24                                                               | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      3015000 | PA      | $2976263.28    | 0.00%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 4.375% 03-22-28                                                | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2560000 | PA      | $2434329.60    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 4.55% 08-16-28                                                 | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3299583.00    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 10-15-49                                         | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1301544.36    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                          | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                              | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       270000 | PA      | $252666.27     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LEVEL 3 FINANCING INC 144A LIFE SR SEC 1ST LIEN 3.875% 11-15-29                                  | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $5457451.50    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                             | LIMA METRO LINE 2 FINANCE LTD REG S SR SEC 1ST LIEN SF 5.875% 07-05-34                           | CUSIP: N/A<br>LEI: 5493009BVQNQT1UKQ352       | Long             | DBT              | CORP              | KY        |       520415 | PA      | $506381.04     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 2.438% 02-05-26/25                                             | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     13875000 | PA      | $12928697.25   | 0.02%             | 2026-02-05      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | LLOYDS BANKING GROUP PLC SR UNSEC 3.87% 07-09-25/24                                              | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5920000 | PA      | $5733229.92    | 0.01%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                      | LOCKHEED MARTIN CORP SR UNSEC 1.85% 06-15-30                                                     | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1348216.83    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                         | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                       | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5503000 | PA      | $3705037.83    | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | LOWE'S COS INC SR UNSEC 3.0% 10-15-50                                                            | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3151000 | PA      | $2017982.33    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | LOWE'S COS INC SR UNSEC 1.3% 04-15-28                                                            | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       684000 | PA      | $569588.69     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                               | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                                             | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      8379000 | PA      | $7945395.13    | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                         | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.25% 07-18-29                              | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |       846000 | PA      | $673035.30     | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                         | EMPRESAS PUBLICAS DE MEDELLIN ESP REG S SR UNSEC 4.25% 07-18-29                                  | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | CO        |       990000 | PA      | $787594.50     | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                               | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                              | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      5687000 | PA      | $4158692.68    | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                               | EXPORT-IMPORT BK INDIA REG S SR UNSEC 3.25% 01-15-30                                             | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |      9100000 | PA      | $7908100.20    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                               | EQUINOR ASA SR UNSEC 3.125% 04-06-30                                                             | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     22503000 | PA      | $20257673.16   | 0.03%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                               | EQUINOR ASA SR UNSEC 2.375% 05-22-30                                                             | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      3444000 | PA      | $2937056.98    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                         | EMPRESAS PUBLICAS DE MEDELLIN ESP 144A LIFE SR UNSEC 4.375% 02-15-31                             | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      8203000 | PA      | $6388250.31    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                               | EXPORT-IMPORT BK INDIA 144A LIFE SR UNSEC 2.25% 01-13-31                                         | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     25000000 | PA      | $19747575.00   | 0.03%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                  | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 06-01-70/28                            | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |     15000000 | PA      | $12565739.55   | 0.02%             | 2170-06-01      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                    | FED FARM CR UNSEC 1.6% 07-13-33                                                                  | CUSIP: 3133EMR38<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |      1957000 | PA      | $1471188.25    | 0.00%             | 2033-07-13      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHMS K044 A2 (MF) 2.811% 01-25-25                                                                | CUSIP: 3137BHCY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     19390123 | PA      | $18658863.18   | 0.03%             | 2025-01-25      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHMS K036 A2 (MF) 3.527% 10-25-23                                                                | CUSIP: 3137B7MZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      2000000 | PA      | $1977542.00    | 0.00%             | 2023-10-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMA 2.375% 01-19-23                                                                             | CUSIP: 3135G0T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2442000 | PA      | $2439938.95    | 0.00%             | 2023-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMA 1.625% 01-27-25                                                                             | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         7000 | PA      | $6612.26       | 0.00%             | 2025-01-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHLMC UNSEC 0.25% 06-26-23                                                                       | CUSIP: 3137EAES4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3439000 | PA      | $3364429.76    | 0.00%             | 2023-06-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMA 0.875% 08-05-30                                                                             | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2563000 | PA      | $2040999.68    | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHLMC UNSEC 0.375% 09-23-25                                                                      | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9449000 | PA      | $8504859.70    | 0.01%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                               | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                                          | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |      2556000 | PA      | $2409030.00    | 0.00%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                               | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-23                                          | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |     16000000 | PA      | $15949472.00   | 0.02%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                  | ISRAEL ELECTRIC CORP LTD 144A LIFE/REG S SR UNSEC 3.75% 02-22-32                                 | CUSIP: N/A<br>LEI: 254900JW7GE35YNJGJ55       | Long             | DBT              | CORP              | IL        |      2160000 | PA      | $1898337.60    | 0.00%             | 2032-02-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 4.75% 05-15-25                              | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |     10000000 | PA      | $9852630.00    | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 4.75% 05-15-25                          | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      3310000 | PA      | $3261220.53    | 0.00%             | 2025-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.45% 05-15-30                          | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |       910000 | PA      | $868390.25     | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.8% 05-15-50                           | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2690000 | PA      | $2259686.08    | 0.00%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                                  | JBIC GLOBAL SR UNSEC 2.875% 04-14-25                                                             | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |      5488000 | PA      | $5271465.47    | 0.01%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                                  | JBIC GLOBAL SR UNSEC 1.875% 04-15-31                                                             | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |      6576000 | PA      | $5378346.00    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                       | KFW GLOBAL USD 0.625% 01-22-26                                                                   | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | USGA              | DE        |      6778000 | PA      | $6073881.03    | 0.01%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                       | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5535000 | PA      | $4532998.95    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                            | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                                        | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |      4279000 | PA      | $4012818.39    | 0.01%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                                       | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                             | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |      3470000 | PA      | $3140443.69    | 0.00%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                             | OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27                                                | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |      9063000 | PA      | $8010948.83    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA (OCENSA)                                                             | OLEODUCTO CENTRAL SA 144A LIFE SR UNSEC 4.0% 07-14-27                                            | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      9840000 | PA      | $8697753.12    | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                            | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 2.0% 04-16-31                                           | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |      6787000 | PA      | $5603446.29    | 0.01%             | 2031-04-16      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                            | ONTARIO TEACHERS FINANCE 144A LIFE UNSEC 0.875% 09-21-26                                         | CUSIP: 68329AAK4<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |      7433000 | PA      | $6488427.00    | 0.01%             | 2026-09-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                                           | PSP CAPITAL INC 144A LIFE SR UNSEC 1.625% 10-26-28                                               | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | USGA              | CA        |      6054000 | PA      | $5160435.65    | 0.01%             | 2028-10-26      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                     | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     69634000 | PA      | $68279897.24   | 0.10%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 3.973% 05-22-30/29                                                    | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     21463000 | PA      | $18829167.96   | 0.03%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                           | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     42205000 | PA      | $38273308.82   | 0.05%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    133098000 | PA      | $104775011.80  | 0.15%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     56014275 | PA      | $52601101.17   | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 5.25% 06-15-49                                                                  | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $7108227.90    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA HEALTHCARE INC                                                                        | HCA INC SR UNSEC 4.125% 06-15-29                                                                 | CUSIP: 404119BX6<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2584877.83    | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                       | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     13542000 | PA      | $11622868.39   | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                                             | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     32000000 | PA      | $28151232.00   | 0.04%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24                                               | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3387000 | PA      | $3253982.35    | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 2.7% 08-15-29                                               | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      8333000 | PA      | $7426911.25    | 0.01%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                      | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      4450000 | PA      | $4069832.05    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                      | PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50                                           | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      5695000 | PA      | $5106416.06    | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24                                                    | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $6202825.20    | 0.01%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                  | SERVICE PROPERTIES TRUST SR UNSEC 4.5% 06-15-23                                                  | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      9680000 | PA      | $9527752.96    | 0.01%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                      | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     38272000 | PA      | $34961778.18   | 0.05%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5122000 | PA      | $4245000.92    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12390000 | PA      | $9405657.87    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     19000000 | PA      | $13189496.00   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 3.125% 12-15-49                                                          | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3564.24       | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     19717000 | PA      | $17723039.51   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 3.35% 05-16-31                                             | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |      8670000 | PA      | $7204804.68    | 0.01%             | 2031-05-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY REG S SR UNSEC 2.25% 07-12-31                                                        | CUSIP: N/A<br>LEI: 254900QTESJKJ3P87J26       | Long             | DBT              | CORP              | QA        |      8000000 | PA      | $6641448.00    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT CORP                                                                | SWEDISH EXPORT CREDIT CORP SR UNSEC 3.625% 09-03-24                                              | CUSIP: 87031CAG8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | USGA              | SE        |      4489000 | PA      | $4404104.03    | 0.01%             | 2024-09-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                      | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 1.625% 11-24-25                                          | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      2980000 | PA      | $2721952.86    | 0.00%             | 2025-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                      | SAUDI ARABIAN OIL CO REG S SR UNSEC 2.25% 11-24-30                                               | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |      8900000 | PA      | $7353607.20    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD                                             | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 1.45% 01-08-26                    | CUSIP: 82939GAR9<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |     10500000 | PA      | $9542431.50    | 0.01%             | 2026-01-08      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD                                             | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 2.3% 01-08-31                     | CUSIP: 82939GAS7<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |     11940000 | PA      | $10052405.40   | 0.01%             | 2031-01-08      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT (2018) LTD                                             | SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD 144A LIFE SR UNSEC 3.1% 01-08-51                     | CUSIP: 82939GAT5<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |     27125000 | PA      | $18075774.50   | 0.03%             | 2051-01-08      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 4.4% 02-12-52                                                              | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1910000 | PA      | $1411331.47    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 3.5% 01-31-34                                                                 | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3785000 | PA      | $3233991.06    | 0.00%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 144A 3.75% 04-17-26                                                                | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |     41695000 | PA      | $39318801.95   | 0.06%             | 2026-04-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A 8.5% 01-31-47                                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2245000 | PA      | $1503355.27    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                                    | EMIRATE OF ABU DHABI 144A LIFE 3.125% 10-11-27                                                   | CUSIP: 29135LAA8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     17700000 | PA      | $16932775.80   | 0.02%             | 2027-10-11      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A 6.588% 02-21-28                                                           | CUSIP: 03846JW48<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1610000 | PA      | $1317405.04    | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                                    | EMIRATE OF ABU DHABI 144A LIFE 3.875% 04-16-50                                                   | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      9900000 | PA      | $8423167.50    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-30/23                                                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     12086355 | PA      | $3289784.97    | 0.00%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF FRN 07-09-35/22                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5349393 | PA      | $1370225.62    | 0.00%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                                    | EMIRATE OF ABU DHABI 144A LIFE 2.7% 09-02-70                                                     | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      4925000 | PA      | $3082468.85    | 0.00%             | 2070-09-02      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA REP OF 1.0% 07-09-29                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1033984 | PA      | $277063.25     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                                   | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 5.625% 02-17-24                                       | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |      3000000 | PA      | $2530970.90    | 0.00%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BERMUDA (GOVERNMENT OF)                                                                   | BERMUDA GOVT 144A LIFE 3.375% 08-20-50                                                           | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      8200000 | PA      | $5841352.00    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BERMUDA (GOVERNMENT OF)                                                                   | BERMUDA GOVT 144A LIFE 2.375% 08-20-30                                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      2840000 | PA      | $2409845.08    | 0.00%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.0 Q01658 06-01-41                                                                        | CUSIP: 3132GEZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       232645 | PA      | $233446.53     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | TITULOS DE TESORERIA COP UNSEC 5.75% 11-03-27                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 152975600000 | PA      | $23935254.05   | 0.03%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                                    | COLOMBIA REP OF SR UNSEC 4.125% 05-15-51                                                         | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     18640000 | PA      | $11218278.96   | 0.02%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AH6099 03-01-41                                                                    | CUSIP: 3138A7X52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1176881 | PA      | $1192850.44    | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.0 G06648 06-01-41                                                                        | CUSIP: 3128M8WH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       621845 | PA      | $627956.76     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q02705 08-01-41                                                                        | CUSIP: 3132GGAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2099442 | PA      | $2085546.14    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q01992 07-01-41                                                                        | CUSIP: 3132GFF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37486 | PA      | $36646.14      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G06020 12-01-39                                                                        | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3862 | PA      | $4012.54       | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8183 12-01-51                                                                    | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       363776 | PA      | $308343.37     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS AB1297 08-01-40                                                                        | CUSIP: 31416WNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       280429 | PA      | $284810.21     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AI3510 06-01-41                                                                    | CUSIP: 3138AG3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       767631 | PA      | $775960.93     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AI1862 05-01-41                                                                    | CUSIP: 3138AFB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1395595 | PA      | $1410742.88    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AJ0704 09-01-41                                                                    | CUSIP: 3138ARYA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       651188 | PA      | $661690.48     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AJ5391 11-01-41                                                                    | CUSIP: 3138AW7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       470162 | PA      | $476542.04     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 SD8128 02-01-51                                                                    | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       791596 | PA      | $648055.61     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 SD8134 03-01-51                                                                    | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1316202 | PA      | $1076686.51    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G05860 02-01-40                                                                        | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        12666 | PA      | $13160.39      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 SD8090 09-01-50                                                                    | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9345472 | PA      | $7654483.22    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 SD8106 11-01-50                                                                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36388933 | PA      | $29791910.71   | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7535 02-01-51                                                                    | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4555071 | PA      | $3926953.79    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G05196 10-01-38                                                                        | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1631 | PA      | $1695.08       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G06841 06-01-41                                                                        | CUSIP: 3128M85A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        16895 | PA      | $17553.76      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G03695 11-01-37                                                                        | CUSIP: 3128M5NL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2294 | PA      | $2383.02       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 A15120 10-01-33                                                                        | CUSIP: 31296PVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2319 | PA      | $2332.35       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 G05937 08-01-40                                                                        | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4920735 | PA      | $4888208.81    | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 AC2641 10-01-39                                                                    | CUSIP: 31417L5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3530730 | PA      | $3503437.21    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 G04804 05-01-37                                                                        | CUSIP: 3128M6U55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1316425 | PA      | $1303676.78    | 0.00%             | 2037-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHARM FRN 8D0226 05-01-52                                                                        | CUSIP: 3142BNHB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9715380 | PA      | $8734884.81    | 0.01%             | 2052-05-01      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB0457 05-01-51                                                                    | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5323366 | PA      | $4526809.16    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5259 05-01-51                                                                    | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5204793 | PA      | $4425135.61    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 4.5 D98356 05-01-30                                                                         | CUSIP: 3128E5H93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        59086 | PA      | $57999.51      | 0.00%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7554 04-01-52                                                                    | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30135754 | PA      | $25807054.66   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 FS2448 05-01-52                                                                    | CUSIP: 3140XHWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23056447 | PA      | $18825773.40   | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA8828 02-01-51                                                                    | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42452921 | PA      | $36493422.15   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 A93948 09-01-40                                                                        | CUSIP: 312942L52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         6022 | PA      | $5982.47       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA8046 12-01-50                                                                    | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40441193 | PA      | $36312753.64   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA7599 11-01-50                                                                    | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4773326 | PA      | $4116912.15    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4733 09-01-52                                                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14000923 | PA      | $13490155.33   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4761 09-01-52                                                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116766535 | PA      | $115261181.09  | 0.16%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 G06769 08-01-41                                                                        | CUSIP: 3128M82A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       221611 | PA      | $220144.23     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 G06868 04-01-41                                                                        | CUSIP: 3128M86D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         5280 | PA      | $5244.96       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 RA6406 11-01-51                                                                    | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    139708363 | PA      | $114534592.36  | 0.16%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.0 BF0548 07-01-61                                                                       | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25607806 | PA      | $22354104.08   | 0.03%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_WIK151                                       | FHLMC K151 A2 (MF) 3.8% 12-25-32                                                                 | CUSIP: 3137H8WB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6864895 | PA      | $6488829.19    | 0.01%             | 2032-12-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 RA7938 09-01-52                                                                    | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22269838 | PA      | $21982735.04   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM9416 07-01-45                                                                    | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7291148 | PA      | $6751267.82    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM3280 05-01-49                                                                    | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1912313 | PA      | $1771723.24    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1                                                   | DRIVE 20-1 C 2.36% 03-16-26/02-15-23                                                             | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       649983 | PA      | $649182.83     | 0.00%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                                            | DTAOT 20-2A C 144A 3.28% 03-16-26                                                                | CUSIP: 23343RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1525644 | PA      | $1507832.44    | 0.00%             | 2026-03-16      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA5968 06-01-50                                                                    | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45749217 | PA      | $39314406.93   | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4732 09-01-52                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62589014 | PA      | $58769519.83   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 CB2765 02-01-52                                                                    | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60836534 | PA      | $50021075.99   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA6309 07-01-50                                                                    | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45067464 | PA      | $40441874.61   | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                                   | DRIVE 20-2 C 2.28% 08-17-26/09-15-23                                                             | CUSIP: 26208VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5002907 | PA      | $4973010.02    | 0.01%             | 2026-08-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_20-2                                                   | DRIVE 20-2 D 3.05% 05-15-28/02-15-24                                                             | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8586000 | PA      | $8404406.10    | 0.01%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 G06956 08-01-41                                                                        | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       509906 | PA      | $506534.70     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM7409 05-01-51                                                                    | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       114101 | PA      | $97007.99      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-3                                                            | DTAOT 20-3 C 144A 1.47% 06-15-26/11-15-23                                                        | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3269000 | PA      | $3163430.91    | 0.00%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                            | DTAOT 21-1A D 144A 1.16% 11-16-26/09-16-24                                                       | CUSIP: 23344GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1242000 | PA      | $1144457.05    | 0.00%             | 2026-11-16      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-1                                                            | DTAOT 21-1A C 144A 0.84% 10-15-26/02-15-24                                                       | CUSIP: 23344GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2279000 | PA      | $2188432.54    | 0.00%             | 2026-10-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                             | EART 21-2 B 0.57% 09-15-25/25                                                                    | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4452812 | PA      | $4422822.58    | 0.01%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD 3.1% 05-07-41                                                                       | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13200000 | PA      | $9528248.40    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                             | EART 21-2 D 1.4% 04-15-27/27                                                                     | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16131000 | PA      | $14747895.80   | 0.02%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                             | EART 21-2 C 0.98% 06-15-26/26                                                                    | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11158000 | PA      | $10725471.29   | 0.02%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                 | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      5757000 | PA      | $5615320.23    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 4.0% 01-31-52                                                                 | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3685000 | PA      | $2856073.99    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 2.75% 01-31-27                                                                | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1940000 | PA      | $1787545.10    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27                                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     19825000 | PA      | $19223608.63   | 0.03%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                                         | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6042000 | PA      | $5675329.15    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 4.658% 05-24-28/27                                                        | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28503000 | PA      | $27629098.02   | 0.04%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 2.887% 11-01-51                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3233790.00    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                                       | CHILE GVT BD CHILE 4.34% 03-07-42                                                                | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      8380000 | PA      | $7111611.58    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 6.4% 06-05-49                                                       | CUSIP: 25714PEB0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1648000 | PA      | $1338553.39    | 0.00%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A D 4.56% 07-17-28                                                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7739000 | PA      | $7260621.45    | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A A3 2.8% 11-17-25                                                                      | CUSIP: 30166QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7493000 | PA      | $7414870.49    | 0.01%             | 2025-11-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.05% 03-15-25                                                 | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2243148.75    | 0.00%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.165% 07-15-27                                                | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     19250000 | PA      | $19017671.75   | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.33% 07-15-29                                                 | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5599200.50    | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32                                                | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     14962000 | PA      | $14269573.60   | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                                           | DOMINICAN REPUBLIC 144A LIFE 6.875% 01-29-26                                                     | CUSIP: 25714PDJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4300000 | PA      | $4349798.30    | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A EUR 4.75% 04-16-26                                                        | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      3000000 | PA      | $2680016.08    | 0.00%             | 2026-04-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 4.5% 11-15-52                                                                  | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     43800000 | PA      | $38267534.40   | 0.05%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 4.1% 11-15-32                                                                  | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     52625000 | PA      | $49499811.75   | 0.07%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25                                           | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $15686000.00   | 0.02%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32                                                | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     39463000 | PA      | $36069616.09   | 0.05%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A EUR 5.625% 04-16-30                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      1060000 | PA      | $790302.53     | 0.00%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                                  | EGYPT ARAB REP OF 144A LIFE 7.0529% 01-15-32                                                     | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      5100000 | PA      | $3745236.00    | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     10000000 | PA      | $9121640.00    | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 6.537% 08-12-33/32                                     | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      3817000 | PA      | $3358555.40    | 0.00%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                                      | HONDURAS REP OF 144A LIFE 6.25% 01-19-27                                                         | CUSIP: 438180AH4<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |       237000 | PA      | $209701.63     | 0.00%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                                      | HONDURAS REP OF REG S 6.25% 01-19-27                                                             | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |       200000 | PA      | $176963.40     | 0.00%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                                | EART 22-2A B 3.65% 10-15-26                                                                      | CUSIP: 30166QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19635000 | PA      | $19176738.74   | 0.03%             | 2026-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO LTD EATON_20-2A                                                           | EATON 20-2A AR CLO 144A FRN (L+115) 01-15-35                                                     | CUSIP: 27829PAL0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1071211.90    | 0.00%             | 2035-01-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                                         | ISRAEL STATE OF ILS 1.0% 03-31-30                                                                | CUSIP: N/A<br>LEI: 213800T8ZHTFZIBYPE21       | Long             | DBT              | NUSS              | IL        |     78000000 | PA      | $18499520.36   | 0.03%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                                         | ISRAEL STATE 3.375% 01-15-50                                                                     | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5000000 | PA      | $3862850.00    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A C 4.92% 12-15-28                                                                      | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6194000 | PA      | $5983348.25    | 0.01%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                             | EART 22-4A B 4.57% 01-15-27                                                                      | CUSIP: 30166BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3744000 | PA      | $3675398.69    | 0.01%             | 2027-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                                         | ISRAEL STATE 3.875% 07-03-50                                                                     | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     42900000 | PA      | $36256463.10   | 0.05%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF SR UNSEC 4.2% 10-15-50                                                          | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1785000 | PA      | $1481728.50    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                                   | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                         | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9358000 | PA      | $9154510.29    | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                                   | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                                         | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5938000 | PA      | $5632014.86    | 0.01%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF SR UNSEC 3.35% 03-12-71                                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10500000 | PA      | $7016320.50    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA GOVT BOND IDR FR91 6.375% 04-15-32                                                     | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 207116000000 | PA      | $12824095.87   | 0.02%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                            | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1437000 | PA      | $1379333.19    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                                         | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75680000 | PA      | $78314193.76   | 0.11%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF 4.75% 09-10-32                                                                  | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     18030000 | PA      | $17684473.08   | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                                   | INDONESIA REP OF REG S 6.625% 02-17-37                                                           | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |     12000000 | PA      | $13619508.00   | 0.02%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                                   | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5551000 | PA      | $5569540.34    | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 A2 5.73% 11-17-25/02-15-24                                                             | CUSIP: 30168AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1112000 | PA      | $1113477.85    | 0.00%             | 2025-11-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     38021000 | PA      | $39034259.65   | 0.05%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER BANK                                                                             | DISCOVER BANK SR UNSEC 3.45% 07-27-26                                                            | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4333606.80    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                               | IVORY COAST GOVT 144A SF 6.375% 03-03-28                                                         | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      7275000 | PA      | $7061988.00    | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                                             | KINGDOM OF JORDAN 144A 5.75% 01-31-27                                                            | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       615000 | PA      | $594415.95     | 0.00%             | 2027-01-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 B 6.03% 08-16-27/06-16-25                                                              | CUSIP: 30168AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2928000 | PA      | $2933495.86    | 0.00%             | 2027-08-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 D 8.03% 04-06-29/01-15-27                                                              | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1913000 | PA      | $1928321.22    | 0.00%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                             | DTE ENERGY CO SR UNSEC 2.85% 10-01-26                                                            | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $5628134.50    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 3.7% 03-15-45                                                    | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       657000 | PA      | $523369.49     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                             | EART 22-6 C 6.32% 05-15-28/03-16-26                                                              | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6335000 | PA      | $6344040.05    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-2                                             | EART 19-2 D 144A 3.71% 03-17-25/06-15-23                                                         | CUSIP: 30167LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5417613 | PA      | $5362732.58    | 0.01%             | 2025-03-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE AB                                                                 | KOMMUNINVEST I SVERIGE 144A LIFE SR UNSEC 0.5% 07-05-23                                          | CUSIP: 50046PBV6<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     10129000 | PA      | $9927311.35    | 0.01%             | 2023-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                                             | KINGDOM OF JORDAN 144A 6.125% 01-29-26                                                           | CUSIP: 418097AG6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2890000 | PA      | $2866004.33    | 0.00%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3                                             | EART 19-3A D 144A 3.11% 08-15-25/23                                                              | CUSIP: 30167EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10579328 | PA      | $10413782.83   | 0.01%             | 2025-08-15      | Fixed         | 3.11%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-1                                             | EART 20-1A D 144A 2.73% 12-15-25/03-15-24                                                        | CUSIP: 30167HAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4959344 | PA      | $4863335.72    | 0.01%             | 2025-12-15      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                          | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                       | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4936000 | PA      | $4744256.14    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 4.625% 10-01-44                                                     | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $916625.60     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA (GOVERNMENT)                                                                     | MALAYSIA GVT MYR 3.885% 08-15-29                                                                 | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     36000000 | PA      | $8118396.37    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF REG S EUR 1.5% 11-27-31                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     15000000 | PA      | $11893138.35   | 0.02%             | 2031-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                             | EART 20-2 D 144A 4.73% 04-15-26/04-15-24                                                         | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2055000 | PA      | $2034873.33    | 0.00%             | 2026-04-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                             | EART 20-3A D 1.73% 07-15-26/04-15-24                                                             | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2977000 | PA      | $2868979.56    | 0.00%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 5.0% 04-27-51                                                              | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5100000 | PA      | $4156974.30    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF 144A LIFE 2.375% 12-15-27                                                     | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $6116453.00    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 2.875% 05-12-41                                                          | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      5827000 | PA      | $4371228.94    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3                                             | EART 20-3A C 1.32% 07-15-25/08-15-23                                                             | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1766502 | PA      | $1746703.40    | 0.00%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-4A                                            | EART 19-4A D 144A 2.58% 09-15-25/12-15-23                                                        | CUSIP: 30167GAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12125576 | PA      | $11923878.82   | 0.02%             | 2025-09-15      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF 144A LIFE 3.0% 12-15-32                                                       | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     10000000 | PA      | $7996000.00    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF 144A LIFE 4.0% 12-15-50                                                       | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      7700000 | PA      | $5300918.70    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.1% 05-12-51                                                            | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     33000000 | PA      | $23667600.00   | 0.03%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                   | ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51                                                   | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $3086498.63    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 3.75% 04-19-71                                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     11315000 | PA      | $7072576.53    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 3.5% 02-12-34                                                              | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      6200000 | PA      | $4977167.80    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 3.95% 02-27-23                                                      | CUSIP: 251526BR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11964000 | PA      | $11923442.04   | 0.02%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIANJIAN INTERNATIONAL FINANCE LTD                                                        | DIANJIAN INTERNATIONAL FINANCE LTD PRP REG S SR UNSEC (H) 4.6% 12-31-49/07-19-23                 | CUSIP: N/A<br>LEI: 549300UN39CUV8F5DI82       | Long             | DBT              | CORP              | VG        |     14000000 | PA      | $13979000.00   | 0.02%             | 2049-12-31      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | UTD MEX ST GVT GLOBAL 4.875% 05-19-33                                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     14295000 | PA      | $13150570.89   | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU PEN 6.15% 08-12-32                                                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     76900000 | PA      | $17803512.08   | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                     | ANTERO RESOURCES CORP 144A LIFE SR UNSEC 5.375% 03-01-30                                         | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      1735000 | PA      | $1610878.10    | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                   | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                                  | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      6503000 | PA      | $5426044.67    | 0.01%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                            | DANSKE BANK A/S 144A LIFE SR NON PREF 3.875% 09-12-23                                            | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     15165000 | PA      | $14978986.11   | 0.02%             | 2023-09-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 3.7% 05-30-24                                                       | CUSIP: 251526BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12900000 | PA      | $12542670.00   | 0.02%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 3.0% 05-28-51                                                           | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3294000 | PA      | $2326203.04    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                   | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                  | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $3827685.30    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT PEN REG S GDN 6.35% 08-12-28                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     33100000 | PA      | $8289702.88    | 0.01%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT PEN 144A LIFE/REG S 5.94% 02-12-29                                                     | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     41000000 | PA      | $9902448.94    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                         | EDVES 21-A A 144A 1.8% 11-25-45                                                                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1211449 | PA      | $1023945.99    | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                                                   | FORDR 21-1 A 144A 1.37% 10-17-33/04-15-26                                                        | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21970000 | PA      | $19642234.56   | 0.03%             | 2033-10-17      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                       | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16415000 | PA      | $15794217.53   | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                  | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.375% 09-01-23                                         | CUSIP: 26442UAF1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       786000 | PA      | $777694.34     | 0.00%             | 2023-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 3.87% 07-23-60                                                                     | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     19858000 | PA      | $12875629.33   | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 04-01-56                                                                   | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      8915000 | PA      | $6532867.43    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                         | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2555418.00    | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.7% 08-05-51                                                                 | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $2988234.00    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LIMITED FCBSL_22-2A                                                   | FCBSL 22-2 C1 CLO 144A FRN (TSFR3M+445) 10-18-33                                                 | CUSIP: 34964WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2000000 | PA      | $1972220.00    | 0.00%             | 2033-10-18      | Variable      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_18-1                                                   | FORDR 18-1 A 144A 3.19% 07-15-31/01-15-25                                                        | CUSIP: 34532RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19385000 | PA      | $18530082.73   | 0.03%             | 2031-07-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 02-22-24                        | CUSIP: 233851DS0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      9710000 | PA      | $9547658.51    | 0.01%             | 2024-02-22      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                   | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                        | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5784360.00    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                              | AEP TRANSMISSION CO LLC SR UNSEC 2.75% 08-15-51                                                  | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       975000 | PA      | $622940.18     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 3.0% 01-15-52                                                                 | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       275000 | PA      | $176725.45     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K089                                       | FHMS K089 A2 (MF) 3.563% 01-25-29                                                                | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5249000 | PA      | $5016584.78    | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR1                                                | FASST 19-JR1 A 144A 2.0% 03-25-69                                                                | CUSIP: 31739FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11480870 | PA      | $12290581.77   | 0.02%             | 2069-03-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                            | AIR LEASE CORP SR UNSEC 0.8% 08-18-24                                                            | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     17900000 | PA      | $16493453.80   | 0.02%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                            | AIR LEASE CORP SR UNSEC 2.1% 09-01-28                                                            | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     13775000 | PA      | $11244408.53   | 0.02%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K090                                       | FHMS K090 A2 (MF) 3.422% 02-25-29                                                                | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5000000 | PA      | $4716965.00    | 0.01%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                                       | FHMS K734 A2 (MF) 3.208% 02-25-26                                                                | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5065000 | PA      | $4863737.16    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 2.783% 01-23-31                                                                        | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30860000 | PA      | $25605467.80   | 0.04%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                                         | PARAGUAY REP OF 144A 4.95% 04-28-31                                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      5000000 | PA      | $4850640.00    | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 3.5% 09-15-53                                                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     76396000 | PA      | $51906116.26   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 2.55% 12-01-33                                                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     31473000 | PA      | $24279531.12   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | DOMINION ENERGY INC SUB 3.071% 08-15-24                                                          | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     17600000 | PA      | $16969902.40   | 0.02%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                 | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.45% 08-15-29                                         | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     32831000 | PA      | $28221035.14   | 0.04%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 2.95% 05-05-45                                                                | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     15091000 | PA      | $10935481.88   | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 2.252% 09-29-32                                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     36365000 | PA      | $27064833.08   | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                                | FASST 19-JR2 A1 144A 2.0% 04-01-69                                                               | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12499049 | PA      | $12850247.57   | 0.02%             | 2069-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_20-1                                                   | FORDR 20-1 A 144A 2.04% 08-15-31/02-18-25                                                        | CUSIP: 34531NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44412000 | PA      | $41689810.87   | 0.06%             | 2031-08-15      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                             | AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28                                                    | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |      9525000 | PA      | $7935238.52    | 0.01%             | 2033-09-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                                      | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3752000 | PA      | $3278591.40    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 1.648% 06-10-31                                                               | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     17514000 | PA      | $14040448.38   | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 2.65% 12-10-45                                                                | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     13236000 | PA      | $8954670.20    | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1                                               | FIAOT 21-1A B 144A 0.89% 03-15-27/06-17-24                                                       | CUSIP: 32059FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2031319.50    | 0.00%             | 2027-03-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_21-1                                               | FIAOT 21-1A D 144A 1.62% 03-15-27/02-18-25                                                       | CUSIP: 32059FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       950000 | PA      | $863044.60     | 0.00%             | 2027-03-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                       | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1463000 | PA      | $1140900.07    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                                        | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     11643000 | PA      | $9887386.96    | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                 | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 3.2% 08-15-49                                          | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |        77000 | PA      | $54325.27      | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.7% 06-14-24                         | CUSIP: 233851DX9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     19050000 | PA      | $18405348.00   | 0.03%             | 2024-06-14      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                                         | PARAGUAY REP OF 144A LIFE SF 2.739% 01-29-33                                                     | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1618000 | PA      | $1305025.41    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| PANAMA BONOS DEL TESORO                                                                   | PANAMA BONOS DEL TESORO 3.362% 06-30-31                                                          | CUSIP: N/A<br>LEI: 549300SHS4T08CL0LP14       | Long             | DBT              | NUSS              | PA        |     28000000 | PA      | $22750000.00   | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                                | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                          | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6977131 | PA      | $5941404.14    | 0.01%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                                | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                          | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       235375 | PA      | $198936.96     | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                                        | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     22799000 | PA      | $18468991.12   | 0.03%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 2.95% 10-01-51                                                       | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     18184000 | PA      | $12340153.37   | 0.02%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.2% 07-06-46                                                                 | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      9100000 | PA      | $6682839.80    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                                        | PERU GOVT 3.6% 01-15-72                                                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     35900000 | PA      | $23489549.50   | 0.03%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                                       | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                                             | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45496000 | PA      | $46389040.98   | 0.07%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GUGGENHEIM CLO GUGG_22-2                                                                  | GUGG 22-2 D CLO 144A FRN (TSFR3M+595) 01-15-35                                                   | CUSIP: 40172YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $953750.00     | 0.00%             | 2035-01-15      | Variable      | 10.46%                | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | ANALOG DEVICES INC SR UNSEC 2.8% 10-01-41                                                        | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      2973000 | PA      | $2188214.22    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                                 | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.15% 10-29-23                                               | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     18000000 | PA      | $17325072.00   | 0.02%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 6.375% 10-23-34                                                               | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     18000000 | PA      | $19989378.00   | 0.03%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 01-19-63                                                                   | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2410000 | PA      | $1707140.37    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                          | GMALT 20-2 C 2.56% 07-22-24/03-20-23                                                             | CUSIP: 36259PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       786000 | PA      | $784523.89     | 0.00%             | 2024-07-22      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2                                          | GMALT 20-2 D 3.21% 12-20-24/04-20-23                                                             | CUSIP: 36259PAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1111000 | PA      | $1108198.06    | 0.00%             | 2024-12-20      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                               | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     61735000 | PA      | $54063685.43   | 0.08%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.85% 10-29-41                                               | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      8640000 | PA      | $6138979.20    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                             | GMCAR 20-4 C 1.05% 05-18-26/07-16-24                                                             | CUSIP: 36260KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3700000 | PA      | $3403922.30    | 0.00%             | 2026-05-18      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                                | GCI 20-1 A 144A 2.82% 10-18-45/30                                                                | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1436755 | PA      | $1268662.09    | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.229% 03-29-27                                                               | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      3025000 | PA      | $2908238.03    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 4.2% 03-29-47                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |      1728000 | PA      | $1484277.70    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POLAND (REPUBLIC OF)                                                                      | POLAND GOVT BOND USD 5.75% 11-16-32                                                              | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3810000 | PA      | $4070082.03    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.95% 01-20-40                                                                | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      4000000 | PA      | $3402208.00    | 0.00%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.0% 10-29-28                                                | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     58206000 | PA      | $48868884.51   | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.3% 01-30-32                                                | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     68835000 | PA      | $53980888.85   | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                          | STATE OF QATAR 144A LIFE 3.75% 04-16-30                                                          | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     39070000 | PA      | $37920755.95   | 0.05%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                          | STATE OF QATAR 144A LIFE 4.4% 04-16-50                                                           | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     32960000 | PA      | $30249105.92   | 0.04%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.65% 10-29-24                                               | CUSIP: 00774MAU9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     50868000 | PA      | $46954877.36   | 0.07%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 1.65% 11-04-26                                                      | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      6475000 | PA      | $5746484.80    | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.7% 02-02-42                                                                 | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     21300000 | PA      | $17494052.10   | 0.02%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 05-15-47                                                                   | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1090000 | PA      | $841779.75     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                                         | PARAGUAY REP OF 144A 5.6% 03-13-48                                                               | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1422000 | PA      | $1246832.35    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.5% 04-16-50                                                                   | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      5925000 | PA      | $4491653.63    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                             | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                          | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     31710000 | PA      | $21080268.93   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                         | AMERICAN TRANSMISSION SYSTEMS INC 144A LIFE SR UNSEC 2.65% 01-15-32                              | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1695000 | PA      | $1395540.96    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION EUR REG S 2.875% 12-04-25                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      2000000 | PA      | $899178.00     | 0.00%             | 2025-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION REG S 5.1% 03-28-35                                                           | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |     52800000 | PA      | $21648000.00   | 0.03%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                                        | RUSSIAN FEDERATION 144A LIFE 5.10% 03-28-35                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |       800000 | PA      | $328000.00     | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR REG S 3.5% 04-03-34                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      7600000 | PA      | $5972756.88    | 0.01%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6485000 | PA      | $5096490.58    | 0.01%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                          | ARGENTINA GDP-LINKED USD (B) .0% 12-15-35                                                        | CUSIP: 040114GM6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     25700000 | PA      | $154200.00     | 0.00%             | 2035-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                  | AON CORP SR UNSEC 2.6% 12-02-31                                                                  | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     10750000 | PA      | $8804970.25    | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                   | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                              | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     27000000 | PA      | $1197383.11    | 0.00%             | 2036-12-18      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 01-28-32                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      1400000 | PA      | $1005369.42    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 3.624% 05-26-30                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      3592000 | PA      | $3156518.30    | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                                     | ROMANIA GOVT BOND EUR 144A LIFE 3.75% 02-07-34                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     18000000 | PA      | $14447067.19   | 0.02%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                                                  | COSTA RICA REP OF REG S 7.0% 04-04-44                                                            | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | CR        |      1264000 | PA      | $1195008.35    | 0.00%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                            | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                            | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     21674000 | PA      | $18917630.72   | 0.03%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 3.0% 02-22-29                                                                 | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4448000 | PA      | $3947715.65    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                  | AON CORP SR UNSEC 2.85% 05-28-27                                                                 | CUSIP: 03740LAD4<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2760366.00    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                  | AON CORP SR UNSEC 3.9% 02-28-52                                                                  | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $776751.00     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_2020                                                                | GCI 20-1 B 144A 3.81% 10-18-45/30                                                                | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       730154 | PA      | $648539.08     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORPORATION TRUST HASC_06-OPT2                                   | HASC 06-OPT2 M2 FRN (L+58.5) 01-25-36                                                            | CUSIP: 40430HEB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1761664 | PA      | $1734217.32    | 0.00%             | 2036-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                | ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32                                      | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     21151000 | PA      | $18294917.02   | 0.03%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27                                                      | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      8875000 | PA      | $8086678.13    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A A 144A 1.21% 12-26-25/24                                                             | CUSIP: 42806MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50476000 | PA      | $46679851.47   | 0.07%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                       | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87940000 | PA      | $76695815.72   | 0.11%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 3.65% 03-15-27                                                      | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      5713000 | PA      | $5344340.11    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                                       | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                                  | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      5709112 | PA      | $4348322.42    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.45% 04-13-29                                                           | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      8434000 | PA      | $7896180.69    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.6% 04-13-32                                                            | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     37880000 | PA      | $34776870.40   | 0.05%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.3% 04-13-27                                                            | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     11359000 | PA      | $10797422.40   | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | ELEVANCE HEALTH INC SR UNSEC 4.1% 05-15-32                                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     36973000 | PA      | $34500541.54   | 0.05%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | ELEVANCE HEALTH INC SR UNSEC 4.55% 05-15-52                                                      | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     18976000 | PA      | $16588363.78   | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 4.05% 05-03-29                                                      | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     13550000 | PA      | $12932553.60   | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 4.42% 08-03-33/32                                                   | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     26522000 | PA      | $25133361.12   | 0.04%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 3.25% 08-08-29                                                                | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1221246.94    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 3.35% 08-08-32                                                                | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     81976000 | PA      | $74665790.20   | 0.11%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 3.95% 08-08-52                                                                | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     36136000 | PA      | $30913842.10   | 0.04%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                       | ASHTEAD CAPITAL INC 144A LIFE SR UNSEC 5.5% 08-11-32                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $383758.00     | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.05% 08-18-29                                                                | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56739000 | PA      | $53150258.25   | 0.07%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A C 144A 2.05% 12-26-25/24                                                             | CUSIP: 42806MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3902000 | PA      | $3519139.66    | 0.00%             | 2025-12-26      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-1                                                    | HERTZ 21-1A B 144A 1.56% 12-26-25/24                                                             | CUSIP: 42806MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6931000 | PA      | $6355997.31    | 0.01%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                 | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     44357000 | PA      | $41174651.39   | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 4.875% 03-01-53                                                               | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19461000 | PA      | $17366762.87   | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                       | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6275000 | PA      | $5388737.83    | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                                    | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                       | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3138000 | PA      | $2594194.01    | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| AON CORP                                                                                  | AON CORP SR UNSEC 5.0% 09-12-32                                                                  | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9920010.00    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27                                                      | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     36237000 | PA      | $37788994.47   | 0.05%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                                | HERTZ 21-A B 144A 3.65% 06-30-23                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     49770000 | PA      | $47749338.00   | 0.07%             | 2023-06-30      | Fixed         | 3.65%                 | Yes           |                  3 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                                | HERTZ 22-1A B 144A 2.19% 06-25-26/25                                                             | CUSIP: 42806MAK5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      2237000 | PA      | $2010519.41    | 0.00%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 4.7% 12-01-32                                                            | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     14370000 | PA      | $14270430.27   | 0.02%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH)                             | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD SR UNSEC 5.088% 12-08-25                               | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |      9646000 | PA      | $9695609.38    | 0.01%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                                | HERTZ 22-1A C 144A 2.63% 06-25-26/25                                                             | CUSIP: 42806MAL3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      1467000 | PA      | $1303816.79    | 0.00%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-1                                                | HERTZ 22-1A A 144A 1.99% 06-25-26/25                                                             | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     39070000 | PA      | $35907049.08   | 0.05%             | 2026-06-25      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                               | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32                          | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     29472000 | PA      | $29855666.50   | 0.04%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                          | ARCELORMITTAL SA SR UNSEC 7.0% 10-15-39                                                          | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      3250000 | PA      | $3311824.75    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 5.1% 09-01-40                                                               | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      4860000 | PA      | $4038504.48    | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                          | ARCELORMITTAL SA SR UNSEC 6.75% 03-01-41                                                         | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      2780000 | PA      | $2693033.26    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SUB 5.7% 10-22-23                                                              | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     27768000 | PA      | $27567598.34   | 0.04%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SUB 5.15% 07-21-24                                                             | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     28454000 | PA      | $27870920.63   | 0.04%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                              | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.5% 02-01-45                                              | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $175104.40     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                             | BAT INTERNATIONAL FINANCE PLC 144A LIFE SR UNSEC 3.95% 06-15-25                                  | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     20022000 | PA      | $19247068.51   | 0.03%             | 2025-06-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                    | BERKSHIRE HATHAWAY INC SR UNSEC 3.125% 03-15-26                                                  | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2014872.30    | 0.00%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                                           | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A LIFE SR SEC 1ST LIEN 5.5% 04-15-24                    | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6333645.50    | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                                | HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27                                                       | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4104000 | PA      | $3525565.82    | 0.00%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                                | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                                       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1680000 | PA      | $1475915.28    | 0.00%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                                | HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27                                                       | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2536000 | PA      | $2095479.05    | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HLA_18-2A                                                                                 | HLA 18-2 C CLO 144A FRN (L+340) 01-22-31                                                         | CUSIP: 40490AAJ9<br>LEI: 549300OG6D5MQUG20S28 | Long             | ABS-O            | CORP              | US        |       714000 | PA      | $624757.14     | 0.00%             | 2031-01-22      | Variable      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HENDR_06-3A                                                 | HENDR 06-3A A1 144A FRN (L+20) 09-15-41                                                          | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       369191 | PA      | $356934.24     | 0.00%             | 2041-09-15      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_22-42                                                           | KKR 22-42A B CLO FRN (TSFR3M+205) 07-20-34                                                       | CUSIP: 48255EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     15000000 | PA      | $14708445.00   | 0.02%             | 2034-07-20      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                   | BECTON DICKINSON AND CO SR UNSEC 3.363% 06-06-24                                                 | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     12129000 | PA      | $11859178.27   | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 3.375% 01-09-25                                             | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     11000000 | PA      | $10594001.00   | 0.01%             | 2025-01-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD KSTAT_22-1                                                           | KSTAT 22-1A C CLO 144A FRN (TSFR3M+340) 07-20-31                                                 | CUSIP: 48255QAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      3000000 | PA      | $2962098.00    | 0.00%             | 2031-07-20      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR UNSEC 2.75% 01-11-23                                                        | CUSIP: 05578AAA6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $8595098.00    | 0.01%             | 2023-01-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 MA6042 07-20-49                                                                         | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        79664 | PA      | $80014.27      | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA6156 09-20-49                                                                         | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1961679 | PA      | $1921723.16    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA5817 03-20-49                                                                         | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11200060 | PA      | $10715803.15   | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC45                                                 | GSMS 20-GC45 A5 2.9106% 02-13-53/12-14-29                                                        | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       174000 | PA      | $149604.33     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                                 | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                        | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7483000 | PA      | $6191479.10    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-HULA                                                 | GSMS 18-HULA A 144A FRN 07-15-25/20                                                              | CUSIP: 36259AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       914773 | PA      | $891640.74     | 0.00%             | 2025-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 754353 04-20-42                                                                         | CUSIP: 36230NZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       305692 | PA      | $281213.45     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                                         | GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30                                                     | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7590097 | PA      | $5836708.69    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 6.5 AB3587 12-20-38                                                                         | CUSIP: 36178N6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        32596 | PA      | $32604.88      | 0.00%             | 2038-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 4.8% 11-30-28                                                       | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3950316.00    | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 4.55% 11-30-25                                                      | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |        33000 | PA      | $32815.10      | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 5.55% 11-30-48                                                      | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6119080.50    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 4.8% 05-15-49                                                       | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      2402000 | PA      | $2038988.14    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                   | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 2.5% 12-01-29                                            | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      6857000 | PA      | $5875715.30    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 3.961% 11-26-25/24                                                  | CUSIP: 251526CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17750000 | PA      | $16973934.50   | 0.02%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.5 783689 02-20-40                                                                         | CUSIP: 3622A2C26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1527005 | PA      | $1620560.38    | 0.00%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 783688 06-20-41                                                                         | CUSIP: 3622A2CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1280756 | PA      | $1315380.85    | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-50                                                   | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1361770.40    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 2.25% 03-01-30                                                   | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     24350000 | PA      | $20521303.40   | 0.03%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.75% 03-10-23                        | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $17893872.00   | 0.03%             | 2023-03-10      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | DOMINION ENERGY INC SR UNSEC 3.3% 03-15-25                                                       | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      2113000 | PA      | $2029405.49    | 0.00%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | DOMINION ENERGY INC SR UNSEC 3.375% 04-01-30                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20716000 | PA      | $18303041.75   | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-01-31                                                  | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      9112000 | PA      | $7770002.86    | 0.01%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                       | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN 7.0% 05-01-25                                      | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2812832.00    | 0.00%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                      | DUKE ENERGY OHIO INC SR SEC 1ST LIEN 2.125% 06-01-30                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      5250000 | PA      | $4297125.00    | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                   | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 1.75% 06-15-30                                           | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      9021000 | PA      | $7191532.18    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                                | DOW CHEMICAL CO/THE SR UNSEC 3.6% 11-15-50                                                       | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10639000 | PA      | $7650611.29    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 783687 12-20-41                                                                         | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3951771 | PA      | $3896889.27    | 0.01%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 AB3818 06-20-41                                                                         | CUSIP: 36178QG30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        68827 | PA      | $66654.03      | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                  | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50                                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $2417860.00    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.222% 09-18-24/23                                                  | CUSIP: 251526CC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89334000 | PA      | $86305398.73   | 0.12%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 AB3819 12-20-39                                                                         | CUSIP: 36178QG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       278580 | PA      | $276978.69     | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 AB3820 12-20-35                                                                         | CUSIP: 36178QG55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       188233 | PA      | $187359.31     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                  | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22275000 | PA      | $17905825.58   | 0.03%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                                  | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125562000 | PA      | $110897865.14  | 0.16%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 AC2886 08-20-41                                                                         | CUSIP: 36179CF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       611626 | PA      | $601723.39     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 AB3664 08-20-41                                                                         | CUSIP: 36178QB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       120834 | PA      | $117741.88     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 0.75% 03-01-24                        | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     18720000 | PA      | $17782932.96   | 0.03%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 1.9% 04-01-28                                                    | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1310529.92    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 AD7620 03-20-43                                                                         | CUSIP: 36180KPD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       992922 | PA      | $913386.76     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2JO 2.5 MA0908 04-20-28                                                                         | CUSIP: 36179NAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       567829 | PA      | $543942.59     | 0.00%             | 2028-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                 | DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 2.55% 04-15-31                                         | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      3362000 | PA      | $2814908.46    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 1.447% 04-01-25/24                                                  | CUSIP: 251526CG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24716000 | PA      | $22966428.51   | 0.03%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                                   | GCAT 21-NQM6 A1 144A FRN 08-25-66                                                                | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18799994 | PA      | $15792051.35   | 0.02%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA7259 03-20-51                                                                         | CUSIP: 36179WB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22256733 | PA      | $21900536.00   | 0.03%             | 2051-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                                   | DPL INC SR UNSEC 4.125% 07-01-25                                                                 | CUSIP: 233293AR0<br>LEI: 549300DCB0ZJQBPCO827 | Long             | DBT              | CORP              | US        |      1040000 | PA      | $978868.80     | 0.00%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                              | DNB BANK ASA 144A LIFE SR NON PREF 1.535% 05-25-27/26                                            | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      7450000 | PA      | $6484733.30    | 0.01%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                          | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5685000 | PA      | $4894983.98    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                          | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                              | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $625986.25     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR UNSEC 0.898% 05-28-24                                                        | CUSIP: 251526CJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15450000 | PA      | $14454587.40   | 0.02%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51                                                          | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7365000 | PA      | $5146588.35    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                     | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8750000 | PA      | $7844900.00    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                  | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.0% 08-15-31                                           | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      8701000 | PA      | $6897395.81    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA6602 04-20-50                                                                         | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       482912 | PA      | $473962.60     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 MA6600 04-20-50                                                                         | CUSIP: 36179VKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78624746 | PA      | $73008658.91   | 0.10%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_22-PJ5                                           | GSMBS 22-PJ5 A4 144A FRN 10-25-52/01-26-43                                                       | CUSIP: 362925AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42034085 | PA      | $33794563.35   | 0.05%             | 2052-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP B 144A FRN (TSFR1M+142.4) 08-15-24                                                  | CUSIP: 36269CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1318000 | PA      | $1292403.12    | 0.00%             | 2024-08-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                  | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.9% 08-15-51                                           | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      3675000 | PA      | $2423890.35    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                            | DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26                                            | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     17000000 | PA      | $14581495.00   | 0.02%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP A 144A FRN (TSFR1M+73.1) 08-15-24                                                   | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4884000 | PA      | $4819199.09    | 0.01%             | 2024-08-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP D 144A FRN (TSFRM1+160.69) 07-15-24                                                 | CUSIP: 36269CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3048000 | PA      | $2952009.34    | 0.00%             | 2024-08-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_22-SHIP                           | GSMS 22-SHIP C 144A FRN (TSFR1M+191.9) 08-15-24                                                  | CUSIP: 36269CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       908000 | PA      | $890517.37     | 0.00%             | 2024-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                              | GWT 19-WOLF A 144A FRN (L+103.4) 12-15-36/12-16-24                                               | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42526000 | PA      | $41345903.50   | 0.06%             | 2036-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 TBA 01-01-53                                                                            | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    286300000 | PA      | $270957183.00  | 0.38%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.5 TBA 01-01-53                                                                            | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84038090 | PA      | $84534250.88   | 0.12%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 2.0 TBA 01-01-53                                                                            | CUSIP: 21H020618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30000400 | PA      | $25149455.32   | 0.04%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 TBA 01-01-53                                                                            | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237257918 | PA      | $218022944.07  | 0.31%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 TBA 01-01-53                                                                            | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    553992000 | PA      | $537496888.20  | 0.76%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.0 TBA 01-01-53                                                                            | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82049664 | PA      | $73077615.29   | 0.10%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 TBA 01-01-53                                                                            | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59307895 | PA      | $58776614.88   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.5 TBA 02-01-53                                                                            | CUSIP: 21H052629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    423472571 | PA      | $425642020.98  | 0.60%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA8488 12-20-52                                                                         | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6000000 | PA      | $5683272.00    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA8347 10-20-52                                                                         | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6665761 | PA      | $6473580.85    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA8427 11-20-52                                                                         | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    163899368 | PA      | $159173985.45  | 0.22%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA8489 12-20-52                                                                         | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20271920 | PA      | $19686406.13   | 0.03%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA8268 09-20-52                                                                         | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82000048 | PA      | $79635822.99   | 0.11%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA8346 10-20-52                                                                         | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67845125 | PA      | $64268397.78   | 0.09%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.125% 08-15-25                                                                 | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100500000 | PA      | $97582736.25   | 0.14%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 08-15-32                                                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17171000 | PA      | $15633752.49   | 0.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 08-15-52                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1501637000 | PA      | $1245097184.76 | 1.75%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.25% 08-31-24                                                                  | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    168089000 | PA      | $164594883.53  | 0.23%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.25% 09-30-24                                                                  | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4998800 | PA      | $4973058.18    | 0.01%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.25% 10-15-25                                                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6817500 | PA      | $6813780.37    | 0.01%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 1.625% 10-15-27                                                                  | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196338706 | PA      | $196077948.52  | 0.28%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.125% 10-31-27                                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       725100 | PA      | $727868.94     | 0.00%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.5% 11-15-25                                                                   | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239353200 | PA      | $240872422.63  | 0.34%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.0% 11-15-52                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41360000 | PA      | $41581548.98   | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.125% 11-15-32                                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450353500 | PA      | $459326973.63  | 0.65%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.5% 11-30-24                                                                   | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62936000 | PA      | $62948354.34   | 0.09%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.875% 11-30-29                                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20828000 | PA      | $20690254.02   | 0.03%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.875% 11-30-27                                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578150900 | PA      | $575019345.65  | 0.81%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 4.0% 12-15-25                                                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225621700 | PA      | $224211564.38  | 0.32%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.125% 07-15-24                                                              | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1715985477 | PA      | $1662083960.77 | 2.34%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.25% 01-15-25                                                               | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    169287682 | PA      | $162483235.80  | 0.23%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 4.25% 04-14-26                                                                     | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3300000 | PA      | $2948140.80    | 0.00%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.375% 07-15-25                                                              | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485401868 | PA      | $466389306.74  | 0.66%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.625% 01-15-26                                                              | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26925956 | PA      | $25850266.46   | 0.04%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.25% 08-15-46                                                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4500000 | PA      | $3203212.95    | 0.00%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.125% 11-30-23                                                                 | CUSIP: 912828U57<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16427700 | PA      | $16046570.79   | 0.02%             | 2023-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 12-31-23                                                                  | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176636600 | PA      | $172400589.38  | 0.24%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 02-15-27                                                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2792190.30    | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 02-15-47                                                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39950000 | PA      | $32845527.71   | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.0% 11-15-26                                                                   | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15600000 | PA      | $14427633.48   | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.125% 03-31-24                                                                 | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105265000 | PA      | $102004048.20  | 0.14%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.0% 04-30-24                                                                   | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000000 | PA      | $18342402.40   | 0.03%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 05-15-47                                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86916200 | PA      | $71448610.43   | 0.10%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.0% 05-31-24                                                                   | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    442300000 | PA      | $426196476.22  | 0.60%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.0% 06-30-24                                                                   | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000000 | PA      | $52902811.50   | 0.07%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 08-15-47                                                                  | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       500000 | PA      | $392480.40     | 0.00%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.125% 09-30-24                                                                 | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000000 | PA      | $7678760.00    | 0.01%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 11-15-47                                                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5300000 | PA      | $4160670.13    | 0.01%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.125% 11-30-24                                                                 | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000000 | PA      | $17234164.80   | 0.02%             | 2024-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 12-31-24                                                                  | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2875902.00    | 0.00%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 02-15-48                                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185101100 | PA      | $152514217.94  | 0.21%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 02-15-28                                                                  | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17398000 | PA      | $16360915.66   | 0.02%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 02-28-25                                                                  | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000000 | PA      | $725009700.00  | 1.02%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 03-31-25                                                                 | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135324400 | PA      | $130435061.77  | 0.18%             | 2025-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.875% 05-15-28                                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61334800 | PA      | $57914673.42   | 0.08%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.125% 05-15-48                                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5150000 | PA      | $4349607.60    | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-31-25                                                                 | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    252175000 | PA      | $243868380.72  | 0.34%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 05-31-23                                                                  | CUSIP: 9128284S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $24816382.50   | 0.03%             | 2023-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.5% 05-15-24                                                                   | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000000 | PA      | $3882668.00    | 0.01%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.375% 05-15-44                                                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38700000 | PA      | $34199735.67   | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                                          | UKRAINE GOVT EUR 144A 6.75% 06-20-28                                                             | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       453000 | PA      | $89915.16      | 0.00%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 11-15-44                                                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       900000 | PA      | $745892.73     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.50% 02-15-39                                                                  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000000 | PA      | $3768066.80    | 0.01%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.25% 05-15-39                                                                  | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98962700 | PA      | $102137591.65  | 0.14%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.625% 02-15-40                                                                 | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9400000 | PA      | $10122734.98   | 0.01%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.375% 05-15-41                                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11500000 | PA      | $11944055.25   | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.5% 02-15-45                                                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     51360000 | PA      | $38842319.95   | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 2.125% 02-15-41                                                                  | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3228379 | PA      | $3413571.98    | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.125% 11-15-41                                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $17309560.00   | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.75% 02-15-42                                                                   | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156605125 | PA      | $131207943.75  | 0.18%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 08-15-42                                                                  | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000000 | PA      | $5646779.60    | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.75% 11-15-42                                                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13335800 | PA      | $10722758.01   | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 01-15-23                                                                  | CUSIP: 912828UH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    222547790 | PA      | $222119418.52  | 0.31%             | 2023-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 RA5288 05-01-51                                                                    | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31808639 | PA      | $26036038.81   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153                         | FHLMC K153 A2 (MF) 3.82% 01-25-33                                                                | CUSIP: 3137H9CE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13000000 | PA      | $12238733.00   | 0.02%             | 2033-01-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA7028 09-01-50                                                                    | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7592994 | PA      | $6555418.94    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.75% 05-15-23                                                                  | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3100000 | PA      | $3067703.27    | 0.00%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-15-43                                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23810000 | PA      | $19494042.25   | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 CB0290 04-01-51                                                                    | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170462259 | PA      | $139444946.08  | 0.20%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 QD7089 02-01-52                                                                    | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6184669 | PA      | $5634035.29    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.375% 07-15-23                                                                  | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    202245713 | PA      | $199906877.81  | 0.28%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 05-15-45                                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       560000 | PA      | $463066.35     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ3005 10-01-50                                                                    | CUSIP: 3140KNKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13316015 | PA      | $11328346.88   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD1385 11-01-51                                                                    | CUSIP: 3132DNRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11513269 | PA      | $9878477.20    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 11-15-45                                                                   | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10551500 | PA      | $8714222.17    | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.5% 02-15-46                                                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173561500 | PA      | $130437923.74  | 0.18%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB1527 09-01-51                                                                    | CUSIP: 3140QLVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15591636 | PA      | $13244938.85   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM7900 07-01-51                                                                    | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4254723 | PA      | $3654466.98    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.5% 05-15-46                                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18730000 | PA      | $14044334.63   | 0.02%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 11-15-46                                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9368800 | PA      | $7544417.32    | 0.01%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA7257 10-01-50                                                                    | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2665189 | PA      | $2293963.17    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 4.5 BF0585 12-01-61                                                                       | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9119063 | PA      | $8896101.57    | 0.01%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2286 12-01-51                                                                    | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19138621 | PA      | $16363195.46   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA6593 08-01-50                                                                    | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14095419 | PA      | $12136409.65   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 06-30-23                                                                 | CUSIP: 9128284U1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000000 | PA      | $14861427.00   | 0.02%             | 2023-06-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 08-15-28                                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3759700 | PA      | $3541080.21    | 0.00%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 FS0965 11-01-51                                                                    | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1076041 | PA      | $882136.03     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 BR1035 05-01-51                                                                    | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       134345 | PA      | $109795.30     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 08-15-48                                                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11100000 | PA      | $9160712.34    | 0.01%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.375% 11-15-48                                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14260000 | PA      | $12647715.92   | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.0 BP6715 09-01-50                                                                    | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         7120 | PA      | $5828.81       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 4.0 BF0563 09-01-61                                                                       | CUSIP: 3140FXTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12700155 | PA      | $12109165.73   | 0.02%             | 2061-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 03-31-26                                                                  | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000000 | PA      | $7541251.20    | 0.01%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 04-30-24                                                                  | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170633000 | PA      | $165241423.78  | 0.23%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA8955 02-01-51                                                                    | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        74104 | PA      | $63581.35      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4784 10-01-52                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8562599 | PA      | $8250004.60    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8266 11-01-52                                                                    | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       855274 | PA      | $824051.02     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BW9049 09-01-52                                                                    | CUSIP: 3140N2BT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       449366 | PA      | $432961.83     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.375% 05-15-29                                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1818379.00    | 0.00%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-15-49                                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194300000 | PA      | $157128933.32  | 0.22%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8257 10-01-52                                                                    | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32639580 | PA      | $31448006.66   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 CB4800 10-01-52                                                                    | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       995154 | PA      | $958823.71     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4840 12-01-52                                                                    | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35731547 | PA      | $34427166.58   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE8989 08-01-52                                                                    | CUSIP: 3133BJ7A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        99463 | PA      | $84364.72      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.75% 06-30-24                                                                  | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000000 | PA      | $38342260.00   | 0.05%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.625% 08-15-29                                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       397900 | PA      | $345223.21     | 0.00%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4652 07-01-52                                                                    | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51142705 | PA      | $43395403.53   | 0.06%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV9644 05-01-52                                                                    | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       574532 | PA      | $487216.16     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.25% 08-15-49                                                                  | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160047000 | PA      | $113274880.72  | 0.16%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.25% 08-31-24                                                                  | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000000 | PA      | $71021152.50   | 0.10%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT2188 03-01-52                                                                    | CUSIP: 3140LQNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1241787 | PA      | $1053710.55    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC9944 11-01-51                                                                    | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       139290 | PA      | $118223.32     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 09-30-24                                                                   | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000000 | PA      | $123499571.00  | 0.17%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 10-31-24                                                                   | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8200000 | PA      | $7771764.02    | 0.01%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8291 11-01-52                                                                    | CUSIP: 3132DWF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       780598 | PA      | $662107.94     | 0.00%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4854 11-01-52                                                                    | CUSIP: 31418EMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7277862 | PA      | $6174887.28    | 0.01%             | 2052-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 11-30-24                                                                   | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $946175.90     | 0.00%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.625% 11-30-26                                                                 | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          100 | PA      | $91.19         | 0.00%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 01-31-27                                                                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     36000000 | PA      | $32512546.80   | 0.05%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.5% 06-30-27                                                                   | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000000 | PA      | $5133438.60    | 0.01%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.375% 08-15-50                                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    529030000 | PA      | $295983661.81  | 0.42%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 0.5% 08-31-27                                                                   | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165291000 | PA      | $140661483.96  | 0.20%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                          | ENA MASTER TRUST 144A LIFE SR SEC 1ST LIEN SF 4.0% 05-19-48                                      | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |      8154000 | PA      | $5752818.23    | 0.01%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29                                       | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      5120000 | PA      | $4307952.64    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                              | ENTERGY CORP SR UNSEC 1.9% 06-15-28                                                              | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     34227000 | PA      | $28996395.63   | 0.04%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                              | ENTERGY CORP SR UNSEC 2.4% 06-15-31                                                              | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     24551000 | PA      | $19560591.88   | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.35% 06-15-32                                             | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      4469000 | PA      | $3563741.48    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.625% 12-31-49/02-15-28                             | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $12686250.00   | 0.02%             | 2049-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                              | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      5950000 | PA      | $5237856.40    | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.0% 05-15-28                                                               | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      1751000 | PA      | $1481347.75    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                               | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     33976000 | PA      | $27382651.42   | 0.04%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                               | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      8582000 | PA      | $5884196.81    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                                             | ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26                 | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | CN        |      8250000 | PA      | $7196013.00    | 0.01%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                    | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                   | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      4089000 | PA      | $3104430.14    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                       | EMERA US FINANCE LP SR UNSEC 0.833% 06-15-24                                                     | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3750000 | PA      | $3501716.25    | 0.00%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                       | EMERA US FINANCE LP SR UNSEC 2.639% 06-15-31                                                     | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     27050000 | PA      | $21246043.80   | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                        | ESSEX PORTFOLIO LP SR UNSEC 3.875% 05-01-24                                                      | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5388146.50    | 0.01%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.9% 04-15-32                                                               | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      7430000 | PA      | $6622032.08    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-27                                       | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      2168000 | PA      | $2125908.28    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EATON CORPORATION                                                                         | EATON CORP SR UNSEC 4.7% 08-23-52                                                                | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      3545000 | PA      | $3227782.77    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                         | EATON CORP SR UNSEC 4.15% 03-15-33                                                               | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     10049000 | PA      | $9373516.27    | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52                                             | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10462000 | PA      | $9446621.05    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 5.7% 04-01-28                                                                  | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      8267000 | PA      | $8233700.52    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                             | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 7.5% 10-14-32                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     12425000 | PA      | $13167841.05   | 0.02%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                                  | ENEL FINANCE AMERICA LLC 144A LIFE SR UNSEC 7.1% 10-14-27                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     30000000 | PA      | $31073160.00   | 0.04%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                     | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     17400000 | PA      | $18211031.40   | 0.03%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                               | EXELON CORP SR UNSEC 4.1% 03-15-52                                                               | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1387557.23    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.134% 08-04-25                                                | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $375276.00     | 0.00%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                      | FREEPORT-MCMORAN INC SR UNSEC 5.4% 11-14-34                                                      | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1371927.65    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                      | FREEPORT-MCMORAN INC SR UNSEC 3.875% 03-15-23                                                    | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8990469.00    | 0.01%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                              | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 4.35% 01-15-25                                   | CUSIP: 33767BAB5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1228786.02    | 0.00%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                      | FREEPORT-MCMORAN INC SR UNSEC 5.45% 03-15-43                                                     | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      2566000 | PA      | $2320420.97    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 3.81% 01-09-24                                                 | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      3935000 | PA      | $3832741.16    | 0.01%             | 2024-01-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 4.4% 07-15-27                                                          | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     91819000 | PA      | $85616442.91   | 0.12%             | 2027-07-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5575000 | PA      | $4908899.00    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                             | FORD MOTOR CO SR UNSEC 4.75% 01-15-43                                                            | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $720048.00     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 5.584% 03-18-24                                                | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       423000 | PA      | $418368.15     | 0.00%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | FISERV INC SR UNSEC 2.75% 07-01-24                                                               | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $18365476.00   | 0.03%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | FISERV INC SR UNSEC 3.5% 07-01-29                                                                | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      4590000 | PA      | $4145022.45    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.542% 08-01-26                                                | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $16616250.00   | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     41650000 | PA      | $37743146.70   | 0.05%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 2.05% 03-01-25                                                         | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     25920000 | PA      | $24057907.20   | 0.03%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                         | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     64440000 | PA      | $52654890.60   | 0.07%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50                                                          | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      8323000 | PA      | $5506288.73    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                        | FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28                                              | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1719430.00    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                                | FISERV INC SR UNSEC 2.65% 06-01-30                                                               | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      5019000 | PA      | $4230700.80    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                          | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     54542000 | PA      | $48312430.93   | 0.07%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                          | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                         | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    117043000 | PA      | $93104780.43   | 0.13%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 06-16-25                                                | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $963542.00     | 0.00%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     19805000 | PA      | $17770927.48   | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                             | FRESNILLO PLC 144A LIFE SR UNSEC 4.25% 10-02-50                                                  | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | MX        |      9516000 | PA      | $7508542.70    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                  | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     13400000 | PA      | $11083729.60   | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 1.15% 03-01-26                               | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     22429000 | PA      | $19692684.43   | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 2.25% 03-01-31                               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      9440000 | PA      | $7419500.16    | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                              | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     74825000 | PA      | $65427503.78   | 0.09%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                                        | FORESTAR GROUP INC 144A LIFE SR UNSEC 3.85% 05-15-26                                             | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      3815000 | PA      | $3349989.65    | 0.00%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1573716.00    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA                                                                                | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31            | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      8260000 | PA      | $6188053.34    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                  | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     66960000 | PA      | $58231764.00   | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                      | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                     | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1573746.00    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                  | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.875% 12-04-51                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     29905000 | PA      | $20199541.59   | 0.03%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.3% 02-10-25                                                  | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     33110000 | PA      | $30281743.80   | 0.04%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                  | CUSIP: 345397B93<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     65800000 | PA      | $52642303.00   | 0.07%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                  | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 2.45% 02-03-32                                          | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     27446000 | PA      | $22941205.68   | 0.03%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                 | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      9920000 | PA      | $9272918.40    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 3.664% 09-08-24                                                | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5756000 | PA      | $5492634.22    | 0.01%             | 2024-09-08      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                             | FORD MOTOR CO SR UNSEC 6.1% 08-19-32                                                             | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $23132075.00   | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                 | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     93397000 | PA      | $95937398.40   | 0.14%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46                                                        | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3853148.00    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.7% 05-09-23                                           | CUSIP: 37045XBK1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15126000 | PA      | $15053289.32   | 0.02%             | 2023-05-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.0% 10-06-26                                           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $6866855.57    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                       | GRAY TELEVISION INC 144A LIFE SR UNSEC 5.875% 07-15-26                                           | CUSIP: 389375AJ5<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1682000 | PA      | $1501185.00    | 0.00%             | 2026-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GULF POWER COMPANY                                                                        | GULF POWER CO SR UNSEC 3.3% 05-30-27                                                             | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9417310.00    | 0.01%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 5.4% 04-01-48                                                         | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3286348.00    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 4.017% 10-31-38/37                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       175000 | PA      | $144516.23     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.25% 01-05-23                                          | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     22403000 | PA      | $22401678.22   | 0.03%             | 2023-01-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.814% 04-23-29/28                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5725000 | PA      | $5239623.05    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 3.375% 05-15-23                                                   | CUSIP: 369550BD9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      6645000 | PA      | $6609030.62    | 0.01%             | 2023-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                 | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      4210000 | PA      | $4152823.99    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 3.5% 05-15-25                                                     | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      8025000 | PA      | $7825354.05    | 0.01%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                               | GLAXOSMITHKLINE CAPITAL INC SR UNSEC 3.625% 05-15-25                                             | CUSIP: 377372AM9<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     11425000 | PA      | $11166269.45   | 0.02%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC FRN 05-15-26                                                    | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6956040.00    | 0.01%             | 2026-05-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.15% 06-19-23                                          | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14010000 | PA      | $13937610.33   | 0.02%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                         | SEACO 19-1A B 144A 4.81% 09-17-39                                                                | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8133333 | PA      | $7635028.43    | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                          | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                                          | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       625000 | PA      | $468280.63     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 2.6% 02-07-30                                                   | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3284000 | PA      | $2747762.21    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL INC                                                       | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 3.5% 03-15-28                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $6974936.00    | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.8% 03-15-30                                                   | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      9419000 | PA      | $8489184.58    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                     | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                   | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     10250000 | PA      | $9550550.25    | 0.01%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                   | GOLDMAN SACHS GROUP INC SR UNSEC 3.5% 04-01-25                                                   | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14230000 | PA      | $13696275.39   | 0.02%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                       | GLOBAL PAYMENTS INC SR UNSEC 2.9% 05-15-30                                                       | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10871000 | PA      | $8931189.63    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 6.125% 10-01-25                                                       | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     28548000 | PA      | $29083075.16   | 0.04%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | GENERAL MOTORS CO SR UNSEC 6.8% 10-01-27                                                         | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     17933500 | PA      | $18645065.41   | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.75% 06-20-25                                          | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     24892000 | PA      | $23324052.92   | 0.03%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                           | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 3.6% 06-21-30                                           | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1735000 | PA      | $1463968.71    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ6558 09-01-51                                                                    | CUSIP: 3140KSJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       228865 | PA      | $194572.02     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2515 06-01-52                                                                    | CUSIP: 3140MFYM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       294581 | PA      | $249981.67     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                     | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     67852000 | PA      | $59114697.96   | 0.08%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 2.95% 08-15-29                                                      | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      5150000 | PA      | $4519274.35    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC5527 08-01-51                                                                    | CUSIP: 3133AQD87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       379084 | PA      | $322242.42     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX0902 10-01-52                                                                    | CUSIP: 3140N5AC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       821902 | PA      | $811305.57     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE6185 07-01-52                                                                    | CUSIP: 3133BF2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       723999 | PA      | $715847.59     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 ZA0583 03-01-29                                                                    | CUSIP: 31329HUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           49 | PA      | $50.33         | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49                                                       | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1307334.00    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                       | SUZANO AUSTRIA GMBH SR UNSEC 6.0% 01-15-29                                                       | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1900000 | PA      | $1894317.10    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA7848 05-01-52                                                                    | CUSIP: 3133KPWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1093203 | PA      | $928796.60     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9765 04-01-52                                                                    | CUSIP: 3133B7Z68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2000000 | PA      | $1698290.09    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.55% 01-15-37                                     | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6946000 | PA      | $6819318.85    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.0% 11-07-24                                            | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      3250000 | PA      | $3092069.50    | 0.00%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM7304 05-01-51                                                                    | CUSIP: 3140XBDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       579812 | PA      | $491437.21     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC3654 07-01-51                                                                    | CUSIP: 3133ANBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       621295 | PA      | $528329.80     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2784 02-01-52                                                                    | CUSIP: 3140MGCW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1086513 | PA      | $921258.46     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW2934 06-01-52                                                                    | CUSIP: 3140MUHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1457413 | PA      | $1237559.01    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS1746 04-01-52                                                                    | CUSIP: 3140XG5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       979712 | PA      | $832713.15     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA6493 12-01-51                                                                    | CUSIP: 3133KNGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        56345 | PA      | $47827.27      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5995 10-01-51                                                                    | CUSIP: 3133KMUU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       629856 | PA      | $535301.30     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT8116 04-01-52                                                                    | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       125100 | PA      | $106228.11     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT9513 12-01-51                                                                    | CUSIP: 3140LYSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2327431 | PA      | $1977935.03    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3356 04-01-52                                                                    | CUSIP: 3140QNWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4509863 | PA      | $3824756.52    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.375% 11-07-29                                          | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     29001000 | PA      | $25128554.47   | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                           | SOUTHERN CALIFORNIA GAS CO SR SEC 1ST LIEN 2.55% 02-01-30                                        | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      6775000 | PA      | $5780619.70    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE2317 04-01-52                                                                    | CUSIP: 3133BBSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2086228 | PA      | $1770850.94    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QA4396 11-01-49                                                                    | CUSIP: 31339U3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       355604 | PA      | $304413.01     | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2236 02-01-52                                                                    | CUSIP: 3140MFPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       389480 | PA      | $330783.87     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE6787 07-01-52                                                                    | CUSIP: 3133BGRG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       233624 | PA      | $198231.99     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9973 03-01-52                                                                    | CUSIP: 3133B8CJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       789476 | PA      | $670761.64     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ7453 11-01-51                                                                    | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       518460 | PA      | $440689.22     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD1407 04-01-52                                                                    | CUSIP: 3132DNR47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8875100 | PA      | $7523066.99    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT7826 05-01-52                                                                    | CUSIP: 3140LWVU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       492354 | PA      | $418563.08     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC9251 10-01-51                                                                    | CUSIP: 3133AUH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2999703 | PA      | $2542637.86    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QB9901 03-01-51                                                                    | CUSIP: 3133AHAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2253853 | PA      | $1917228.52    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD5204 01-01-52                                                                    | CUSIP: 3133B2X95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2160967 | PA      | $1836335.82    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BX1334 11-01-52                                                                    | CUSIP: 3140N5PU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       118555 | PA      | $111328.91     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9564 09-01-52                                                                    | CUSIP: 3133BKTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       532984 | PA      | $500457.22     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE8251 08-01-52                                                                    | CUSIP: 3133BJEY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1006936 | PA      | $945382.59     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9379 09-01-52                                                                    | CUSIP: 3133BKM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       155186 | PA      | $145699.40     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9573 09-01-52                                                                    | CUSIP: 3133BKT66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       101101 | PA      | $94968.60      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                     | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     42825000 | PA      | $31475475.68   | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 2.3% 05-15-30                                                       | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2771000 | PA      | $2284340.35    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF1637 10-01-52                                                                    | CUSIP: 3133BNZA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       145620 | PA      | $136733.37     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF0105 09-01-52                                                                    | CUSIP: 3133BMDJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       105928 | PA      | $99452.15      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9433 08-01-52                                                                    | CUSIP: 3133BKPS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3428427 | PA      | $3219200.68    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE5759 07-01-52                                                                    | CUSIP: 3133BFMG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       462951 | PA      | $434699.01     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50                                                       | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1169577.90    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                     | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     31087000 | PA      | $25672794.82   | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF0666 09-01-52                                                                    | CUSIP: 3133BMW35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       136287 | PA      | $127970.04     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF2890 11-01-52                                                                    | CUSIP: 3133BQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       144789 | PA      | $135953.20     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF1560 10-01-52                                                                    | CUSIP: 3133BNWV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       571574 | PA      | $536692.80     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW7794 09-01-52                                                                    | CUSIP: 3140N0UU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1106247 | PA      | $1038742.89    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BV6793 10-01-52                                                                    | CUSIP: 3140MLRP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499112 | PA      | $469734.63     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW7772 09-01-52                                                                    | CUSIP: 3140N0T62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       143399 | PA      | $134647.56     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                               | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 3.32% 04-15-50                                       | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      2025000 | PA      | $1456967.25    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.75% 04-06-30                                           | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     23580000 | PA      | $20744764.38   | 0.03%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7368 10-01-52                                                                    | CUSIP: 3140N0FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        50193 | PA      | $49546.33      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 RA7618 07-01-52                                                                    | CUSIP: 3133KPPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       498520 | PA      | $492092.94     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.25% 04-06-50                                           | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      4675000 | PA      | $3375854.90    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                       | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.125% 07-01-30                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $6619720.00    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                       | SILGAN HOLDINGS INC SR UNSEC 4.125% 02-01-28                                                     | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2317195.00    | 0.00%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                                                      | SUMMIT MATERIALS LLC 144A SR UNSEC 5.25% 01-15-29                                                | CUSIP: 86614RAN7<br>LEI: 549300C97P3BW8QROE16 | Long             | DBT              | CORP              | US        |      4160000 | PA      | $3880448.00    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICENOW INC                                                                            | SERVICENOW INC SR UNSEC 1.4% 09-01-30                                                            | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     72310000 | PA      | $55481221.39   | 0.08%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                               | SOUTHWESTERN ENERGY CO SR UNSEC 8.375% 09-15-28                                                  | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1342517.80    | 0.00%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                       | SUZANO AUSTRIA GMBH SR UNSEC 3.75% 01-15-31                                                      | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      6660000 | PA      | $5602272.12    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.2% 02-01-26                                      | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $17757720.00   | 0.03%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.5% 11-01-23                                     | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2295000 | PA      | $2278498.95    | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                                                         | SYNEOS HEALTH INC 144A LIFE SR UNSEC 3.625% 01-15-29                                             | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |      2315000 | PA      | $1846652.35    | 0.00%             | 2029-01-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                     | SCRIPPS ESCROW II INC 144A LIFE SR SEC 1ST LIEN 3.875% 01-15-29                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7921000 | PA      | $6368246.37    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                     | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6450200.00    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                              | SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     19275000 | PA      | $16712716.43   | 0.02%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                              | SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31                                                  | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      9830000 | PA      | $7216684.67    | 0.01%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD SR UNSEC 4.875% 06-18-30                                                         | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      6500000 | PA      | $5720910.00    | 0.01%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                           | SANDS CHINA LTD SR UNSEC 4.3% 01-08-26                                                           | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |      2330000 | PA      | $2153271.83    | 0.00%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                              | SABINE PASS LIQUEFACTION LLC SR SEC 1ST LIEN 4.5% 05-15-30                                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      1959000 | PA      | $1820481.07    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                       | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                           | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     12675000 | PA      | $11350677.98   | 0.02%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 1.1% 04-01-24                                      | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     28652000 | PA      | $27226305.13   | 0.04%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 02-01-38                                     | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12088000 | PA      | $12246630.82   | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                              | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                     | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1123058.18    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                       | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $3750546.00    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 06-01-51                                     | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     11713000 | PA      | $8573060.95    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.5% 06-01-31                                      | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25013000 | PA      | $20674345.07   | 0.03%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                       | SA GLOBAL SUKUK LTD 144A LIFE SR UNSEC 1.602% 06-17-26                                           | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     15160000 | PA      | $13568321.28   | 0.02%             | 2026-06-17      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                       | SA GLOBAL SUKUK LTD 144A LIFE SR UNSEC 0.946% 06-17-24                                           | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      3525000 | PA      | $3319443.15    | 0.00%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                              | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     25386000 | PA      | $20099086.25   | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                 | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5215000 | PA      | $4569096.18    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                            | SALESFORCE INC SR UNSEC 3.05% 07-15-61                                                           | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      7460000 | PA      | $4773318.30    | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                            | SALESFORCE INC SR UNSEC 2.7% 07-15-41                                                            | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      4875000 | PA      | $3499075.13    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                            | SALESFORCE INC SR UNSEC 1.95% 07-15-31                                                           | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $7438195.80    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                            | SALESFORCE INC SR UNSEC 2.9% 07-15-51                                                            | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     26700000 | PA      | $17622667.50   | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                       | SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31                                                | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3910470.00    | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PVT LTD                                                     | SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31                      | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |     14355000 | PA      | $11045598.30   | 0.02%             | 2031-08-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                                     | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     29400000 | PA      | $25267418.40   | 0.04%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                                     | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     53880000 | PA      | $41238135.60   | 0.06%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                                       | SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-49/11-15-31                                           | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     11614000 | PA      | $7371754.22    | 0.01%             | 2049-12-31      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                       | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                                           | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     13364000 | PA      | $8844148.20    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32                                                       | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      5250000 | PA      | $4165775.25    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                       | SHERWIN-WILLIAMS CO SR UNSEC 2.9% 03-15-52                                                       | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1567395.00    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2142555.00    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                            | SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.0% 11-26-51                                            | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       574000 | PA      | $391406.58     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                                | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                            | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     21875000 | PA      | $18797406.25   | 0.03%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                       | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27                                     | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      6775000 | PA      | $6015102.45    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                     | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24738000 | PA      | $20784051.25   | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                              | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     10477000 | PA      | $9256157.10    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY (USA) LTD                                                                | SOUTH32 TREASURY LTD 144A LIFE SR UNSEC 4.35% 04-14-32                                           | CUSIP: 84055BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      8930000 | PA      | $7664485.05    | 0.01%             | 2032-04-14      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.7% 06-01-27                                      | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     28823000 | PA      | $28269742.52   | 0.04%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                         | STATE STREET CORP SR UNSEC 4.164% 08-04-33/32                                                    | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10825000 | PA      | $10031722.35   | 0.01%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                            | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                                            | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16701497.00   | 0.02%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                            | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                          | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16593139.00   | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                         | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      7706000 | PA      | $7971733.70    | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                     | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3425000 | PA      | $3629921.18    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                             | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.85% 11-01-27                                     | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3868000 | PA      | $3988124.61    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                    | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      4569000 | PA      | $4815497.55    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL PERU SA                                                         | TRANSPORTADORA DE GAS DEL PERU SA 144A LIFE SR UNSEC SF 4.25% 04-30-28                           | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |      2535000 | PA      | $2379477.75    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                           | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    147495000 | PA      | $129283792.35  | 0.18%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                            | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    171671000 | PA      | $105337325.60  | 0.15%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE COMPANY LLC                                                   | TEVA PHARMACEUTICAL FINANCE CO LLC SR UNSEC 6.15% 02-01-36                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     11690000 | PA      | $10308206.93   | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                                   | TRAVELERS COS INC SR UNSEC 4.0% 05-30-47                                                         | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $1829875.50    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 2.7% 01-11-23                                                  | CUSIP: 89236TEL5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5297450.70    | 0.01%             | 2023-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 4.75% 02-01-28                                                         | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4566000 | PA      | $4449535.04    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD REG S SR UNSEC 3.595% 01-19-28                                              | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      7500000 | PA      | $6887010.00    | 0.01%             | 2028-01-19      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 04-15-24                            | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     85316000 | PA      | $83792085.61   | 0.12%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                           | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    127679000 | PA      | $124780048.31  | 0.18%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 07-15-24                                            | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4240000 | PA      | $4141280.08    | 0.01%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 03-15-26                                           | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       656000 | PA      | $648383.84     | 0.00%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                    | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.455% 02-19-29                                  | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      4700000 | PA      | $4366680.70    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                                   | TRAVELERS COS INC SR UNSEC 4.1% 03-04-49                                                         | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1228362.00    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.28% 04-11-24                                           | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     15000000 | PA      | $14642640.00   | 0.02%             | 2024-04-11      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.25% 05-15-27                                 | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     12024000 | PA      | $12500330.76   | 0.02%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 251752 06-01-28                                                                    | CUSIP: 31371GTH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           35 | PA      | $36.32         | 0.00%             | 2028-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM8954 10-01-51                                                                    | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        35128 | PA      | $29776.19      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ0991 07-01-51                                                                    | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       763150 | PA      | $647264.50     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD8276 12-01-52                                                                    | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87900456 | PA      | $86767243.03   | 0.12%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4841 12-01-52                                                                    | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41093092 | PA      | $40563319.65   | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ7564 11-01-50                                                                    | CUSIP: 3140KTMN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       580639 | PA      | $494922.77     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BR0751 01-01-51                                                                    | CUSIP: 3140KXZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1253509 | PA      | $1063563.30    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA6934 09-01-50                                                                    | CUSIP: 3140QEV41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       264226 | PA      | $224283.27     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CA7529 10-01-50                                                                    | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2874110 | PA      | $2444263.64    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM3920 08-01-50                                                                    | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1026198 | PA      | $871493.67     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2401 12-01-51                                                                    | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5263074 | PA      | $4461055.03    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8205 04-01-52                                                                    | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26865790 | PA      | $22788825.65   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD7552 01-01-52                                                                    | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78885798 | PA      | $67453195.20   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8274 12-01-52                                                                    | CUSIP: 3132DWFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       400000 | PA      | $375589.94     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD8288 01-01-53                                                                    | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    154602097 | PA      | $152608966.77  | 0.21%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4700 08-01-52                                                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19526961 | PA      | $18335347.37   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 SD8226 07-01-52                                                                    | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20286979 | PA      | $18452082.29   | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD1852 06-01-51                                                                    | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95221326 | PA      | $80782821.47   | 0.11%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM8442 08-01-51                                                                    | CUSIP: 3140XCLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62933839 | PA      | $53377146.97   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4783 10-01-52                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    168114093 | PA      | $157854930.53  | 0.22%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4868 01-01-53                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83733202 | PA      | $82653713.56   | 0.12%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4804 11-01-52                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7668539 | PA      | $7200573.64    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 SD8285 01-01-53                                                                    | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7000000 | PA      | $6368047.00    | 0.01%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                                      | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                                         | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6351000 | PA      | $6066113.19    | 0.01%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA4866 01-01-53                                                                    | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10145040 | PA      | $9525949.08    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K152                                       | FHMS K152 A2 (MF) 3.78% 11-25-32/11-26-32                                                        | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     21945099 | PA      | $20757386.35   | 0.03%             | 2032-11-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN16                                                                         | BANK 19-BN16 A4 4.005% 02-15-52                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3920000 | PA      | $3677022.72    | 0.01%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                              | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                                         | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       255000 | PA      | $234977.40     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD1896 11-01-52                                                                    | CUSIP: 3132DPC97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140244706 | PA      | $133632869.07  | 0.19%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD1894 11-01-52                                                                    | CUSIP: 3132DPC71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49552952 | PA      | $47318559.54   | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                                                     | BMARK 19-B10 A3 3.455% 03-15-62/02-15-29                                                         | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $453261.00     | 0.00%             | 2062-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR_19-3                                                               | BMIR 19-3A M1B 144A FRN (L+160) 07-25-29                                                         | CUSIP: 07877GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       744571 | PA      | $744237.90     | 0.00%             | 2029-07-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                                       | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $19996044.50   | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                         | BANK 19-BN19 A3 3.183% 08-15-61                                                                  | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2546000 | PA      | $2251544.92    | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                                     | BMARK 19-B13 A4 2.952% 08-15-57/10-17-29                                                         | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       730000 | PA      | $641532.76     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 5.875% 10-25-24                                                            | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $969300.00     | 0.00%             | 2024-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 5.5% 01-25-23                                                              | CUSIP: 78442FEQ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6999440.00    | 0.01%             | 2023-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW1310 11-01-52                                                                    | CUSIP: 3140MSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2752848 | PA      | $2584860.54    | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW9348 09-01-52                                                                    | CUSIP: 3140N2L66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2606705 | PA      | $2448170.64    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B14                                                     | BMARK 19-B14 AS 3.0486% 12-15-62/11-15-29                                                        | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4413680.00    | 0.01%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                              | BANK 20-BN26 A4 2.403% 03-15-63/02-15-30                                                         | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1654000 | PA      | $1384743.69    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 CB4159 07-01-52                                                                    | CUSIP: 3140QPTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2772092 | PA      | $2602933.05    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW8103 09-01-52                                                                    | CUSIP: 3140N1AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2468660 | PA      | $2318261.49    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 6.75% 06-25-25                                                             | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4808290.00    | 0.01%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                       | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                            | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      7500000 | PA      | $6754072.50    | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                                     | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                                         | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       944000 | PA      | $786486.05     | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                             | BRAVO 20-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1640039 | PA      | $1555099.88    | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9057 08-01-52                                                                    | CUSIP: 3133BKB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2245422 | PA      | $2108392.98    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BX0509 10-01-52                                                                    | CUSIP: 3140N4R74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2633172 | PA      | $2472479.75    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                       | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.875% 06-01-24                                           | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      2000000 | PA      | $1939582.00    | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                     | NORTHROP GRUMMAN CORP SR UNSEC 2.93% 01-15-25                                                    | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     25040000 | PA      | $24032791.04   | 0.03%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN28                                                                              | BANK 20-BN28 A4 1.844% 03-15-63/09-17-30                                                         | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1766000 | PA      | $1400791.20    | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                             | BRAVO 20-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2564480 | PA      | $2306278.11    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF1464 10-01-52                                                                    | CUSIP: 3133BNTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2774505 | PA      | $2605770.38    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW7326 09-01-52                                                                    | CUSIP: 3140N0D85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3006165 | PA      | $2822716.77    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                     | NORTHROP GRUMMAN CORP SR UNSEC 3.25% 01-15-28                                                    | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      8475000 | PA      | $7830925.43    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 3.0% 01-10-28                         | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2073244.50    | 0.00%             | 2028-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK_21-BN31                                                                              | BANK 21-BN31 A4 2.036% 02-15-54/01-15-31                                                         | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       234783 | PA      | $187372.56     | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BMK_21-B24                                                                                | BMARK 21-B24 A4 2.2638% 03-15-54/02-20-31                                                        | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $744290.10     | 0.00%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8237 08-01-52                                                                    | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15117582 | PA      | $14195047.13   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 A56076 01-01-37                                                                        | CUSIP: 3128KJXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         8551 | PA      | $8785.99       | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP TRUST BXP_17-GM                                                                       | BXP 17-GM A 144A 3.379% 06-13-39/06-15-27                                                        | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4012744.50    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                                   | BX 21-SOAR A 144A FRN (L+67) 06-15-38/23                                                         | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42880174 | PA      | $41360372.00   | 0.06%             | 2038-06-15      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                             | NATIONAL AUSTRALIA BANK LTD SR UNSEC 2.875% 04-12-23                                             | CUSIP: 63254AAY4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |     13200000 | PA      | $13141920.00   | 0.02%             | 2023-04-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                               | NATIONWIDE BUILDING SOCIETY 144A LIFE SR NON PREF 3.766% 03-08-24/23                             | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $4972950.00    | 0.01%             | 2024-03-08      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                                   | BX 21-SOAR B 144A FRN (L+87) 06-15-38/23                                                         | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |            0 | PA      | $0.01          | 0.00%             | 2038-06-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                                   | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                                         | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107651500 | PA      | $103852801.52  | 0.15%             | 2036-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BV8024 08-01-52                                                                    | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3509369 | PA      | $3295209.57    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE9625 09-01-52                                                                    | CUSIP: 3133BKVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2893503 | PA      | $2716923.63    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                                   | BX 21-SDMF A 144A FRN (L+58.9) 09-15-34/23                                                       | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1954000 | PA      | $1874184.96    | 0.00%             | 2034-09-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                                       | BX 21-ARIA A 144A FRN (L+89.91) 10-15-36/26                                                      | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27873000 | PA      | $26561798.33   | 0.04%             | 2036-10-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                               | NATIONWIDE BUILDING SOCIETY 144A LIFE SR NON PREF 4.363% 08-01-24/23                             | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     33400000 | PA      | $32970776.60   | 0.05%             | 2024-08-01      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                             | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    110571000 | PA      | $107014594.36  | 0.15%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD0803 01-01-52                                                                    | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1908258 | PA      | $1677445.02    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4563 03-01-52                                                                    | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1473976 | PA      | $1250821.79    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                                       | BX 21-ACNT A 144A FRN (L+85) 11-15-38/11-16-26                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56843000 | PA      | $54775449.56   | 0.08%             | 2038-11-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-RISE                                                                       | BX 21-RISE A 144A FRN (L+74.75) 11-15-36/23                                                      | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74996000 | PA      | $72081205.46   | 0.10%             | 2036-11-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW1210 10-01-52                                                                    | CUSIP: 3140MSKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7357471 | PA      | $6908481.70    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF3364 11-01-52                                                                    | CUSIP: 3133BQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4518397 | PA      | $4242675.70    | 0.01%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                               | NUTRIEN LTD SR UNSEC 5.0% 04-01-49                                                               | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      3850000 | PA      | $3476357.50    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                               | NUTRIEN LTD SR UNSEC 4.2% 04-01-29                                                               | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $470709.50     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                             | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                                             | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17438014 | PA      | $15122019.39   | 0.02%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B32                                                     | BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32                                                        | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3389332.00    | 0.00%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4737 08-01-52                                                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       740552 | PA      | $731005.21     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4701 08-01-52                                                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       490659 | PA      | $472772.47     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    101277000 | PA      | $98418456.68   | 0.14%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 5.875% 11-15-28                                                             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    207235000 | PA      | $210556977.05  | 0.30%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B33                                                     | BMARK 22-B33 A5 3.4582% 03-15-55/01-15-32                                                        | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2660190.00    | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                                        | BANK 22-BNK40 A4 FRN 03-15-64/02-17-32                                                           | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3215000 | PA      | $2831759.14    | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW7356 10-01-52                                                                    | CUSIP: 3140N0E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6120972 | PA      | $5747440.03    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BW8980 10-01-52                                                                    | CUSIP: 3140N16S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18367230 | PA      | $17246333.33   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8244 09-01-52                                                                    | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23077747 | PA      | $21669427.45   | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 SD8222 06-01-52                                                                    | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1340911 | PA      | $1259085.75    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                      | NEXTERA ENERGY OPERATING PARTNERS LP 144A LIFE SR UNSEC 4.25% 07-15-24                           | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4715000 | PA      | $4581240.17    | 0.01%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                                 | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.9% 03-01-50                                           | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       873000 | PA      | $601276.13     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_22-OANA                                                                     | BPR 22-OANA A 144A FRN (TSFR1M+189.8) 04-15-37/24                                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20378000 | PA      | $19934819.26   | 0.03%             | 2037-04-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                                        | BX 22-IND A 144A FRN (TSFR1M+149.1) 04-15-37/27                                                  | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34991761 | PA      | $34312081.26   | 0.05%             | 2037-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 MA4579 04-01-52                                                                    | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       174632 | PA      | $153524.50     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8212 05-01-52                                                                    | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1598495 | PA      | $1355509.04    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 MA4730 09-01-52                                                                    | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        60997 | PA      | $53605.72      | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 MA4624 06-01-52                                                                    | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        96404 | PA      | $84705.27      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                      | NEXTERA ENERGY OPERATING PARTNERS LP 144A LIFE SR UNSEC 3.875% 10-15-26                          | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      3535000 | PA      | $3241577.33    | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 2.75% 11-01-29                                      | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2563000 | PA      | $2222497.76    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4578 04-01-52                                                                    | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14308758 | PA      | $12137360.63   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 RA7556 06-01-52                                                                    | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27244491 | PA      | $26283578.23   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                                    | BOCA 22-BOCA A 144A FRN (TSFR1M+176.96) 05-15-39/05-17-27                                        | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55267000 | PA      | $54268104.24   | 0.08%             | 2039-05-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                                                     | BMARK 22-B35 A5 FRN 05-15-55                                                                     | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7928000 | PA      | $7593303.62    | 0.01%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                                   | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     99883000 | PA      | $93318589.36   | 0.13%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                               | NETFLIX INC SR UNSEC 6.375% 05-15-29                                                             | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     30417000 | PA      | $31358923.24   | 0.04%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 MA4877 12-01-52                                                                    | CUSIP: 31418EM31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    122958916 | PA      | $126135682.13  | 0.18%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 256821 07-01-27                                                                    | CUSIP: 31371NG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         1242 | PA      | $1273.71       | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                                    | BX 22-CSMO A 144A FRN (TSFR1M+211.48) 06-15-27                                                   | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54030000 | PA      | $53740777.41   | 0.08%             | 2027-06-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                                        | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                                           | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9656283 | PA      | $9649349.98    | 0.01%             | 2039-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD1450 03-01-52                                                                    | CUSIP: 3132DNTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2871931 | PA      | $2464122.15    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.0 RA5287 05-01-51                                                                    | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35791492 | PA      | $29302136.82   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                              | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $5482268.75    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                     | NOVARTIS CAPITAL CORP SR UNSEC 1.75% 02-14-25                                                    | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      1167000 | PA      | $1100810.09    | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QE4383 06-01-52                                                                    | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       901859 | PA      | $846824.90     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 257145 03-01-28                                                                    | CUSIP: 31371NTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         9799 | PA      | $10051.50      | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B36                                                     | BMARK 22-B36 A5 FRN 07-15-55                                                                     | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31283000 | PA      | $29832344.72   | 0.04%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM2                                             | BRAVO 22-NQM2 A1 144A FRN 11-25-61/05-25-26                                                      | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2156188 | PA      | $2054271.60    | 0.00%             | 2061-11-25      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                     | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                                     | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      7355000 | PA      | $6700044.61    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                     | NOVARTIS CAPITAL CORP SR UNSEC 2.2% 08-14-30                                                     | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     24078000 | PA      | $20537739.43   | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                                        | BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32                                                        | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28219000 | PA      | $26820804.99   | 0.04%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                                             | BRAVO 22-NQM3 A1 144A FRN 07-25-62/09-01-26                                                      | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3472238 | PA      | $3412352.52    | 0.00%             | 2062-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 SD8281 12-01-52                                                                    | CUSIP: 3132DWFW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    193869415 | PA      | $198873766.63  | 0.28%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 MA4895 01-01-53                                                                    | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176739381 | PA      | $181305973.13  | 0.26%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                                  | NIKE INC SR UNSEC 2.4% 03-27-25                                                                  | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      8656000 | PA      | $8275084.06    | 0.01%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                                  | NIKE INC SR UNSEC 3.25% 03-27-40                                                                 | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      5469000 | PA      | $4465947.12    | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 SD8282 01-01-53                                                                    | CUSIP: 3132DWFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    217264037 | PA      | $222872708.12  | 0.31%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD8267 11-01-52                                                                    | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       536500 | PA      | $529583.50     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                              | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                    | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      1558000 | PA      | $1050584.33    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                                 | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 06-01-51                                           | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     28026000 | PA      | $17893844.30   | 0.03%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25                        | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1403000 | PA      | $1271680.60    | 0.00%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30                             | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     15487000 | PA      | $11902518.36   | 0.02%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF3304 10-01-52                                                                    | CUSIP: 3133BQU53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        73601 | PA      | $72651.99      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 MA4806 11-01-52                                                                    | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9186294 | PA      | $9067864.59    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                               | NATIONAL AUSTRALIA BANK LTD 144A SUB 2.332% 08-21-30                                             | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      5000000 | PA      | $3817080.00    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| NCR CORP                                                                                  | NCR CORP 144A LIFE SR UNSEC 5.25% 10-01-30                                                       | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      7250000 | PA      | $5993103.75    | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.5 MA4807 11-01-52                                                                    | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       804500 | PA      | $807414.14     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE2020 05-01-52                                                                    | CUSIP: 3133BBG52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5531553 | PA      | $4694468.37    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                                      | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.0% 09-15-27                                             | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      9795000 | PA      | $8314093.95    | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                                      | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 0.625% 01-15-26                                           | CUSIP: 641062AR5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     15343000 | PA      | $13627744.66   | 0.02%             | 2026-01-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.23% 10-01-25                         | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4421490.00    | 0.01%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     30114000 | PA      | $23960716.04   | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.268% 11-15-40                        | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $3226603.50    | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                        | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      8022000 | PA      | $6745138.26    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                                           | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      4535000 | PA      | $4119217.60    | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.522% 09-17-25                                           | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     48235000 | PA      | $44852617.10   | 0.06%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                                        | BX 22-GPA A 144A FRN (TSFR1M+216.5) 10-15-39/08-09-24                                            | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21702000 | PA      | $21614823.07   | 0.03%             | 2039-10-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B37                                                     | BMARK 22-B37 A5 FRN 11-15-55                                                                     | CUSIP: 08161QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2522000 | PA      | $2668467.67    | 0.00%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     22600000 | PA      | $19229549.00   | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.043% 09-15-23                                           | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      8756000 | PA      | $8581309.04    | 0.01%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG ENERGY INC 144A LIFE SR UNSEC 3.625% 02-15-31                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3810115.00    | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                        | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.8% 01-14-26                       | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     16382000 | PA      | $14512142.14   | 0.02%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                                        | BANK 22-BNK44 A5 FRN 10-15-32/10-18-32                                                           | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5500000 | PA      | $5741719.50    | 0.01%             | 2032-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MERRILL LYNCH LARGE LOAN BAMLL_15-200P                                    | BAMLL 15-200P A 144A 3.218% 04-14-33/25                                                          | CUSIP: 05526QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3800000 | PA      | $3524435.40    | 0.00%             | 2033-04-14      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 0.85% 01-15-26                            | CUSIP: 64952WDW0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     32280000 | PA      | $28718805.84   | 0.04%             | 2026-01-15      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                  | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                                 | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      6555000 | PA      | $5847853.16    | 0.01%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                                  | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     31075000 | PA      | $26757128.75   | 0.04%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORP                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                 | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     39575000 | PA      | $32116537.20   | 0.05%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS4                                                          | COMM 14-UBS4 A5 3.694% 08-10-47/07-12-24                                                         | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-CBDO         | CORP              | US        |       910000 | PA      | $880296.69     | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                         | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                        | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1525000 | PA      | $1434684.93    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 0.65% 03-01-23                                      | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     48050000 | PA      | $47724076.85   | 0.07%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                   | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                  | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6595000 | PA      | $6137307.00    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR11                                                          | COMM 13-CR11 B FRN 08-10-50/09-12-23                                                             | CUSIP: 12626LBP6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $488052.00     | 0.00%             | 2050-08-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21                                         | CGCMT 14-GC21 B FRN 05-10-47/04-10-24                                                            | CUSIP: 17322MAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1800000 | PA      | $1685750.40    | 0.00%             | 2047-05-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                                 | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                     | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5213010.00    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 6.625% 01-15-28                                | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      8215000 | PA      | $8412570.75    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                    | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.461% 07-12-49                                  | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $1955332.60    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                    | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 2.829% 01-10-30                                  | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     10340000 | PA      | $9150372.66    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                           | TAYLOR MORRISON COMMUNITIES INC 144A LIFE SR UNSEC 5.75% 01-15-28                                | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3283255.50    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORPORATION 144A SR SEC 1ST LIEN 4.875% 01-01-26                                | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      5535000 | PA      | $5245370.06    | 0.01%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORPORATION 144A SR SEC 1ST LIEN 5.125% 11-01-27                                | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4565000 | PA      | $4255812.55    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                              | TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 4.4% 11-26-23                                              | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     10926000 | PA      | $10842175.73   | 0.02%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                              | TAKEDA PHARMACEUTICAL CO LTD SR UNSEC 5.0% 11-26-28                                              | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      7500000 | PA      | $7451700.00    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                               | TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29                                             | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6058368.00    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      8330000 | PA      | $7574219.10    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                 | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     16811000 | PA      | $15439609.05   | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                                   | TRAVELERS COS INC SR UNSEC 2.55% 04-27-50                                                        | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      3815000 | PA      | $2374654.38    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 7.625% 06-01-28                                | CUSIP: 87422VAJ7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      1590000 | PA      | $1660588.05    | 0.00%             | 2028-06-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                    | TOTALENERGIES CAPITAL INTERNATIONAL SA SR UNSEC 3.127% 05-29-50                                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      6238000 | PA      | $4435480.00    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30                                                | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     30000000 | PA      | $24460110.00   | 0.03%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                           | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     14870000 | PA      | $9428501.94    | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                      | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.29% 06-03-60                                           | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |     10000000 | PA      | $6013640.00    | 0.01%             | 2060-06-03      | Fixed         | 3.29%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.15% 08-13-27                                                 | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6086000 | PA      | $5186860.45    | 0.01%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.125% 01-31-25                          | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     66000000 | PA      | $65737320.00   | 0.09%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                               | TORONTO-DOMINION BANK SR UNSEC 0.75% 09-11-25                                                    | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     23900000 | PA      | $21356490.30   | 0.03%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                              | TALLGRASS ENERGY PARTNERS LP 144A LIFE SR UNSEC 7.5% 10-01-25                                    | CUSIP: 87470LAH4<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1384487.75    | 0.00%             | 2025-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TEGNA INC                                                                                 | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                 | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $8083967.50    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                          | TARGA RESOURCES PARTNERS LP SR UNSEC 5.5% 03-01-30                                               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8660000 | PA      | $8161227.30    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.25% 02-15-26                                                         | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13438000 | PA      | $12248884.82   | 0.02%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.625% 02-15-29                                                        | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     17611000 | PA      | $14932032.29   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                        | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     38764000 | PA      | $32084109.99   | 0.05%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                | TRONOX INC 144A LIFE SR UNSEC 4.625% 03-15-29                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4998750.00    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.625% 04-15-26                                                        | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     61189000 | PA      | $56188696.11   | 0.08%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.375% 04-15-29                                                        | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7061560.00    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.5% 04-15-31                                                          | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8657240.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                         | TOYOTA MOTOR CORP SR UNSEC 0.681% 03-25-24                                                       | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |      6731000 | PA      | $6387894.01    | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28                                                  | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6195000 | PA      | $5397449.51    | 0.01%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.3% 02-15-51                                                          | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     12561000 | PA      | $8437675.90    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                                          | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4393060.70    | 0.01%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                          | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10790000 | PA      | $7654566.27    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.5% 04-15-25                                                          | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6550000 | PA      | $6304846.60    | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                                         | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     21300000 | PA      | $20094867.30   | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                         | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20700000 | PA      | $16960420.80   | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     18318000 | PA      | $16635693.20   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                         | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2151330.00    | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                        | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 1.15% 06-07-24                             | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |      8063000 | PA      | $7461056.74    | 0.01%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                                        | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                             | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |     15346000 | PA      | $11960825.86   | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                          | TARGA RESOURCES PARTNERS LP SR UNSEC 4.875% 02-01-31                                             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2190000 | PA      | $1980417.00    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                           | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     25870000 | PA      | $23416230.50   | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                            | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                          | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     20815000 | PA      | $18563795.31   | 0.03%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                  | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      2568000 | PA      | $2295201.36    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                               | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                 | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10591900 | PA      | $9369594.74    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM9672 12-01-51                                                                    | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1265833 | PA      | $1075750.58    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8262 09-01-52                                                                    | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       769052 | PA      | $652235.17     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                               | TORONTO-DOMINION BANK SR UNSEC 3.2% 03-10-32                                                     | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      2333000 | PA      | $2015128.75    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                               | TORONTO-DOMINION BANK SR UNSEC 4.456% 06-08-32                                                   | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15133000 | PA      | $14469947.61   | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC17                                                          | COMM 14-LC17 A5 3.917% 10-10-47/09-12-24                                                         | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       886000 | PA      | $859305.71     | 0.00%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                                           | COMM 15-PC1 A4 3.62% 07-10-50/02-12-25                                                           | CUSIP: 12593GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1273601 | PA      | $1230061.60    | 0.00%             | 2050-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | TENET HEALTHCARE CORP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-30                                  | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3818220.00    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                          | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     59731000 | PA      | $40404079.25   | 0.06%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7912 08-01-52                                                                    | CUSIP: 3140MMYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        35440 | PA      | $30057.80      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0235 01-01-52                                                                    | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18525664 | PA      | $15704372.39   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0800 04-01-52                                                                    | CUSIP: 3133B93H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       955731 | PA      | $811545.45     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU6901 04-01-52                                                                    | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       818046 | PA      | $693618.55     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                                          | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6204000 | PA      | $5247988.42    | 0.01%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-MOBILE USA INC SR UNSEC 2.7% 03-15-32                                                          | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     17704000 | PA      | $14350862.40   | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2402 12-01-51                                                                    | CUSIP: 3140QMU44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14043989 | PA      | $11904598.27   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU3058 12-01-51                                                                    | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5962801 | PA      | $5063157.47    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC33                                         | CGCMT 15-GC33 A3 3.515% 09-10-58/08-12-25                                                        | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4658932 | PA      | $4435438.14    | 0.01%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC15                                                          | COMM 14-LC15 AM 4.198% 04-10-47/03-12-24                                                         | CUSIP: 12591TAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       850000 | PA      | $823148.50     | 0.00%             | 2047-04-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3408 04-01-52                                                                    | CUSIP: 3140QNYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7204845 | PA      | $6112511.43    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9460 03-01-52                                                                    | CUSIP: 3133B7QM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1351187 | PA      | $1146830.72    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR16                                                          | COMM 14-CR16 AM 4.278% 04-10-47/04-12-24                                                         | CUSIP: 12591VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1070000 | PA      | $1032693.38    | 0.00%             | 2047-04-10      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR16                                                          | COMM 14-CR16 A3 3.775% 04-10-47/03-12-24                                                         | CUSIP: 12591VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1921197 | PA      | $1876869.48    | 0.00%             | 2047-04-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BQ7478 04-01-52                                                                    | CUSIP: 3140KTJY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       998141 | PA      | $847565.34     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT3056 11-01-51                                                                    | CUSIP: 3140LRME5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       113912 | PA      | $96770.71      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | TOYOTA MOTOR CREDIT CORP SR UNSEC 4.45% 06-29-29                                                 | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       616000 | PA      | $604506.06     | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                           | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.625% 07-22-32                                               | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      5913000 | PA      | $5829963.74    | 0.01%             | 2032-07-22      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9879 03-01-52                                                                    | CUSIP: 3133B76Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       997984 | PA      | $846534.03     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2930 01-01-52                                                                    | CUSIP: 3140MGHG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499950 | PA      | $423910.72     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                           | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.375% 07-22-27                                               | CUSIP: 872882AM7<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      5217000 | PA      | $5119702.95    | 0.01%             | 2027-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                              | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27                                              | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $13065325.00   | 0.02%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV5332 04-01-52                                                                    | CUSIP: 3140MJ4S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24322 | PA      | $20656.42      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0031 10-01-51                                                                    | CUSIP: 3140XFA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1099891 | PA      | $932308.55     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 MA4805 11-01-52                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41507832 | PA      | $39992547.35   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8972 03-01-52                                                                    | CUSIP: 3133B66H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499076 | PA      | $424019.21     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4824 10-01-52                                                                    | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2765948 | PA      | $2346038.42    | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BR4996 02-01-51                                                                    | CUSIP: 3140L3RS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       467589 | PA      | $397647.35     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 SD8275 12-01-52                                                                    | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14245079 | PA      | $13725048.55   | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF2845 10-01-52                                                                    | CUSIP: 3133BQES1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1016006 | PA      | $980172.92     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.5 QF1922 10-01-52                                                                    | CUSIP: 3133BPD39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       582126 | PA      | $562171.77     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BX1516 11-01-52                                                                    | CUSIP: 3140N5VJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6479466 | PA      | $6242913.32    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW4142 07-01-52                                                                    | CUSIP: 3140MVS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3565835 | PA      | $3023399.80    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU8730 06-01-52                                                                    | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499009 | PA      | $423306.40     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2655 03-01-52                                                                    | CUSIP: 3140MF5R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1877776 | PA      | $1592079.97    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5747 08-01-51                                                                    | CUSIP: 3133KML45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       378002 | PA      | $321319.61     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU0365 09-01-51                                                                    | CUSIP: 3140M1MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       642191 | PA      | $545756.37     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV7868 07-01-52                                                                    | CUSIP: 3140MMW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       628288 | PA      | $532841.16     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD6848 02-01-52                                                                    | CUSIP: 3133B4TD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       110165 | PA      | $93512.62      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA5713 01-01-52                                                                    | CUSIP: 3133KMK20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       901880 | PA      | $766101.23     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE1480 03-01-52                                                                    | CUSIP: 3133BAUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1080078 | PA      | $918324.41     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC6921 09-01-51                                                                    | CUSIP: 3133ARVN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       497785 | PA      | $423146.99     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0170 04-01-52                                                                    | CUSIP: 3133B9FK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       238753 | PA      | $202450.44     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA7747 08-01-52                                                                    | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12555270 | PA      | $10646881.33   | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU8825 05-01-52                                                                    | CUSIP: 3140MAYX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10831631 | PA      | $9194440.81    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT8108 04-01-52                                                                    | CUSIP: 3140LXAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       557114 | PA      | $472896.90     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                                                    | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                                            | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5576000 | PA      | $5154275.97    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_12-CR3                                                           | COMM 12-CR3 AM 144A 3.416% 10-15-45/09-16-22                                                     | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       366516 | PA      | $331338.17     | 0.00%             | 2045-10-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                                           | COMM 13-CR7 C 144A FRN 03-10-46/10-10-23                                                         | CUSIP: 12625FAY2<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-CBDO         | CORP              | US        |      2743000 | PA      | $2677936.04    | 0.00%             | 2046-03-10      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR6                                                           | COMM 13-CR6 B 144A 3.397% 03-10-46/02-10-23                                                      | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1989214.00    | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41                                         | CGCMT 19-GC41 A4 2.62% 08-10-56/07-12-29                                                         | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200000 | PA      | $170140.60     | 0.00%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C17                                              | CSAIL 19-C17 A5 3.0161% 09-15-52/09-17-29                                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1730612.00    | 0.00%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_19-RPL1                                      | CSMC 19-RPL1 A1A 144A FRN 07-25-58                                                               | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       760322 | PA      | $725896.60     | 0.00%             | 2058-07-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                           | CMLTI 20-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       571997 | PA      | $521498.78     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-NET                                                | CSMC 20-NET A 144A 2.2569% 08-15-37/25                                                           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6616450 | PA      | $5918871.15    | 0.01%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                                | CFMT 20-HB4 A 144A FRN 12-26-30/04-25-23                                                         | CUSIP: 12529LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7258433 | PA      | $7057366.70    | 0.01%             | 2030-12-26      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL3                                                 | CSMC 21-RPL3 A1 144A FRN 01-25-60                                                                | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5101568 | PA      | $4382614.03    | 0.01%             | 2060-01-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_18-RP1                                            | CMLTI 18-RP1 M1 144A FRN 09-25-64                                                                | CUSIP: 17326QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3731350 | PA      | $3332061.97    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB6                                                | CFMT 21-HB6 A 144A FRN 06-25-36                                                                  | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11250557 | PA      | $10694689.68   | 0.02%             | 2036-06-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CCRE15                                                        | COMM 14-CR15 A4 FRN 02-10-47                                                                     | CUSIP: 12591RBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2944569.00    | 0.00%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR19                                                          | COMM 14-CR19 AM 4.08% 08-10-47/08-12-24                                                          | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $719368.50     | 0.00%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R01                                            | CAS 21-R01 1M1 144A FRN (SOFR30A+75) 10-25-41                                                    | CUSIP: 20754RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       482703 | PA      | $478548.56     | 0.00%             | 2041-10-25      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                                | CFMT 21-HB7 A 144A FRN 10-27-31/06-25-24                                                         | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17433458 | PA      | $16432010.09   | 0.02%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                                        | COLT 21-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6439244 | PA      | $5452854.59    | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03                                            | CAS 21-R03 1M1 144A FRN (SOFR30A+85) 12-25-41                                                    | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1019600 | PA      | $1000446.80    | 0.00%             | 2041-12-25      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST  CWHEL_05-C                                            | CWHEL 05-C 2A FRN FSA (L+18) 07-15-35                                                            | CUSIP: 126685AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       729919 | PA      | $682902.37     | 0.00%             | 2035-07-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                                       | CIM 22-R2 A1 144A FRN 12-25-61                                                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38876782 | PA      | $36737586.65   | 0.05%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                                            | CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42                                                   | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       978263 | PA      | $990983.48     | 0.00%             | 2042-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_18-R3                                                                       | CIM 18-R3 A1 144A FRN 12-25-57                                                                   | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4114131 | PA      | $4039459.14    | 0.01%             | 2057-12-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-C04A                                                                   | CAS 14-C04 1M2 FRN (L+490) 11-25-24                                                              | CUSIP: 30711XAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1635567 | PA      | $1679189.56    | 0.00%             | 2024-11-25      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                                                 | CSMC 22-ATH3 A1 144A FRN 08-25-67                                                                | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       780724 | PA      | $760598.83     | 0.00%             | 2067-08-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J1                                             | CMLTI 21-J1 A4A 144A FRN 04-25-51                                                                | CUSIP: 17329EAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1866321 | PA      | $1434120.61    | 0.00%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                                       | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                                          | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $456121.50     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27                                         | CGCMT 15-GC27 A4 2.878% 02-10-48/11-13-24                                                        | CUSIP: 17323CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       846311 | PA      | $807111.30     | 0.00%             | 2048-02-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-LC17                                                          | COMM 14-LC17 B FRN 10-10-47/09-12-24                                                             | CUSIP: 12592MBN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2200000 | PA      | $2085404.20    | 0.00%             | 2047-10-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                             | EART 20-2 C 144A 3.28% 05-15-25/07-17-23                                                         | CUSIP: 30167YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       892592 | PA      | $888741.39     | 0.00%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH D 144A FRN (L+225) 07-15-38/26                                                        | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3684149 | PA      | $3536602.94    | 0.00%             | 2038-07-15      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH C 144A FRN (L+170) 07-15-38/26                                                        | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3516244 | PA      | $3382785.32    | 0.00%             | 2038-07-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH A 144A FRN (L+108) 07-15-38/26                                                        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14282668 | PA      | $13892394.46   | 0.02%             | 2038-07-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC37                                         | CGCMT 16-GC37 A4 3.314% 04-10-49/01-12-26                                                        | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2740000 | PA      | $2559768.28    | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                           | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                          | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $458943.50     | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                                    | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                                        | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3553340 | PA      | $3422068.65    | 0.00%             | 2038-07-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNW 02-W3 A5 7.5% 11-25-41/01-25-28                                                              | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       503567 | PA      | $541600.76     | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP.  CSFB_02-30                                     | CSFB 02-30 1A1 PT 7.5% 11-25-32                                                                  | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       139780 | PA      | $137622.10     | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                               | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                              | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $546232.20     | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNW 02-W7 A5 7.5% 02-25-29                                                                       | CUSIP: 31392DD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |        48879 | PA      | $52530.37      | 0.00%             | 2029-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC G60344 12-01-45                                                                            | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10942964 | PA      | $10522184.91   | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                                                | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL                                     | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |         6250 | NS      | $5000000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                                     | CONSTELLATION OIL SERVICES HOLDING SA CL B-1 (DRS) (NOT LISTED OR TRADING)                       | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |      1568158 | NS      | $172497.38     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AS6348 12-01-45                                                                    | CUSIP: 3138WGBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3146943 | PA      | $3018449.91    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AZ7366 11-01-45                                                                    | CUSIP: 3140E0FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18160691 | PA      | $17412161.82   | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C2                                               | CSAIL 15-C2 A3 3.2312% 06-15-57/03-17-25                                                         | CUSIP: 12634NAS7<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-CBDO         | CORP              | US        |      2354381 | PA      | $2238128.49    | 0.00%             | 2057-06-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                                       | CSFB 02-34 1A1 PT 7.5% 12-25-32                                                                  | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        61259 | PA      | $62300.19      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AL8421 01-01-44                                                                    | CUSIP: 3138ETLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13338102 | PA      | $12496854.50   | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AH0007 12-01-40                                                                    | CUSIP: 3138A1AH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1892838 | PA      | $1819579.26    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C4                                               | CSAIL 15-C4 AS FRN 11-15-48/10-20-25                                                             | CUSIP: 12635RBB3<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-CBDO         | CORP              | US        |       999000 | PA      | $938033.03     | 0.00%             | 2048-11-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                                       | CSFB 03-21 5A1 PT 6.5% 07-25-33                                                                  | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       714464 | PA      | $673246.44     | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AT2683 05-01-43                                                                    | CUSIP: 3138WP6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2047911 | PA      | $1966074.77    | 0.00%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AX3703 09-01-42                                                                    | CUSIP: 3138Y5DH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3959609 | PA      | $3806217.90    | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MYT HOLDING LLC                                                                           | MYT HOLDING CO CL B (NOT LISTED OR TRADING)                                                      | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521407 | NS      | $782110.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC (NOT LISTED OR TRADING)                                                           | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3867 | NS      | $589717.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-29                                       | CSFB 03-29 5A1 PT 7.0% 12-25-33                                                                  | CUSIP: 22541Q4B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       172164 | PA      | $167841.64     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST CFCRE_16-C7                                               | CFCRE 16-C7 A2 3.5853% 12-10-54/11-13-26                                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1821766 | PA      | $1686446.62    | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC (DRS) (NOT LISTED OR TRADING)                                                     | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          728 | NS      | $111020.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                               | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                     | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       342069 | NS      | $36601383.00   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_16-COR1                                                          | COMM 16-COR1 A4 3.091% 10-10-49/08-10-26                                                         | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $3674188.00    | 0.01%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-B1                                           | CGCMT 17-B1 A3 3.197% 08-15-50/07-16-27                                                          | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6160876 | PA      | $5588764.68    | 0.01%             | 2050-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AE7567 11-01-40                                                                    | CUSIP: 31419JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1863617 | PA      | $1791491.57    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AI5172 08-01-41                                                                    | CUSIP: 3138AJXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       455662 | PA      | $438027.08     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_17-CX9                                              | CSAIL 17-CX9 A4 3.1755% 09-15-50/04-16-27                                                        | CUSIP: 12595FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2375000 | PA      | $2188591.00    | 0.00%             | 2050-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                          | COMM 17-COR2 A2 3.239% 09-10-50/05-12-27                                                         | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       825451 | PA      | $756032.20     | 0.00%             | 2050-09-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AK4949 03-01-42                                                                    | CUSIP: 3138E9QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       205580 | PA      | $197621.59     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AH0539 12-01-40                                                                    | CUSIP: 3138A1S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       523348 | PA      | $504830.79     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC                                                                            | NMG PARENT LLC WTS 1:1 @ USD 213.16 9-24-27 (NOT LISTED OR TRADING)                              | CUSIP: 62929P110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18410 | NS      | $560869.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                                     | AESOP 21-1A D 144A 3.71% 08-20-27/26                                                             | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4112405.00    | 0.01%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                                          | COMM 17-COR2 A3 3.51% 09-10-50/07-12-27                                                          | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2261000 | PA      | $2079810.24    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_17-C4                                           | CGCMT 17-C4 A4 3.471% 10-12-50/09-14-27                                                          | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2930000 | PA      | $2707815.17    | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AS6839 03-01-46                                                                    | CUSIP: 3138WGS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3987844 | PA      | $3820689.81    | 0.01%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 4.0 K93532 04-01-36                                                                         | CUSIP: 3132LPY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       778910 | PA      | $751573.39     | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                                     | AESOP 21-1A C 144A 2.13% 08-20-27/26                                                             | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1211000 | PA      | $1008956.76    | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                                     | AESOP 21-1A A 144A 1.38% 08-20-27/26                                                             | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22390000 | PA      | $19530528.32   | 0.03%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 BC8647 06-01-46                                                                    | CUSIP: 3140F4TD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       267687 | PA      | $259724.57     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 4.0 G30911 03-01-36                                                                         | CUSIP: 3132J4GV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2564734 | PA      | $2474735.03    | 0.00%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                                     | AESOP 21-1A B 144A 1.63% 08-20-27/26                                                             | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3398000 | PA      | $2875316.24    | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                                       | AMCAR 21-2 C 1.01% 01-19-27/04-21-25                                                             | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6765000 | PA      | $6154715.82    | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 4.0 C91883 06-01-36                                                                         | CUSIP: 3128P8CU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       409682 | PA      | $395306.32     | 0.00%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AD8522 08-01-40                                                                    | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        92294 | PA      | $88722.33      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                                       | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                                             | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15943000 | PA      | $14151676.41   | 0.02%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                                       | AMCAR 21-2 B 0.69% 01-19-27/08-19-24                                                             | CUSIP: 03066RAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6085000 | PA      | $5708393.27    | 0.01%             | 2027-01-19      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AJ7471 12-01-41                                                                    | CUSIP: 3138E0JR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       406312 | PA      | $391049.66     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS AE1761 09-01-40                                                                        | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1805092 | PA      | $1735213.59    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3136 OP PAC PO .0% 04-15-36                                                                  | CUSIP: 31396NH66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       257987 | PA      | $219863.57     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3156 PO PAC PO .0% 05-15-36                                                                  | CUSIP: 31396RAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       947195 | PA      | $789519.18     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                                | AESOP 19-2A D 144A 3.04% 09-22-25/09-20-24                                                       | CUSIP: 05377REP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9000000 | PA      | $8213904.00    | 0.01%             | 2025-09-22      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                                    | ACAR 21-3 C 144A 0.98% 11-15-27/07-13-22                                                         | CUSIP: 025286AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12733000 | PA      | $12396874.27   | 0.02%             | 2027-11-15      | Fixed         | 0.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 G60138 110K MAX 08-01-45                                                               | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       595244 | PA      | $555662.90     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 BD1550 07-01-46                                                                    | CUSIP: 3140F8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       251308 | PA      | $245617.75     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 06-51 PO PAC PO .0% 03-25-36                                                                 | CUSIP: 31395DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       286308 | PA      | $259215.43     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 3.5 AL8522 05-01-46                                                                    | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        30453 | PA      | $28333.43      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3                                    | ACAR 21-3 D 144A 1.34% 11-15-27/05-13-22                                                         | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4780000 | PA      | $4439630.54    | 0.01%             | 2027-11-15      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_21-B                                              | AFFRM 21-B A 144A 1.03% 08-17-26/03-15-24                                                        | CUSIP: 00834DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5063000 | PA      | $4803470.62    | 0.01%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.0 BD1968 200K MAX 07-01-46                                                           | CUSIP: 3140F9FJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        32716 | PA      | $31303.26      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 06-32 OA PAC PO .0% 05-25-36                                                                 | CUSIP: 31395B5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       367874 | PA      | $303182.58     | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                                   | AFFRM 21-Z2 A 144A 1.17% 11-16-26                                                                | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7889904 | PA      | $7550346.04    | 0.01%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO LTD ARES_22-65                                                                   | ARES 22-65A A2 CLO 144A FRN (TSFR3M+175) 07-25-34                                                | CUSIP: 04019FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     18000000 | PA      | $17450514.00   | 0.02%             | 2034-07-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.0 MA2717 08-01-36                                                                    | CUSIP: 31418CAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       289487 | PA      | $279011.12     | 0.00%             | 2036-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 T65375 07-01-46                                                                        | CUSIP: 31322Y6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110649 | PA      | $100272.32     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                                   | ASTAT 22-18A A1 CLO 144A FRN (TSFR3M+132) 04-21-31                                               | CUSIP: 00850BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67953682 | PA      | $67239081.09   | 0.09%             | 2031-04-21      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD ASTAT_22-18                                                                   | ASTAT 22-18A B CLO 144A FRN (TSFR3M+200) 04-21-31                                                | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4933760.00    | 0.01%             | 2031-04-21      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.0 MA2746 09-01-36                                                                    | CUSIP: 31418CBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1730239 | PA      | $1667625.34    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q42034 150K MAX 07-01-46                                                               | CUSIP: 3132WFHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       199865 | PA      | $196270.83     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 4.0 MA2588 04-01-36                                                                    | CUSIP: 31418B2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1443897 | PA      | $1391659.66    | 0.00%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049                                       | FHMS K049 A2 (MF) 3.01% 07-25-25                                                                 | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       774000 | PA      | $743363.53     | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                                    | ACAR 22-3 A 144A 4.12% 02-13-26/01-16-24                                                         | CUSIP: 02528GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13101433 | PA      | $13010771.28   | 0.02%             | 2026-02-13      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                                    | ACAR 22-3 B 144A 4.55% 10-13-26/07-15-24                                                         | CUSIP: 02528GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2376000 | PA      | $2330183.59    | 0.00%             | 2026-10-13      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q42633 175K MAX 08-01-46                                                               | CUSIP: 3132WF4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       325082 | PA      | $316958.71     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 4.0 MA2787 10-01-36                                                                    | CUSIP: 31418CCZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       993684 | PA      | $957726.77     | 0.00%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCK 4.5 MA2809 10-01-46                                                                         | CUSIP: 31418CDP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       716333 | PA      | $681770.64     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BD7600 09-01-46                                                                    | CUSIP: 3140FFNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        79612 | PA      | $77993.15      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                              | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.95% 11-21-32                                             | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      6694000 | PA      | $6809993.63    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.75% 07-15-25                                                   | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $5773338.80    | 0.01%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                                    | ACAR 22-4 A 144A 6.2% 05-13-26/03-13-24                                                          | CUSIP: 02529XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1024346 | PA      | $1025880.19    | 0.00%             | 2026-05-13      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                                 | AESOP 22-5 A 144A 6.12% 04-20-27/26                                                              | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7921000 | PA      | $7903177.75    | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                             | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                                 | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     17010000 | PA      | $15942826.62   | 0.02%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.5% 06-01-42                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1243002.75    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_22-42                                                                     | APID 22-42 D CLO 144A FRN (TSFR3M+576) 01-20-36                                                  | CUSIP: 03770GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $738308.25     | 0.00%             | 2036-01-20      | Variable      | 10.36%                | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-1A                                                | AESOP 18-1A A 144A 3.7% 09-20-24/23                                                              | CUSIP: 05377RCY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10350000 | PA      | $10250381.25   | 0.01%             | 2024-09-20      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A                                                | AESOP 19-2A A 144A 3.35% 09-22-25/24                                                             | CUSIP: 05377RDL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10160000 | PA      | $9824486.32    | 0.01%             | 2025-09-22      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_17-2A                                                | AESOP 17-2A A 144A 2.97% 03-20-24/23                                                             | CUSIP: 05377RCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3077500 | PA      | $3067335.02    | 0.00%             | 2024-03-20      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF2807 11-01-52                                                                    | CUSIP: 3133BQDL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       559476 | PA      | $552263.39     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW9408 08-01-52                                                                    | CUSIP: 3140N2N23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       454999 | PA      | $449133.20     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BV0954 09-01-52                                                                    | CUSIP: 3140MEBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        26754 | PA      | $26409.26      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE6926 08-01-52                                                                    | CUSIP: 3133BGVT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1308716 | PA      | $1291843.82    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1761 11-01-52                                                                    | CUSIP: 3140N55X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       104028 | PA      | $102687.18     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE8282 08-01-52                                                                    | CUSIP: 3133BJFX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        28161 | PA      | $27797.71      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7121 10-01-52                                                                    | CUSIP: 3140MY4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       114651 | PA      | $113172.91     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 FS2699 08-01-52                                                                    | CUSIP: 3140XH7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       106799 | PA      | $105422.52     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 MA4838 12-01-52                                                                    | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31999970 | PA      | $29111268.34   | 0.04%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 4.0 QF3985 11-01-52                                                                    | CUSIP: 3133BRNA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       428691 | PA      | $402529.70     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD8242 09-01-52                                                                    | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       506624 | PA      | $445347.55     | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BW1128 06-01-52                                                                    | CUSIP: 3140MSHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1016577 | PA      | $893827.45     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FS1877 05-01-52                                                                    | CUSIP: 3140XHCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        55003 | PA      | $48335.25      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FM8683 08-01-51                                                                    | CUSIP: 3140XCUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       306630 | PA      | $260674.93     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 6.5 ZS8948 03-01-26                                                                    | CUSIP: 3132A95H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        20352 | PA      | $20379.81      | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 AL8822 11-01-28                                                                    | CUSIP: 3138ETYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          403 | PA      | $413.50        | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.125% 05-04-27                                              | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $932766.00     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                             | UNICREDIT SPA 144A LIFE SUB 5.861% 06-19-32/27                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     29477000 | PA      | $25917976.50   | 0.04%             | 2032-06-19      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 256449 10-01-26                                                                    | CUSIP: 31371MZN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        17068 | PA      | $17507.74      | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 6.5 ZA1940 04-01-26                                                                    | CUSIP: 31329KEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        13797 | PA      | $14239.99      | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US BANK NATIONAL ASSOCIATION                                                              | US BANK NA SR UNSEC 2.85% 01-23-23                                                               | CUSIP: 90331HNL3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     21000000 | PA      | $20980932.00   | 0.03%             | 2023-01-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25                                                       | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      2230000 | PA      | $2168799.88    | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT0849 07-01-51                                                                    | CUSIP: 3140LN5K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12674848 | PA      | $10751972.46   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT8111 03-01-52                                                                    | CUSIP: 3140LXAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       729917 | PA      | $619576.03     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.25% 06-15-48                                                   | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3314000 | PA      | $2880038.33    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANK NATIONAL ASSOCIATION                                                              | US BANK NA SR UNSEC 3.4% 07-24-23                                                                | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     13125000 | PA      | $13008121.88   | 0.02%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BW1391 12-01-52                                                                    | CUSIP: 3140MSRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       126379 | PA      | $115009.44     | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3063 03-01-52                                                                    | CUSIP: 3140QNMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5622786 | PA      | $4775442.98    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.65% 08-16-23                                               | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       464000 | PA      | $460159.94     | 0.00%             | 2023-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 4.125% 11-16-28                                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      6320000 | PA      | $6061884.88    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 6.5 ZA1955 09-01-26                                                                    | CUSIP: 31329KE42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         3872 | PA      | $3971.60       | 0.00%             | 2026-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 AL1237 02-01-26                                                                    | CUSIP: 3138EHLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         5699 | PA      | $5846.07       | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 995401 10-01-27                                                                    | CUSIP: 31416BX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |          394 | PA      | $406.78        | 0.00%             | 2027-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 255016 10-01-23                                                                    | CUSIP: 31371LGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         8613 | PA      | $8835.23       | 0.00%             | 2023-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 SD8303 01-01-53                                                                    | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2650010 | PA      | $2247743.78    | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB2870 02-01-52                                                                    | CUSIP: 3140QNFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2310229 | PA      | $1960236.51    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 6.5 ZA1959 10-01-26                                                                    | CUSIP: 31329KE83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         3570 | PA      | $3609.19       | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 6.5 ZS8801 03-01-26                                                                    | CUSIP: 3132A9X69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        15423 | PA      | $15603.67      | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 QF4185 12-01-52                                                                    | CUSIP: 3133BRUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1383588 | PA      | $1419337.15    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 303591 11-01-25                                                                    | CUSIP: 31373UF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           23 | PA      | $23.52         | 0.00%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 257431 10-01-28                                                                    | CUSIP: 31371N4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         2176 | PA      | $2232.35       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 MA4852 11-01-52                                                                    | CUSIP: 31418EMA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        30128 | PA      | $30906.11      | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 QF4576 12-01-52                                                                    | CUSIP: 3133BSCM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $2729172.00    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB2896 02-01-52                                                                    | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5999996 | PA      | $5274116.36    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.5 BW5402 07-01-52                                                                    | CUSIP: 3140MXAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       624975 | PA      | $628564.43     | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QE8223 05-01-52                                                                    | CUSIP: 3133BJD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $879683.68     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 496029 01-01-29                                                                    | CUSIP: 31382YA65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           48 | PA      | $49.17         | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX3769 12-01-52                                                                    | CUSIP: 3140N8FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       777323 | PA      | $797405.92     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3495 05-01-52                                                                    | CUSIP: 3140QN3D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       185558 | PA      | $163044.75     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QE0992 04-01-52                                                                    | CUSIP: 3133BAC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $878463.87     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QE5295 05-01-52                                                                    | CUSIP: 3133BE3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       274463 | PA      | $241324.73     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BV2443 05-01-52                                                                    | CUSIP: 3140MFWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1501602 | PA      | $1319920.47    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 QF4830 12-01-52                                                                    | CUSIP: 3133BSLK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10828214 | PA      | $11107993.39   | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX4022 12-01-52                                                                    | CUSIP: 3140N8PG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       500000 | PA      | $512918.50     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QE4036 06-01-52                                                                    | CUSIP: 3133BDPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1019339 | PA      | $895816.38     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BW2935 06-01-52                                                                    | CUSIP: 3140MUHM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $879074.93     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                       | PROCTER & GAMBLE CO/THE SR UNSEC 3.0% 03-25-30                                                   | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      1183000 | PA      | $1083694.25    | 0.00%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                               | PHILLIPS 66 SR UNSEC 3.85% 04-09-25                                                              | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      1253000 | PA      | $1223295.13    | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                  | PRESIDENT AND FELLOWS OF HARVARD COLLEGE SR UNSEC 2.517% 10-15-50                                | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $3596780.00    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3364 04-01-52                                                                    | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4428748 | PA      | $3890885.07    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QD6327 02-01-52                                                                    | CUSIP: 3133B4A47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       954201 | PA      | $838934.69     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.5% 05-01-25                                           | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       274000 | PA      | $253878.26     | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                               | PEPSICO INC SR UNSEC 1.625% 05-01-30                                                             | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      6401000 | PA      | $5221058.86    | 0.01%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD6127 01-01-52                                                                    | CUSIP: 3133B3YY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $849614.37     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 RA7081 12-01-51                                                                    | CUSIP: 3133KN2N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6976671 | PA      | $5915526.65    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3718000 | PA      | $3015060.05    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                        | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.9% 01-15-31                                      | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1010858.94    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3586 05-01-52                                                                    | CUSIP: 3140QN6Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       479636 | PA      | $421580.86     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QD8817 03-01-52                                                                    | CUSIP: 3133B6YN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       244119 | PA      | $214622.36     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QD9327 03-01-52                                                                    | CUSIP: 3133B7LG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       198713 | PA      | $174597.54     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3061 03-01-52                                                                    | CUSIP: 3140QNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $879104.69     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                        | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                                      | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      3608000 | PA      | $2341054.41    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PAYPAL HOLDINGS INC SR UNSEC 3.25% 06-01-50                                                      | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      1114000 | PA      | $762074.03     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                | PFIZER INC SR UNSEC 1.7% 05-28-30                                                                | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      5571000 | PA      | $4596782.52    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                                             | FIVE CORNERS FUNDING TRUST II 144A LIFE SR UNSEC 2.85% 05-15-30                                  | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4300000 | PA      | $3614231.70    | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                            | PECO ENERGY CO SR SEC 1ST LIEN 2.8% 06-15-50                                                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6588400.00    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                              | PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27                                  | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |      7780000 | PA      | $6918481.70    | 0.01%             | 2027-06-10      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                        | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     47540000 | PA      | $40672656.84   | 0.06%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                        | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     29622000 | PA      | $20157119.32   | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     49863000 | PA      | $31160036.92   | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    152153000 | PA      | $118400443.55  | 0.17%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                 | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      9485000 | PA      | $8673728.98    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                 | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                         | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      3450000 | PA      | $3144795.75    | 0.00%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                       | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    179513000 | PA      | $163130643.62  | 0.23%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.45% 07-01-25                                       | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3629235.23    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV3793 03-01-52                                                                    | CUSIP: 3140MHGB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       638393 | PA      | $541986.29     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD3226 12-01-51                                                                    | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $849603.59     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                       | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     33012000 | PA      | $29340669.46   | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                       | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     48518000 | PA      | $44699439.33   | 0.06%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.25% 08-01-23                                       | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       508000 | PA      | $505502.16     | 0.00%             | 2023-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                       | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140783000 | PA      | $130969298.64  | 0.18%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0322 04-01-52                                                                    | CUSIP: 3133B9LB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2422899 | PA      | $2057085.15    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE2314 04-01-52                                                                    | CUSIP: 3133BBSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $847916.56     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                                 | LINDE INC/CT SR UNSEC 1.1% 08-10-30                                                              | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |      9983000 | PA      | $7671456.32    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                                 | LINDE INC/CT SR UNSEC 2.0% 08-10-50                                                              | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |      5829000 | PA      | $3252832.65    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50                                | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     18843000 | PA      | $10591537.24   | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                                      | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 3.375% 08-31-27                   | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2680756.00    | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                               | PEPSICO INC SR UNSEC 1.4% 02-25-31                                                               | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5307000 | PA      | $4193432.19    | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                       | PROCTER & GAMBLE CO/THE SR UNSEC 0.55% 10-29-25                                                  | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      4261000 | PA      | $3825913.55    | 0.01%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                       | PROCTER & GAMBLE CO/THE SR UNSEC 1.2% 10-29-30                                                   | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $3151926.99    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26                                         | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4736000 | PA      | $4166221.31    | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                          | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     10476000 | PA      | $8227902.78    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                              | PIONEER NATURAL RESOURCES CO SR UNSEC 1.125% 01-15-26                                            | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       238000 | PA      | $212389.06     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD4799 01-01-52                                                                    | CUSIP: 3133B2KL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3127749 | PA      | $2653006.53    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BU2803 11-01-51                                                                    | CUSIP: 3140M4DH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $848655.14     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                        | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 1.875% 06-15-31                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     35565000 | PA      | $28401142.05   | 0.04%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 0.95% 03-15-26                                | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     17350000 | PA      | $15422744.65   | 0.02%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8942 03-01-52                                                                    | CUSIP: 3133B65B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $847864.93     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD3414 12-01-51                                                                    | CUSIP: 3133B0YK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $849282.12     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD8677 03-01-52                                                                    | CUSIP: 3133B6UA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4999505 | PA      | $4238855.02    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD9578 04-01-52                                                                    | CUSIP: 3133B7UB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1999900 | PA      | $1697899.45    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                       | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     38007000 | PA      | $30985510.81   | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                                          | PITNEY BOWES INC 144A LIFE SR UNSEC 6.875% 03-15-27                                              | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5137860.00    | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | PUBLIC STORAGE SR UNSEC 2.3% 05-01-31                                                            | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     22729000 | PA      | $18504247.13   | 0.03%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                                       | PROCTER & GAMBLE CO/THE SR UNSEC 1.0% 04-23-26                                                   | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      1229000 | PA      | $1102282.73    | 0.00%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                        | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     28500000 | PA      | $24693226.50   | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.528% 11-18-27                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |      2795000 | PA      | $2238146.56    | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3164 03-01-52                                                                    | CUSIP: 3140QNQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       498099 | PA      | $422394.23     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV2851 03-01-52                                                                    | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11730844 | PA      | $9947626.54    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3995 03-01-52                                                                    | CUSIP: 3140QPNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1125188 | PA      | $954011.21     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3744 03-01-52                                                                    | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       722874 | PA      | $612900.71     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV0762 01-01-52                                                                    | CUSIP: 3140MDZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $847818.83     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 CB3571 05-01-52                                                                    | CUSIP: 3140QN6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2469958 | PA      | $2096991.97    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 745316 02-01-26                                                                    | CUSIP: 31403DAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        13851 | PA      | $14350.38      | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX1071 12-01-52                                                                    | CUSIP: 3140N5FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3501935 | PA      | $3592246.40    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 1.9% 08-15-31                                 | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      4425000 | PA      | $3529565.85    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                               | PEPSICO INC SR UNSEC 1.95% 10-21-31                                                              | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40560000 | PA      | $32882722.08   | 0.05%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX1075 12-01-52                                                                    | CUSIP: 3140N5FR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3542230 | PA      | $3633754.14    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 QF4663 12-01-52                                                                    | CUSIP: 3133BSFC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5999400 | PA      | $6154118.53    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                               | PEPSICO INC SR UNSEC 2.75% 10-21-51                                                              | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      2067000 | PA      | $1439971.42    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                           | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      5850000 | PA      | $5001404.85    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 6.5 QF4764 12-01-52                                                                    | CUSIP: 3133BSJH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2982517 | PA      | $3059582.26    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX3730 12-01-52                                                                    | CUSIP: 3140N8EC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $1025735.42    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX2466 12-01-52                                                                    | CUSIP: 3140N6W40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4999500 | PA      | $5128677.08    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 MA4910 01-01-53                                                                    | CUSIP: 31418EN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3621797 | PA      | $3072044.43    | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                       | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 2.45% 11-15-31                                      | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      3896000 | PA      | $3123586.83    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.4% 08-15-24                                        | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13465000 | PA      | $12929241.12   | 0.02%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW1201 09-01-52                                                                    | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       437958 | PA      | $432311.91     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD8284 01-01-53                                                                    | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       176538 | PA      | $155175.49     | 0.00%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.1% 03-15-32                                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     32500000 | PA      | $28501655.00   | 0.04%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                       | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     37185000 | PA      | $25076039.42   | 0.04%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1766 11-01-52                                                                    | CUSIP: 3140N56C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9533985 | PA      | $9411073.09    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD8272 12-01-52                                                                    | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32911500 | PA      | $28928978.13   | 0.04%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43                                         | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4445000 | PA      | $3530712.40    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PAYPAL HOLDINGS INC SR UNSEC 3.9% 06-01-27                                                       | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      5603000 | PA      | $5400473.96    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 MA4699 08-01-52                                                                    | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33299978 | PA      | $30293922.83   | 0.04%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA6608 02-01-52                                                                    | CUSIP: 3133KNKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       823011 | PA      | $723226.75     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PAYPAL HOLDINGS INC SR UNSEC 4.4% 06-01-32                                                       | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     15247000 | PA      | $14396049.68   | 0.02%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PAYPAL HOLDINGS INC SR UNSEC 5.05% 06-01-52                                                      | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     42058000 | PA      | $38314585.65   | 0.05%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 1.95% 01-15-31                                                             | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     14746000 | PA      | $11954906.61   | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     21283000 | PA      | $17260449.15   | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.193% 06-05-26/25                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     26727000 | PA      | $22848912.30   | 0.03%             | 2026-06-05      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.5 BX4006 12-01-52                                                                    | CUSIP: 3140N8NY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       142838 | PA      | $146528.65     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QD1623 12-01-51                                                                    | CUSIP: 3133AXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499999 | PA      | $425105.80     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                       | PAYPAL HOLDINGS INC SR UNSEC 5.25% 06-01-62                                                      | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2185143.54    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-15-23                                       | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3421000 | PA      | $3383570.84    | 0.00%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                               | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.5% 10-01-29                                               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      5050000 | PA      | $4552453.80    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                                        | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25                                      | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $10948992.00   | 0.02%             | 2026-06-16      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                         | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 3.4% 06-01-23                                         | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2773652.00    | 0.00%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 3.5% 01-30-23                                                       | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12238000 | PA      | $12204100.74   | 0.02%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIT GROUP INC                                                                             | FIRST-CITIZENS BANK & TRUST CO SR UNSEC 3.929% 06-19-24/23                                       | CUSIP: 125581HA9<br>LEI: N8O96ZZJQRFYQUJY7K79 | Long             | DBT              | CORP              | US        |     35287000 | PA      | $34986919.35   | 0.05%             | 2024-06-19      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                                           | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      4543000 | PA      | $4230782.33    | 0.01%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                           | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1798000 | PA      | $1519430.47    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 10.5% 02-01-26                                           | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1258018.75    | 0.00%             | 2026-02-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 4.875% 01-18-24                                                     | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1881000 | PA      | $1841743.53    | 0.00%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 11-15-43                                         | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $7469366.50    | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.85% 11-15-23                                       | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3746997.60    | 0.01%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                          | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                     | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     41260000 | PA      | $43088725.72   | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.0% 11-17-25                                           | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     45200000 | PA      | $45453300.80   | 0.06%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     33773000 | PA      | $34079456.20   | 0.05%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                         | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     29702000 | PA      | $30201795.55   | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                          | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     43626000 | PA      | $44610115.31   | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.9% 12-15-32                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      5551000 | PA      | $5579093.61    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                 | IQVIA INC 144A LIFE SR UNSEC 5.0% 10-15-26                                                       | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5503031.75    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| QVC INC                                                                                   | QVC INC SR SEC 1ST LIEN 4.85% 04-01-24                                                           | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      6050000 | PA      | $5606837.50    | 0.01%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26                                                   | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     45305000 | PA      | $40240852.41   | 0.06%             | 2026-09-12      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                              | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     47510000 | PA      | $39441899.31   | 0.06%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K082                                       | FHLMC K082 A2 (MF) FRN 09-25-28                                                                  | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1680000 | PA      | $1633415.28    | 0.00%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K084                                       | FHMS K084 A2 (MF) 3.78% 10-25-28                                                                 | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6045000 | PA      | $5810181.98    | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA1532 04-01-48                                                                    | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5340855 | PA      | $4962332.19    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS MA3518 11-01-33                                                                        | CUSIP: 31418C4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        13178 | PA      | $12917.13      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 G61628 09-01-48                                                                        | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       150220 | PA      | $139542.02     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.5 988588 08-01-38                                                                    | CUSIP: 31415TF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         3422 | PA      | $3540.21       | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 ZS4747 12-01-47                                                                    | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8469642 | PA      | $7856786.73    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 CA2166 08-01-48                                                                    | CUSIP: 3140Q9MQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        14646 | PA      | $14380.57      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 3.0 BJ4856 02-01-33                                                                    | CUSIP: 3140H6ME6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       370396 | PA      | $348261.37     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                                | RAYTHEON TECHNOLOGIES CORP SR UNSEC 3.95% 08-16-25                                               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     17415000 | PA      | $17030842.52   | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.5% 02-15-24                                                    | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6860000 | PA      | $6752346.02    | 0.01%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BM4413 12-01-47                                                                    | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5252840 | PA      | $5174614.23    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-M5                                                                | FNMA 19-M5 A2 (MF) 3.273% 01-25-29                                                               | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       430000 | PA      | $400019.54     | 0.00%             | 2029-01-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 6.0 976948 02-01-23                                                                    | CUSIP: 31414UZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |           96 | PA      | $96.11         | 0.00%             | 2023-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHLMC POOL #760015 ARH5 FRN 01-01-47                                                             | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2028104 | PA      | $1918876.32    | 0.00%             | 2047-01-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS CA3807 07-01-49                                                                        | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1311465 | PA      | $1173822.59    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA3806 07-01-49                                                                    | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       852467 | PA      | $763447.35     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 12-15-25                                                    | CUSIP: 91324PDN9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15430000 | PA      | $15049496.20   | 0.02%             | 2025-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.45% 12-15-48                                                   | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2015000 | PA      | $1799838.30    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.15% 03-01-24                                                       | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5705000 | PA      | $5590957.05    | 0.01%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49                                                        | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4550000 | PA      | $3905920.20    | 0.01%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 2.375% 08-15-24                                                  | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7903000 | PA      | $7604566.91    | 0.01%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 2.875% 08-15-29                                                  | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4194000 | PA      | $3746227.59    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 08-15-49                                                    | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6795000 | PA      | $5411911.73    | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | US BANCORP SR UNSEC 2.4% 07-30-24                                                                | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $18277031.00   | 0.03%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.95% 08-15-59                                                       | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     11880000 | PA      | $9332120.16    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29                                               | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2600000 | PA      | $2209433.20    | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 BV3353 03-01-52                                                                    | CUSIP: 3140MGWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $878915.18     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QD6948 02-01-52                                                                    | CUSIP: 3133B4WH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $878933.64     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA6955 03-01-52                                                                    | CUSIP: 3133KNWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999900 | PA      | $878932.29     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QE1793 05-01-52                                                                    | CUSIP: 3133BA7E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       999901 | PA      | $878917.86     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.15% 02-05-27                                                       | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5533000 | PA      | $5004238.86    | 0.01%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30                                                        | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      9549000 | PA      | $8190712.04    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.25% 02-05-50                                                       | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     18198000 | PA      | $13200865.60   | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI3 3.0 BF0293 07-01-48                                                                       | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6900604 | PA      | $6135726.97    | 0.01%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.0 G61733 12-01-47                                                                        | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5172189 | PA      | $4636769.59    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                  | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49166000 | PA      | $41749456.40   | 0.06%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                         | DEVON ENERGY CORP SR UNSEC 5.875% 06-15-28                                                       | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      1347000 | PA      | $1363612.55    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                   | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 3.0% 12-15-51                                            | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      8684000 | PA      | $5862368.67    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                              | DANAHER CORP SR UNSEC 2.8% 12-10-51                                                              | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $4325984.00    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                      | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     24969000 | PA      | $21029041.61   | 0.03%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                        | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     62028000 | PA      | $48244572.04   | 0.07%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.625% 12-13-24                      | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     29500000 | PA      | $27398479.00   | 0.04%             | 2024-12-13      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 1.125% 12-14-23                      | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $17299044.00   | 0.02%             | 2023-12-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHARM FRN 760012 04-01-45                                                                        | CUSIP: 31342WAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       624930 | PA      | $607763.31     | 0.00%             | 2045-04-01      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHARM FRN 760013 04-01-45                                                                        | CUSIP: 31342WAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       357856 | PA      | $348709.39     | 0.00%             | 2045-04-01      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26                        | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $9265788.00    | 0.01%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                               | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     16863000 | PA      | $14452653.37   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                         | DEVON ENERGY CORP SR UNSEC 5.25% 10-15-27                                                        | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1609801.37    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                         | DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30                                                         | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     12331000 | PA      | $11508374.33   | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                                   | SCRT 18-3 MA 3.5% 08-25-57                                                                       | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     49788160 | PA      | $47267136.61   | 0.07%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA1189 02-01-48                                                                    | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1384399 | PA      | $1285106.81    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                         | DEVON ENERGY CORP SR UNSEC 5.25% 09-15-24                                                        | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       638000 | PA      | $638930.20     | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                                        | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                  | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66286000 | PA      | $56432983.82   | 0.08%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 QA4673 11-01-49                                                                    | CUSIP: 31346YFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8210064 | PA      | $7359115.32    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI3 3.5 BF0318 08-01-48                                                                       | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33050055 | PA      | $30446570.21   | 0.04%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 3.65% 03-01-52                                                   | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      3213000 | PA      | $2501018.48    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                      | DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32                                                    | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     34637000 | PA      | $29970426.26   | 0.04%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 QA5125 12-01-49                                                                    | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23501365 | PA      | $21868278.56   | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA4802 12-01-49                                                                    | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24869668 | PA      | $23141673.28   | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                                  | DIAMOND SPORTS GROUP LLC 144A LIFE SR SEC 2ND LIEN 5.375% 08-15-26                               | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $415625.00     | 0.00%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                            | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                         | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     19150000 | PA      | $17636709.55   | 0.02%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.5% 04-07-25                        | CUSIP: 233853AL4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     11275000 | PA      | $10825465.75   | 0.02%             | 2025-04-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27                       | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     19522000 | PA      | $18273470.49   | 0.03%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                   | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                         | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       755000 | PA      | $739031.75     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | DUKE ENERGY CORP SR UNSEC 4.5% 08-15-32                                                          | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     82915000 | PA      | $77914728.01   | 0.11%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0264 05-01-58                                                                       | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15420604 | PA      | $14165644.18   | 0.02%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA4021 08-01-49                                                                    | CUSIP: 3140QBPF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25339374 | PA      | $23310526.32   | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      4243000 | PA      | $3787980.68    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                              | DNB BANK ASA 144A LIFE SR NON PREF FRN 10-09-26                                                  | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      2000000 | PA      | $2002134.00    | 0.00%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 SD7508 10-01-49                                                                    | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64364698 | PA      | $59671932.32   | 0.08%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 3.0 AL9668 10-01-30                                                                    | CUSIP: 3138ERW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         7181 | PA      | $6904.74       | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                   | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.95% 11-15-52                                           | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2676670.00    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                         | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                      | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8625000 | PA      | $8893668.75    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 6.0 945680 09-01-37                                                                    | CUSIP: 31413HCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        17681 | PA      | $18435.27      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCN UMBS 3.0 MA3131 09-01-27                                                                    | CUSIP: 31418CPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        46033 | PA      | $44483.10      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCN UMBS 3.0 MA2973 04-01-27                                                                    | CUSIP: 31418CJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         4957 | PA      | $4799.68       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 2.5 BO1359 08-01-34                                                                    | CUSIP: 3140JVQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1545731 | PA      | $1431492.05    | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K101                                       | FHMS K101 A2 (MF) 2.524% 10-25-29                                                                | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |        62000 | PA      | $54925.92      | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 CA0453 09-01-47                                                                    | CUSIP: 3140Q7QF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6560209 | PA      | $6263326.36    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                               | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                               | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     10325000 | PA      | $10526089.70   | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | DUKE ENERGY CORP SR UNSEC 5.0% 12-08-27                                                          | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1369680.13    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                                           | EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25                                                | CUSIP: 26867LAL4<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     16185000 | PA      | $15523794.20   | 0.02%             | 2025-03-19      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                               | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                                             | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      7236000 | PA      | $8121266.71    | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                                 | EMERA INC SUB (H) 6.75% 06-15-76/26                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      2350000 | PA      | $2265329.50    | 0.00%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                               | EXPORT-IMPORT BK INDIA REG S SR UNSEC 3.375% 08-05-26                                            | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |      7000000 | PA      | $6563795.00    | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 FM1913 09-01-49                                                                    | CUSIP: 3140X5DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1650215 | PA      | $1575042.68    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS ZA5889 11-01-48                                                                        | CUSIP: 31329PRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1764929 | PA      | $1684498.02    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 3.12% 09-01-27                                             | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      4780000 | PA      | $4409741.20    | 0.01%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 3.9% 10-01-27                                                                  | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $10179015.00   | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS QA4692 11-01-49                                                                        | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19797865 | PA      | $17650232.16   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 FM1963 11-01-49                                                                    | CUSIP: 3140X5FD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40489359 | PA      | $38744875.29   | 0.05%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                               | EXPORT-IMPORT BK INDIA REG S SR UNSEC 3.875% 02-01-28                                            | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |      3000000 | PA      | $2789670.00    | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     55990000 | PA      | $52043208.91   | 0.07%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD0234 01-01-50                                                                    | CUSIP: 3132DMHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29853441 | PA      | $26529529.03   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 G67711 03-01-48                                                                        | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24154862 | PA      | $23194489.25   | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 RA1580 10-01-49                                                                    | CUSIP: 3133KGXH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8271122 | PA      | $7751753.58    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 QA0284 06-01-49                                                                    | CUSIP: 31334WJ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3931434 | PA      | $3658257.91    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                        | ESSEX PORTFOLIO LP SR UNSEC 3.25% 05-01-23                                                       | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1066975.13    | 0.00%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                              | ECOPETROL SA SR UNSEC 5.875% 05-28-45                                                            | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2859000 | PA      | $1996819.95    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 932606 02-01-40                                                                        | CUSIP: 31412RDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       121386 | PA      | $122053.03     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BE5009 01-01-45                                                                    | CUSIP: 3140FQR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       707474 | PA      | $659990.92     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                             | ENEL CHILE SA SR UNSEC 4.875% 06-12-28                                                           | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      3045000 | PA      | $2972739.11    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | ENBRIDGE INC SR UNSEC 4.0% 10-01-23                                                              | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10100000 | PA      | $10021664.40   | 0.01%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BH3122 06-01-47                                                                    | CUSIP: 3140GRPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        69688 | PA      | $67052.98      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS AE1283 12-01-41                                                                        | CUSIP: 31419BM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       134060 | PA      | $134604.32     | 0.00%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP SR UNSEC 6.5% 07-15-48                                                 | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4508250.00    | 0.01%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                                 | EQM MIDSTREAM PARTNERS LP SR UNSEC 5.5% 07-15-28                                                 | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $7436409.90    | 0.01%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BK9761 08-01-48                                                                    | CUSIP: 3140HPZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       279488 | PA      | $275943.27     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AE1274 10-01-41                                                                    | CUSIP: 31419BMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       171415 | PA      | $173741.01     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                        | ENERGY TRANSFER LP SR UNSEC 4.5% 04-15-24                                                        | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $2934150.28    | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                          | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                                          | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10549000 | PA      | $9894023.14    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54701 03-01-48                                                                        | CUSIP: 3132XXGK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1154104 | PA      | $1072552.57    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q52069 11-01-47                                                                        | CUSIP: 3132XUJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1570153 | PA      | $1459044.68    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27                                                     | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     26671000 | PA      | $26795446.89   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 2.019% 08-16-24                                                        | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     24331000 | PA      | $23289633.20   | 0.03%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BJ8411 08-01-49                                                                    | CUSIP: 3140HAKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2292235 | PA      | $2132972.66    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AE1277 11-01-41                                                                    | CUSIP: 31419BM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       253438 | PA      | $256876.98     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BJ5015 12-01-47                                                                    | CUSIP: 3140H6SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2087640 | PA      | $2002372.00    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BJ4901 03-01-48                                                                    | CUSIP: 3140H6NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       872872 | PA      | $812241.54     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                         | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     17211000 | PA      | $15072498.83   | 0.02%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.625% 11-18-24                                                             | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     40151000 | PA      | $38264184.06   | 0.05%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BK9743 08-01-48                                                                    | CUSIP: 3140HPZH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       424000 | PA      | $406679.25     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AE1290 02-01-42                                                                    | CUSIP: 31419BNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       248523 | PA      | $251083.10     | 0.00%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                               | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     17754000 | PA      | $16251407.96   | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.2% 11-18-29                                                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     29707000 | PA      | $25922506.44   | 0.04%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BH2848 05-01-47                                                                    | CUSIP: 3140GREW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       137881 | PA      | $128512.00     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 CA2850 12-01-48                                                                    | CUSIP: 3140QAEY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2620902 | PA      | $2532089.92    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 3.55% 11-15-24                                                     | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     19734000 | PA      | $19064820.06   | 0.03%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 6.125% 02-01-25                                                                | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      5812000 | PA      | $5835131.76    | 0.01%             | 2025-02-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BE8742 05-01-47                                                                    | CUSIP: 3140FUWC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       335003 | PA      | $313226.79     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM1443 09-01-49                                                                    | CUSIP: 3140X4S98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6611781 | PA      | $6152394.39    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM1062 06-01-49                                                                    | CUSIP: 3140X4FC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8836476 | PA      | $8261937.29    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 931768 08-01-39                                                                    | CUSIP: 31412QFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        76929 | PA      | $77974.27      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS AT0300 03-01-43                                                                        | CUSIP: 3138WMKN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        66978 | PA      | $62682.44      | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BH2847 05-01-47                                                                    | CUSIP: 3140GREV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       105709 | PA      | $98364.58      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 7.25% 02-01-30                                                                 | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15582000.00   | 0.02%             | 2030-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                                    | ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      7054000 | PA      | $5772055.42    | 0.01%             | 2030-01-28      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 2.9% 03-15-51                                              | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     17647000 | PA      | $11370562.10   | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40                                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1808456.00    | 0.00%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AD3566 10-01-35                                                                    | CUSIP: 31418Q6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        86210 | PA      | $87044.33      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BH2846 05-01-47                                                                    | CUSIP: 3140GREU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       154624 | PA      | $144564.48     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                                     | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      6354000 | PA      | $6254674.27    | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                         | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     46070000 | PA      | $40357412.14   | 0.06%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q56591 06-01-48                                                                        | CUSIP: 3132Y0KD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       210922 | PA      | $195862.63     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 695412 06-01-33                                                                    | CUSIP: 31400RR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         7611 | PA      | $7763.13       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                          | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     20469000 | PA      | $15514335.27   | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                              | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     36619000 | PA      | $29213759.34   | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 3.0% 07-15-50                                                               | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      6651000 | PA      | $4204123.70    | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 1.25% 07-15-25                                                              | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      9870000 | PA      | $8933672.58    | 0.01%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 1.8% 07-15-27                                                               | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      3197000 | PA      | $2741312.41    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                                   | ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30                                       | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | CN        |     24093000 | PA      | $19555806.24   | 0.03%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 1.55% 03-15-28                                                              | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10115000 | PA      | $8377192.43    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                               | EQUINIX INC SR UNSEC 2.95% 09-15-51                                                              | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       400000 | PA      | $250855.20     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                         | ENTERGY TEXAS INC SR SEC 1ST LIEN 1.75% 03-15-31                                                 | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      3450000 | PA      | $2698365.75    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                  | EQT CORP SR UNSEC 5.0% 01-15-29                                                                  | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1107059.15    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                     | ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 1.6% 12-15-30                                              | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1310456.90    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                  | VISA INC SR UNSEC 2.0% 08-15-50                                                                  | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $3435885.20    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                | VMED O2 UK FINANCING I PLC 144A LIFE SR SEC 1ST LIEN 4.25% 01-31-31                              | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      5475000 | PA      | $4444440.75    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31                                               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     68302000 | PA      | $53152274.89   | 0.07%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.65% 11-20-40                                               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37696000 | PA      | $25583257.41   | 0.04%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                              | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     42449000 | PA      | $26796185.94   | 0.04%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                        | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      3530000 | PA      | $3150468.52    | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.625% 11-24-27                       | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     16375000 | PA      | $13736201.50   | 0.02%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50                                           | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     16091000 | PA      | $9606954.55    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       333000 | PA      | $274667.39     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13354000 | PA      | $10093727.73   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3494000 | PA      | $2505208.48    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 1.68% 10-30-30                                               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37196000 | PA      | $29079312.06   | 0.04%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                              | VERISIGN INC SR UNSEC 2.7% 06-15-31                                                              | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      9426000 | PA      | $7700287.92    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     11567000 | PA      | $8004502.80    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                                            | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14022000 | PA      | $11321320.73   | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                            | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     16412000 | PA      | $13305848.47   | 0.02%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                   | VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32                                  | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1628862.00    | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 03-01-52                                              | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $15265640.00   | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25                                                      | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      4312000 | PA      | $4193971.94    | 0.01%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28                                                       | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     27430000 | PA      | $26073257.34   | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30                                                       | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     27015000 | PA      | $25752508.01   | 0.04%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                      | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     66704000 | PA      | $61892974.00   | 0.09%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP SR UNSEC 5.625% 05-15-52                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     17370000 | PA      | $15390080.55   | 0.02%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2462000 | PA      | $1958146.78    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                                       | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.5% 01-15-28                                              | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6770000 | PA      | $6249874.44    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.651% 03-11-32/31                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     26591000 | PA      | $21347307.98   | 0.03%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28                                     | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     51318000 | PA      | $50903607.15   | 0.07%             | 2028-01-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                 | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32                                     | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     81070000 | PA      | $80269352.68   | 0.11%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.419% 04-15-33                                                       | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      6938000 | PA      | $5581523.87    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    119380000 | PA      | $95587685.38   | 0.13%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                              | BANCO DE CREDITO DEL PERU S.A. 144A LIFE SUB (H) 3.25% 09-30-31/26                               | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     11225000 | PA      | $9885285.03    | 0.01%             | 2031-09-30      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.3% 09-15-51                                          | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36427000 | PA      | $26695126.25   | 0.04%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 2.55% 04-01-31                                             | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     14011000 | PA      | $11605059.10   | 0.02%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                          | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     67711000 | PA      | $53107023.81   | 0.07%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.687% 04-22-32/31                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     56825000 | PA      | $45618257.63   | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 1.734% 07-22-27/26                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20900000 | PA      | $18336531.40   | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.0% 04-22-26                                                          | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     34533000 | PA      | $32340672.50   | 0.05%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.0% 10-23-26                                                          | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3301000 | PA      | $3055329.68    | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                               | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      8125000 | PA      | $5183035.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     53866000 | PA      | $45422827.70   | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                             | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                             | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      7090000 | PA      | $5921412.02    | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                             | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                           | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      1110000 | PA      | $840063.54     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     82875000 | PA      | $64021849.13   | 0.09%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.25% 08-12-26                                             | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |       600000 | PA      | $525435.60     | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.3% 03-01-48                                            | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1648004.00    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                           | WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29                                                 | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      6247000 | PA      | $5097858.10    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.95% 08-12-31                                             | CUSIP: 05565EBX2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2742820.50    | 0.00%             | 2031-08-12      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26                                                | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7800000 | PA      | $6672182.40    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.196% 06-17-27/26                                                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     38880000 | PA      | $36112249.44   | 0.05%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                  | WILLIS NORTH AMERICA INC SR UNSEC 3.875% 09-15-49                                                | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $3355654.30    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29                                      | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2146912.50    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 2.406% 10-30-25/24                                                     | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     54292000 | PA      | $51380102.87   | 0.07%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 2.879% 10-30-30/29                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     22424000 | PA      | $19094955.38   | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.3% 02-01-30                                            | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      6606000 | PA      | $5781406.05    | 0.01%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                          | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      8319000 | PA      | $6796556.45    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     57589000 | PA      | $41545913.97   | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.35% 02-01-25                                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      8964000 | PA      | $8496527.40    | 0.01%             | 2025-02-01      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                            | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.5% 02-01-50                                            | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     15036000 | PA      | $12413345.70   | 0.02%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11212000 | PA      | $8278066.26    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                 | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 2.029% 09-30-27/26                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      9200000 | PA      | $7780127.20    | 0.01%             | 2027-09-30      | Variable      | 2.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26                                                 | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     10656000 | PA      | $9198493.63    | 0.01%             | 2027-10-19      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                                 | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4647000 | PA      | $3651064.25    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                          | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 2.875% 06-15-52                                        | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1425000 | PA      | $956874.68     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                 | BAKER HUGHES HOLDINGS LLC SR UNSEC 2.061% 12-15-26                                               | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |      6787000 | PA      | $6092438.78    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SUB 4.625% 07-11-24                                                            | CUSIP: 05578QAC7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     20600000 | PA      | $20060156.40   | 0.03%             | 2024-07-11      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                            | BP CAPITAL MARKETS AMERICA INC SR UNSEC 2.721% 01-12-32                                          | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     17670000 | PA      | $14774964.87   | 0.02%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25                                                       | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     18000000 | PA      | $16766010.00   | 0.02%             | 2025-01-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     37022000 | PA      | $32611865.32   | 0.05%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14507000 | PA      | $11724542.89   | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.3% 03-15-27                                           | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      3291000 | PA      | $3043217.32    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 1.85% 08-01-31                            | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $1769411.25    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG ENERGY INC 144A LIFE SR UNSEC 3.875% 02-15-32                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2258925.00    | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                                      | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.15% 01-14-27                                            | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6539160.00    | 0.01%             | 2027-01-14      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                                      | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 1.875% 09-14-31                                           | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8074530.00    | 0.01%             | 2031-09-14      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC.                                                                      | NESTLE HOLDINGS INC 144A LIFE SR UNSEC 2.625% 09-14-51                                           | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6572730.00    | 0.01%             | 2051-09-14      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.125% 09-16-24                                | CUSIP: 65480CAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16200000 | PA      | $14771581.20   | 0.02%             | 2024-09-16      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                                 | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36749000 | PA      | $30723817.71   | 0.04%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.875% 03-15-32                                         | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      2032000 | PA      | $1766086.38    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                                           | BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 3.85% 03-15-52                                          | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      2253000 | PA      | $1807732.85    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                 | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22725000 | PA      | $17697752.78   | 0.02%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27                                     | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     16625000 | PA      | $14737397.50   | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                                 | NEWS CORP 144A LIFE SR UNSEC 5.125% 02-15-32                                                     | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      8175000 | PA      | $7451062.88    | 0.01%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | NEW YORK LIFE GLOBAL FUNDING 144A LIFE SR SEC 1ST LIEN 3.25% 04-07-27                            | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     22000000 | PA      | $20721712.00   | 0.03%             | 2027-04-07      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                      | WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25                                                  | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000000 | PA      | $9175340.00    | 0.01%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1423870.18    | 0.00%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                           | CUSIP: 05530QAP5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     19500000 | PA      | $18094401.00   | 0.03%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                                        | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $15130017.00   | 0.02%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                                 | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.5% 06-01-52                                           | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2576075.13    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                           | NORDEA BANK ABP 144A LIFE SR UNSEC 3.6% 06-06-25                                                 | CUSIP: 65558RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |      7360000 | PA      | $7109090.24    | 0.01%             | 2025-06-06      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                      | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     32721000 | PA      | $32634911.05   | 0.05%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                           | CHEVRON USA INC SR UNSEC 1.018% 08-12-27                                                         | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     16054000 | PA      | $13793115.18   | 0.02%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                              | NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53                                                    | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      7564000 | PA      | $6616820.79    | 0.01%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NISOURCE INC SR UNSEC 5.0% 06-15-52                                                              | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      1856000 | PA      | $1698097.09    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 1.5% 02-15-31                                                              | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $781016.00     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 1.75% 08-21-30                                                          | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5660000 | PA      | $4473511.18    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                       | NORTHERN TRUST CORP SUB 6.125% 11-02-32                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     26743000 | PA      | $28284546.75   | 0.04%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                               | NUTRIEN LTD SR UNSEC 5.9% 11-07-24                                                               | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      4503000 | PA      | $4562885.40    | 0.01%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                               | NUTRIEN LTD SR UNSEC 5.95% 11-07-25                                                              | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      1705000 | PA      | $1741551.79    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                            | OMEGA HEALTHCARE INVESTORS INC SR UNSEC 4.375% 08-01-23                                          | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       433000 | PA      | $430638.42     | 0.00%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                         | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                             | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $1972502.20    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.75% 04-15-25                                       | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4380000 | PA      | $4362637.68    | 0.01%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                 | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.2% 03-15-48                                                 | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $3270991.25    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                 | OLIN CORP SR UNSEC 5.625% 08-01-29                                                               | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2379437.50    | 0.00%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1149326.10    | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      4355000 | PA      | $4421278.75    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                 | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5111275.00    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                            | OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28                                                | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      6500000 | PA      | $5589025.00    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                                      | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                     | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $5204517.50    | 0.01%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                      | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                      | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     20125000 | PA      | $14999967.50   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                          | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                         | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3135000 | PA      | $2598065.42    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27                                             | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1229022.60    | 0.00%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                        | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                              | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      8750000 | PA      | $7843666.25    | 0.01%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                         | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9452000 | PA      | $8606055.45    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                         | WISCONSIN POWER AND LIGHT CO SR UNSEC 1.95% 09-16-31                                             | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     15450000 | PA      | $12160463.25   | 0.02%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                                     | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-28                            | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2945220.00    | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                        | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     14602000 | PA      | $12858462.79   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | BROADCOM INC 144A SR UNSEC 4.926% 05-15-37                                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     26818000 | PA      | $23491414.83   | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                               | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55665000 | PA      | $37710254.25   | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK INC SR UNSEC 5.85% 01-15-26                                                                | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4819000 | PA      | $4882215.64    | 0.01%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 1.3% 08-21-27                                                           | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8481860.00    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                                                 | COCA-COLA FEMSA SAB DE CV SR UNSEC 1.85% 09-01-32                                                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |      5500000 | PA      | $4150223.00    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                                      | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                    | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4306500.00    | 0.01%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28                                                      | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      9475000 | PA      | $8039291.15    | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                 | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                               | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      8855000 | PA      | $10012215.68   | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.75% 05-15-30                                    | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1702819.95    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | ELEVANCE HEALTH INC SR UNSEC 3.5% 08-15-24                                                       | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      9349000 | PA      | $9125063.40    | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     52025000 | PA      | $43965443.08   | 0.06%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                       | OTIS WORLDWIDE CORP SR UNSEC 2.056% 04-05-25                                                     | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     21882000 | PA      | $20491727.13   | 0.03%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 2.3% 03-25-28                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1269000 | PA      | $1101376.52    | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     71109000 | PA      | $65975427.96   | 0.09%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25                                                     | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9960000 | PA      | $9688988.40    | 0.01%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 2.875% 03-25-31                                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     26363000 | PA      | $21923048.99   | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7204000 | PA      | $5163978.48    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     79982000 | PA      | $68142104.58   | 0.10%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                                      | WASTE MANAGEMENT INC SR UNSEC 4.15% 04-15-32                                                     | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      8760000 | PA      | $8361262.32    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 0.55% 10-01-25                                    | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $7238192.40    | 0.01%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.15% 06-01-32                               | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       178000 | PA      | $168541.79     | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.55% 09-15-32                               | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     15932000 | PA      | $15648219.22   | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                               | ORACLE CORP SR UNSEC 5.8% 11-10-25                                                               | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5073000 | PA      | $5192210.43    | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 11-10-44                                          | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1009000 | PA      | $814518.28     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 06-15-25                                        | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5102000 | PA      | $4818354.31    | 0.01%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                       | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     57398000 | PA      | $52670069.34   | 0.07%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26                                                       | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      9922000 | PA      | $8965221.54    | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25                                                      | CUSIP: 71654QBV3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       240000 | PA      | $226743.12     | 0.00%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                                       | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                       | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      8568000 | PA      | $9371567.02    | 0.01%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                         | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 4.45% 03-15-24                                        | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2948820.00    | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS MXN SR UNSEC 7.47% 11-12-26                                                  | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |       700000 | PA      | $3064172.63    | 0.00%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 4.625% 09-21-23                                                     | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1138000 | PA      | $1122614.24    | 0.00%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                     | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     94952000 | PA      | $89890773.54   | 0.13%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 03-15-27                                        | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     31462000 | PA      | $28032610.54   | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                       | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                       | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     89478000 | PA      | $81810898.61   | 0.12%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | PRUDENTIAL FINANCIAL INC SR UNSEC 4.418% 03-27-48                                                | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $853979.00     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47                                                | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       850000 | PA      | $681010.65     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                               | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                        | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     56739000 | PA      | $50166240.76   | 0.07%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC BANK NATIONAL ASSOCIATION                                                             | PNC BANK NA SR UNSEC 3.5% 06-08-23                                                               | CUSIP: 69353RFL7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     17840000 | PA      | $17734726.16   | 0.02%             | 2023-06-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                        | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.7% 06-15-28                                      | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      1286000 | PA      | $1226333.46    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                                   | PRICOA GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 09-01-23                             | CUSIP: 741531FA0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     11825000 | PA      | $11695220.63   | 0.02%             | 2023-09-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.65% 09-01-28                                | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      2978000 | PA      | $2809043.17    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                          | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 3.5% 01-23-24                                          | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     11700000 | PA      | $11531403.00   | 0.02%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                                 | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      4155000 | PA      | $3540334.23    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                | PFIZER INC SR UNSEC 3.45% 03-15-29                                                               | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       991000 | PA      | $936671.40     | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                | PFIZER INC SR UNSEC 2.95% 03-15-24                                                               | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2102848.35    | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                                      | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                    | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1929400.00    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                                                      | PRIME SECURITY SERVICES BORROWER LLC 144A LIFE SR SEC 1ST LIEN 5.25% 04-15-24                    | CUSIP: 74166MAB2<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2460075.00    | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.875% 05-01-24                                         | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     11985000 | PA      | $11635924.89   | 0.02%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 3.375% 08-15-29                                         | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6052000 | PA      | $5462698.60    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29                                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      6374000 | PA      | $5796005.68    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                             | POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29                                              | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |      5000000 | PA      | $4627960.00    | 0.01%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49                                 | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $1779985.35    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                  | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                  | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10665000 | PA      | $8191669.19    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.45% 01-15-30                                | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      4830000 | PA      | $4154799.81    | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                   | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.15% 01-01-50                                | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $10568115.00   | 0.01%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                               | PEPSICO INC SR UNSEC 3.625% 03-19-50                                                             | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       933000 | PA      | $766981.98     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54700 03-01-48                                                                        | CUSIP: 3132XXGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       818223 | PA      | $762226.66     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q19133 06-01-43                                                                        | CUSIP: 3132JASX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       636549 | PA      | $596308.65     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BK5232 05-01-48                                                                    | CUSIP: 3140HJY62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1061840 | PA      | $1018468.11    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q56175 05-01-48                                                                        | CUSIP: 3132XY2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1001317 | PA      | $961502.49     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 4.571% 04-27-33/32                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     57079000 | PA      | $52371637.79   | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                                 | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16283756.00   | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AT7161 06-01-43                                                                    | CUSIP: 3138WU5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       839816 | PA      | $786058.64     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q55056 03-01-48                                                                        | CUSIP: 3132XXTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       740603 | PA      | $687886.52     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                                             | BALTIMORE GAS AND ELECTRIC CO SR UNSEC 4.55% 06-01-52                                            | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $2799789.30    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                  | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     23238000 | PA      | $18520407.14   | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 RA1463 10-01-49                                                                    | CUSIP: 3133KGTU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7960098 | PA      | $7460243.62    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54781 03-01-48                                                                        | CUSIP: 3132XXJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       713137 | PA      | $664330.59     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54699 03-01-48                                                                        | CUSIP: 3132XXGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       440650 | PA      | $412456.44     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54831 03-01-48                                                                        | CUSIP: 3132XXLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       349702 | PA      | $327327.64     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                  | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $2777791.25    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                   | BPCE SA 144A LIFE SR NON PREF 5.748% 07-19-33/32                                                 | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     28736000 | PA      | $27406212.86   | 0.04%             | 2033-07-19      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BK6840 06-01-48                                                                    | CUSIP: 3140HLS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1433096 | PA      | $1374557.21    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AC0794 10-01-39                                                                    | CUSIP: 31417J3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       152119 | PA      | $154186.60     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AX8521 12-01-44                                                                    | CUSIP: 3138YAPF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       360433 | PA      | $335717.85     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.5 QA2748 09-01-49                                                                    | CUSIP: 31339SBR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1042731 | PA      | $970278.66     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q28558 09-01-44                                                                        | CUSIP: 3132M9E75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2868921 | PA      | $2681675.49    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q55971 05-01-48                                                                        | CUSIP: 3132XYT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1057888 | PA      | $1015825.50    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AR1512 01-01-43                                                                    | CUSIP: 3138NXVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       519469 | PA      | $486738.89     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54709 03-01-48                                                                        | CUSIP: 3132XXGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1135636 | PA      | $1054917.58    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q56590 06-01-48                                                                        | CUSIP: 3132Y0KC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       554586 | PA      | $514932.87     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 AE1248 06-01-41                                                                    | CUSIP: 31419BL60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       249642 | PA      | $253030.66     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q56589 06-01-48                                                                        | CUSIP: 3132Y0KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       346406 | PA      | $322696.06     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA4151 09-01-49                                                                    | CUSIP: 3140QBTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11792211 | PA      | $11051730.47   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q15874 02-01-43                                                                        | CUSIP: 3132J66L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        44726 | PA      | $43012.28      | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BE5017 02-01-45                                                                    | CUSIP: 3140FQSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1278834 | PA      | $1191397.40    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q58378 09-01-48                                                                        | CUSIP: 3132Y2JY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1128157 | PA      | $1106098.27    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AY1829 12-01-44                                                                    | CUSIP: 3138YFA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       105457 | PA      | $98706.11      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 4.827% 07-22-26/25                                                 | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1330599.09    | 0.00%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                                 | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     96779000 | PA      | $94678895.70   | 0.13%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AT0412 03-01-43                                                                    | CUSIP: 3138WMN64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       237137 | PA      | $221849.48     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q51622 10-01-47                                                                        | CUSIP: 3132XTYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1179832 | PA      | $1095973.94    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q47615 04-01-47                                                                        | CUSIP: 3132WMN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1013839 | PA      | $941776.36     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AT3954 04-01-43                                                                    | CUSIP: 3138WRMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       110223 | PA      | $103275.53     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q56599 06-01-48                                                                        | CUSIP: 3132Y0KM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1535146 | PA      | $1474105.38    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q18236 05-01-43                                                                        | CUSIP: 3132J9S25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       811986 | PA      | $761670.58     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BE8740 05-01-47                                                                    | CUSIP: 3140FUWA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1155645 | PA      | $1073283.55    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54782 03-01-48                                                                        | CUSIP: 3132XXJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       690719 | PA      | $641337.06     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q57242 07-01-48                                                                        | CUSIP: 3132Y1BL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       398391 | PA      | $389948.58     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q58411 09-01-48                                                                        | CUSIP: 3132Y2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2867229 | PA      | $2833955.22    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q55970 05-01-48                                                                        | CUSIP: 3132XYT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       525379 | PA      | $505951.36     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q17696 04-01-43                                                                        | CUSIP: 3132J87J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       600315 | PA      | $563120.12     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AJ1873 10-01-41                                                                    | CUSIP: 3138ATCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       352060 | PA      | $338420.84     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q55060 04-01-48                                                                        | CUSIP: 3132XXTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       222486 | PA      | $206210.40     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 Q54698 03-01-48                                                                        | CUSIP: 3132XXGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       290436 | PA      | $272500.28     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 AL3829 06-01-43                                                                    | CUSIP: 3138ELHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2349540 | PA      | $2207125.40    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q58436 09-01-48                                                                        | CUSIP: 3132Y2LS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1546947 | PA      | $1525647.12    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                              | SCRT 17-3 HT 3.25% 07-25-56                                                                      | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1142716 | PA      | $1030175.37    | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                              | SCRT 17-3 MT 3.0% 07-25-56                                                                       | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5662408 | PA      | $4985229.43    | 0.01%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                                  | SCRT 18-1 HT 3.0% 05-25-57                                                                       | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      6059569 | PA      | $5325949.11    | 0.01%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K105                                 | FHMS K105 A2 (MF) 1.872% 03-25-53/01-25-30                                                       | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        23000 | PA      | $19396.96      | 0.00%             | 2053-03-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BN6708 06-01-49                                                                    | CUSIP: 3140JPN27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9134698 | PA      | $8467206.89    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 3.5 AY1948 01-01-30                                                                    | CUSIP: 3138YFEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       206212 | PA      | $201557.61     | 0.00%             | 2030-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 3.5 AZ0554 10-01-30                                                                    | CUSIP: 3138YRTL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       258569 | PA      | $252722.55     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD0187 01-01-50                                                                    | CUSIP: 3132DMF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13266521 | PA      | $11891472.82   | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM2664 03-01-50                                                                    | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28381042 | PA      | $26091146.25   | 0.04%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA5506 04-01-50                                                                    | CUSIP: 3140QDDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49936249 | PA      | $44522660.38   | 0.06%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS BP1948 04-01-50                                                                        | CUSIP: 3140K9EW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16162370 | PA      | $14320684.04   | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BP1954 04-01-50                                                                    | CUSIP: 3140K9E47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19900623 | PA      | $18340434.38   | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS QA1885 08-01-49                                                                        | CUSIP: 31334YCW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4933970 | PA      | $4569132.28    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA5338 03-01-50                                                                    | CUSIP: 3140QC4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12216300 | PA      | $10815970.26   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA2319 03-01-50                                                                    | CUSIP: 3133KHSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19341996 | PA      | $17133198.22   | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD7517 05-01-50                                                                    | CUSIP: 3132DVK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30869170 | PA      | $27693504.58   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS RA2596 05-01-50                                                                        | CUSIP: 3133KH3D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4029800 | PA      | $3462323.58    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.0 A87873 08-01-39                                                                        | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2254072 | PA      | $2277771.74    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 4.5 MA3539 12-01-38                                                                    | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        38833 | PA      | $38281.22      | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                                | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                      | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29350008 | PA      | $26030111.17   | 0.04%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.5 889982 11-01-38                                                                    | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        17544 | PA      | $18209.99      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD0185 12-01-49                                                                    | CUSIP: 3132DMF26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4786880 | PA      | $4253722.39    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA0854 12-01-47                                                                    | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13369744 | PA      | $12403017.60   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     52972000 | PA      | $50447619.34   | 0.07%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | BLOCK INC SR UNSEC 2.75% 06-01-26                                                                | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7156960.00    | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 FM2318 09-01-49                                                                    | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43692820 | PA      | $40462260.21   | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA8285 12-01-50                                                                    | CUSIP: 3140QGF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58360531 | PA      | $52350038.57   | 0.07%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA8969 02-01-51                                                                    | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5254204 | PA      | $4651646.34    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNMDI4 3.5 BF0299 08-01-58                                                                       | CUSIP: 3140FXKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25828134 | PA      | $23726989.41   | 0.03%             | 2058-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                 | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5025000 | PA      | $4015980.00    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | BARCLAYS PLC SR UNSEC 5.304% 08-09-26/25                                                         | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       725000 | PA      | $720300.55     | 0.00%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CA9391 03-01-51                                                                    | CUSIP: 3140QHNH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200217336 | PA      | $176748460.67  | 0.25%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA4658 02-01-51                                                                    | CUSIP: 3133KLE78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43866391 | PA      | $38866850.94   | 0.05%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | BARCLAYS PLC SR UNSEC 5.501% 08-09-28/27                                                         | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     29640000 | PA      | $28755305.28   | 0.04%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                                                   | BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32                                                 | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     16700000 | PA      | $15682068.20   | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCK 4.5 MA2821 10-01-46                                                                         | CUSIP: 31418CD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       317117 | PA      | $303897.56     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BD9236 10-01-46                                                                    | CUSIP: 3140FHHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       327601 | PA      | $304048.78     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BD9248 10-01-46                                                                    | CUSIP: 3140FHH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       229911 | PA      | $224878.91     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q43312 175K MAX 09-01-46                                                               | CUSIP: 3132WGVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       617963 | PA      | $608330.05     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q43461 175K MAX 10-01-46                                                               | CUSIP: 3132WGZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       269313 | PA      | $262479.23     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 06-96 OP PAC PO .0% 10-25-36                                                                 | CUSIP: 31396LDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       127667 | PA      | $109619.94     | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3149 AO PAC PO .0% 05-15-36                                                                  | CUSIP: 31396RDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       112518 | PA      | $96270.69      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3147 OD PAC PO .0% 04-15-36                                                                  | CUSIP: 31396NL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       265761 | PA      | $227828.94     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                   | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     18400000 | PA      | $18214730.40   | 0.03%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                        | BANCO SANTANDER SA SR NON PREF 5.294% 08-18-27                                                   | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      9800000 | PA      | $9584439.20    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3149 MO PAC PO .0% 05-15-36                                                                  | CUSIP: 31396RGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       133541 | PA      | $114450.77     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 01-25 ZA 6.5% 06-25-31                                                                       | CUSIP: 31359SU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       375159 | PA      | $380511.89     | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3257 PA PACS 5.5% 12-15-36                                                                   | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      2395209 | PA      | $2440584.11    | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 2122 QM 6.25% 02-15-29                                                                       | CUSIP: 3133TJD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       224029 | PA      | $226271.27     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q44689 12-01-46                                                                        | CUSIP: 3132WJF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       368752 | PA      | $361063.65     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 MA2833 12-01-46                                                                    | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        37953 | PA      | $34115.18      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3272 PA 6% 02-15-37                                                                          | CUSIP: 31397FAG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |         7555 | PA      | $7748.96       | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BC9077 12-01-46                                                                    | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16824512 | PA      | $15629046.32   | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K060                                       | FHMS K060 A2 (MF) 3.3% 10-25-26                                                                  | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       400000 | PA      | $382858.40     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 07-33 HE PAC 5.5% 04-25-37                                                                   | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |         2609 | PA      | $2633.29       | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 3.0 C91917 02-01-37                                                                         | CUSIP: 3128P8DW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       525409 | PA      | $488493.17     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 3.0 MA2897 02-01-37                                                                    | CUSIP: 31418CGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18026282 | PA      | $16742017.27   | 0.02%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 11-30-25                                                                 | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000000 | PA      | $572824448.00  | 0.81%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.125% 12-15-23                                                                 | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    147246500 | PA      | $141063148.28  | 0.20%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 0.75% 01-31-28                                                                  | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11450000 | PA      | $9741376.04    | 0.01%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 01-31-26                                                                 | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    517340000 | PA      | $460459398.21  | 0.65%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.125% 02-29-28                                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3047000 | PA      | $2638749.53    | 0.00%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 0.5% 02-28-26                                                                   | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1184000 | PA      | $1055551.98    | 0.00%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 03-31-26                                                                  | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |          500 | PA      | $448.36        | 0.00%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 04-15-24                                                                 | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    107853000 | PA      | $102062329.29  | 0.14%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.125% 04-30-23                                                                 | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15679000 | PA      | $15460615.05   | 0.02%             | 2023-04-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 04-30-26                                                                  | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    406691900 | PA      | $363717580.31  | 0.51%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                 | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     32600000 | PA      | $32360650.80   | 0.05%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                                        | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27                              | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     12375000 | PA      | $12488998.50   | 0.02%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.25% 04-30-28                                                                  | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $868007.80     | 0.00%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.25% 05-15-24                                                                  | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27844000 | PA      | $26210353.54   | 0.04%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.625% 05-15-31                                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    116450000 | PA      | $98026922.95   | 0.14%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.375% 05-15-51                                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22892600 | PA      | $16503806.45   | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.25% 05-31-28                                                                  | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20861400 | PA      | $18068838.76   | 0.03%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 05-31-26                                                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4435700 | PA      | $3957487.18    | 0.01%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                                        | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 6.2% 04-22-33                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      3520000 | PA      | $3559184.64    | 0.01%             | 2033-04-22      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | BANK OF AMERICA CORP SR UNSEC 6.204% 11-10-28/27                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     27370000 | PA      | $28307915.16   | 0.04%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.125% 05-31-23                                                                 | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14456200 | PA      | $14193337.13   | 0.02%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.25% 06-30-28                                                                  | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     42000000 | PA      | $36320986.80   | 0.05%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 3.0 MA2866 01-01-37                                                                    | CUSIP: 31418CFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10302202 | PA      | $9568273.16    | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 3.0 AS8554 12-01-36                                                                    | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       857800 | PA      | $796688.61     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                                    | BERKSHIRE HATHAWAY INC SR UNSEC 4.5% 02-11-43                                                    | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1409808.00    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                 | BALL CORP SR UNSEC 4.0% 11-15-23                                                                 | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5890494.00    | 0.01%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.625% 07-31-26                                                                 | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8050700 | PA      | $7113534.11    | 0.01%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.0% 07-31-28                                                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3500400 | PA      | $2976092.24    | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3286 JN PAC 5.5% 02-15-37                                                                    | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      1741551 | PA      | $1723023.93    | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 3.0 AS8355 11-01-36                                                                    | CUSIP: 3138WJH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8495645 | PA      | $7890423.53    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                         | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-25                        | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      1560000 | PA      | $1572043.20    | 0.00%             | 2025-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25                                                 | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3383877.00    | 0.00%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.0% 08-15-51                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210458800 | PA      | $138530927.30  | 0.20%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 08-15-24                                                                 | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11802000 | PA      | $11028947.76   | 0.02%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.25% 08-15-31                                                                  | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20972000 | PA      | $17027949.06   | 0.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 08-31-26                                                                  | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148628100 | PA      | $131629979.81  | 0.19%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHARM FRN 760014 08-01-45                                                                        | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1780206 | PA      | $1721227.62    | 0.00%             | 2045-08-01      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHR 3318 JT PAC 5.5% 05-15-37                                                                    | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       911021 | PA      | $915738.47     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.125% 08-31-28                                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4045000 | PA      | $3455390.28    | 0.00%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 09-15-24                                                                 | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5120000 | PA      | $4772439.04    | 0.01%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.625% 10-15-24                                                                 | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7484000 | PA      | $6990781.20    | 0.01%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 11-15-24                                                                  | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2992000 | PA      | $2793295.60    | 0.00%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.375% 11-15-31                                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2982000 | PA      | $2428742.98    | 0.00%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.875% 11-15-51                                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104285000 | PA      | $66410617.27   | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNIONP 6.0 913966 02-01-37                                                                       | CUSIP: 31411SMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         1702 | PA      | $1754.00       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNA 17-M3 A2 (MF) FRN 12-25-26                                                                   | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |         7576 | PA      | $6991.95       | 0.00%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.25% 11-30-26                                                                  | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000000 | PA      | $168685895.20  | 0.24%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.5% 11-30-23                                                                   | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    948180300 | PA      | $912253179.52  | 1.29%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.50% 11-30-28                                                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000000 | PA      | $121567054.00  | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.875% 01-31-24                                                                 | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31719000 | PA      | $30439087.60   | 0.04%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.375% 02-15-42                                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    261823000 | PA      | $200141847.46  | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 04-15-25                                                                 | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9500000 | PA      | $9143377.60    | 0.01%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-15-32                                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22665000 | PA      | $20897989.00   | 0.03%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.875% 05-15-52                                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113440000 | PA      | $91351916.10   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 4.0% 11-15-42                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35288100 | PA      | $34576113.18   | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                    | ASIAN DEV BK 2.5% 11-02-27                                                                       | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      3451000 | PA      | $3201886.11    | 0.00%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                    | ASIAN DEV BK 2.75% 01-19-28                                                                      | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |         3000 | PA      | $2810.89       | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                    | ASIAN DEV BK SR UNSEC 1.5% 10-18-24                                                              | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |     15979000 | PA      | $15129236.78   | 0.02%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                    | ASIAN DEV BK 4.125% 09-27-24                                                                     | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      7629000 | PA      | $7557745.14    | 0.01%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                    | ASIAN DEV BK 3.875% 09-28-32                                                                     | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |      1768000 | PA      | $1740569.48    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BH0876 04-01-47                                                                    | CUSIP: 3140GN6N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2497101 | PA      | $2454862.71    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FHMS K064 A2 (MF) FRN 03-25-27                                                                   | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      1000000 | PA      | $952154.00     | 0.00%             | 2027-03-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                                     | INTL BK RECON/DEV SR UNSEC 1.625% 01-15-25                                                       | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |         4000 | PA      | $3779.35       | 0.00%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                                     | INTL BK RECON/DEV SR UNSEC 0.75% 03-11-25                                                        | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |      4974000 | PA      | $4596100.35    | 0.01%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q47828 05-01-47                                                                        | CUSIP: 3132WMVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       255312 | PA      | $248688.92     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BD3554 07-01-47                                                                    | CUSIP: 3140FA5Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       911897 | PA      | $864787.96     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                                           | INTERAMER DEV BK 1.125% 07-20-28                                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |         1000 | PA      | $849.75        | 0.00%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | TALEN ENERGY CORP DIP TL (TSFR3M+475)(FLR 0.75) 9.00759% 11-13-23                                | CUSIP: 87422LAP5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      2910000 | PA      | $2939100.00    | 0.00%             | 2023-11-13      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-410T                        | JPMCC 21-410T A 144A 2.28704% 03-05-42/01-07-28                                                  | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1920000 | PA      | $1570723.20    | 0.00%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                                  | 3650R 22-PF2 A5 FRN 11-15-55/10-18-32                                                            | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2275000 | PA      | $2283030.75    | 0.00%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCK 4.5 MA3002 04-01-47                                                                         | CUSIP: 31418CKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       462038 | PA      | $439176.74     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGTW 4.0 C91948 07-01-37                                                                         | CUSIP: 3128P8EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3106206 | PA      | $2997140.55    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                           | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                                      | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       457221 | PA      | $417086.42     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                          | ARRW 21-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14163497 | PA      | $11191882.23   | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 G08793 12-01-47                                                                        | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3165164 | PA      | $3025827.30    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 MA3211 12-01-47                                                                    | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3581636 | PA      | $3428971.91    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                           | ARRW 22-1 A1A 144A 2.495% 12-25-56/02-25-26                                                      | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45003256 | PA      | $41412761.00   | 0.06%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2                                                    | AH4R 14-SFR2 A 144A 3.786% 10-17-36/10-18-24                                                     | CUSIP: 02665UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13253404 | PA      | $12794902.87   | 0.02%             | 2036-10-17      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                                        | AH4R 15-SFR2 A 144A 3.732% 10-17-52/25                                                           | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32859288 | PA      | $31092016.69   | 0.04%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT AH4R_15-SFR2                                                        | AH4R 15-SFR2 B 144A 4.295% 10-17-52/25                                                           | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8478000 | PA      | $8059788.74    | 0.01%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 CA0770 11-01-47                                                                    | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       179112 | PA      | $166432.29     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BJ3525 11-01-47                                                                    | CUSIP: 3140H44K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1066411 | PA      | $1046775.42    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1                                  | AMMST 20-MF1 A5 144A 2.7563% 05-15-53/02-15-30                                                   | CUSIP: 03881BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $853250.00     | 0.00%             | 2053-05-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_15-UBS7                                    | BACM 15-UBS7 A4 3.705% 09-15-48/09-17-25                                                         | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2612381.75    | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q52613 150K MAX 12-01-47                                                               | CUSIP: 3132XU3X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5203420 | PA      | $4996495.55    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BJ3558 12-01-47                                                                    | CUSIP: 3140H45U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1656805 | PA      | $1626554.82    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COMMERCIAL MORTGAGE TRUST BACM 17-BNK3                                    | BACM 17-BNK3 A4 3.574% 02-15-50/01-15-27                                                         | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       115000 | PA      | $107714.18     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK7                                                                         | BANK 17-BNK7 A5 3.435% 09-15-60/09-17-27                                                         | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3750000 | PA      | $3467403.75    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.5 Q52596 FICO 12-01-47                                                                   | CUSIP: 3132XU3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1624972 | PA      | $1596872.98    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_17-M12                                                                 | FNA 17-M12 A2 (MF) FRN 06-25-27                                                                  | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3456182 | PA      | $3243610.00    | 0.00%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK9                                                                         | BANK 17-BNK9 A4 3.538% 11-15-54/12-17-27                                                         | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       135000 | PA      | $125116.25     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN10                                                                              | BANK 2018-BN10 A4 3.428% 02-15-61                                                                | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       322229 | PA      | $297614.58     | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SUB 4.45% 09-29-27                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $382032.00     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                           | CMS ENERGY CORP SR UNSEC 3.0% 05-15-26                                                           | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      6667000 | PA      | $6212530.61    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                           | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                                         | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |      2510000 | PA      | $2341149.79    | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                                      | BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27                                                         | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3475000 | PA      | $3220004.50    | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNPPKL 7.5 914612 03-01-37                                                                       | CUSIP: 31411UDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        54013 | PA      | $54199.05      | 0.00%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCZ 7.0 256893 40YR 08-01-47                                                                    | CUSIP: 31371NKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        10047 | PA      | $10625.38      | 0.00%             | 2047-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 2.954% 05-16-26                                                            | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25490000 | PA      | $24207139.28   | 0.03%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                              | CALPINE CORP 144A LIFE SR SEC 1ST LIEN 5.25% 06-01-26                                            | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3398000 | PA      | $3242228.88    | 0.00%             | 2026-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                                      | BMARK 18-B3 A5 4.025% 04-10-51/02-11-28                                                          | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5890000 | PA      | $5602208.71    | 0.01%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN12                                                                              | BANK 18-BN12 A4 FRN 05-15-61/05-17-28                                                            | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11116000 | PA      | $10621771.52   | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BJ3581 12-01-47                                                                    | CUSIP: 3140H46T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       542465 | PA      | $529865.81     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 V81992 10-01-45                                                                        | CUSIP: 3132L7F95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       542847 | PA      | $518129.86     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.25% 08-15-46                                               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      7918000 | PA      | $5737390.72    | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP FUNDING GUERNSEY LTD                                                  | CREDIT SUISSE GROUP AG SR UNSEC 3.8% 06-09-23                                                    | CUSIP: 225433AT8<br>LEI: 549300PXR5FKNXF0OH19 | Long             | DBT              | CORP              | GG        |     44264000 | PA      | $43109550.62   | 0.06%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN12                                                                              | BANK 18-BN12 A3 3.99% 05-17-61/04-17-28                                                          | CUSIP: 06541KAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $472348.50     | 0.00%             | 2061-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B4                                                      | BMARK 18-B4 A5 FRN 07-15-51/06-16-28                                                             | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90000 | PA      | $85760.73      | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNARM FRN 924866 10-01-37                                                                        | CUSIP: 31412GQT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        16348 | PA      | $15974.86      | 0.00%             | 2037-10-01      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q53878 150K MAX 01-01-48                                                               | CUSIP: 3132XWJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5005066 | PA      | $4806054.47    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK_18-BN13                                                                              | BANK 18-BN13 A5 FRN 08-15-61/07-17-28                                                            | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $238179.25     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                                                      | BMARK 18-B7 A3 4.241% 05-15-53/10-17-28                                                          | CUSIP: 08162TBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $945873.00     | 0.00%             | 2053-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M15                                                               | FNA 17-M15 A2 (MF) FRN 09-25-27                                                                  | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3450744 | PA      | $3254424.29    | 0.00%             | 2027-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.5 BK0163 02-01-48                                                                    | CUSIP: 3140HDFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1347173 | PA      | $1319185.57    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                                                      | BMARK 18-B7 A4 FRN 05-15-53/10-17-28                                                             | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6954341 | PA      | $6739688.31    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BNK_18-B15                                                                                | BANK 18-B15 A3 4.138% 11-15-61/09-15-28                                                          | CUSIP: 06036FBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $475057.00     | 0.00%             | 2061-11-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AX0817 09-01-44                                                                    | CUSIP: 3138Y14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       195220 | PA      | $188309.02     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 G08805 03-01-48                                                                        | CUSIP: 3128MJ3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1127221 | PA      | $1074537.68    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNPPK0 7.0 924069 05-01-37                                                                       | CUSIP: 31412FT29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       101211 | PA      | $101009.02     | 0.00%             | 2037-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 3.5 G67709 03-01-48                                                                        | CUSIP: 3132XCR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25648806 | PA      | $23988763.91   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074                                       | FHMS K074 A2 (MF) 3.6% 01-25-28                                                                  | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       955000 | PA      | $919796.79     | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNPPKL 7.0 954927 07-01-37                                                                       | CUSIP: 31413TLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        98040 | PA      | $99043.98      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNPPKL 7.0 966170 07-01-37                                                                       | CUSIP: 31414G2B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        74607 | PA      | $74685.64      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076                                       | FHMS K076 A2 (MF) 3.9% 04-25-28                                                                  | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3965000 | PA      | $3867167.59    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNPPK0 954936 07-01-37                                                                           | CUSIP: 31413TLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        36998 | PA      | $37508.27      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 BC1352 03-01-46                                                                    | CUSIP: 3140EVQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1246051 | PA      | $1194683.71    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 256856 08-01-27                                                                    | CUSIP: 31371NH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        36698 | PA      | $37644.08      | 0.00%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 6.5 256886 09-01-27                                                                    | CUSIP: 31371NJ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24785 | PA      | $25424.22      | 0.00%             | 2027-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 5.5 G08248 02-01-38                                                                        | CUSIP: 3128MJH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        30073 | PA      | $31248.33      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078                                       | FHMS K078 A2 (MF) 3.854% 06-25-28                                                                | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4000000 | PA      | $3887644.00    | 0.01%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.5 BD2440 01-01-47                                                                    | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1822082 | PA      | $1692039.97    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079                          | FHMS K079 A2 (MF) 3.926% 06-25-28/06-26-28                                                       | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       172000 | PA      | $167617.10     | 0.00%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_4582                                                               | FHR 4582 GA 3.75% 03-15-52                                                                       | CUSIP: 3137BPHR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       358098 | PA      | $356733.44     | 0.00%             | 2052-03-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081                                        | FHLMC K081 A2 (MF) FRN 08-25-28                                                                  | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1700000 | PA      | $1652209.60    | 0.00%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083                                        | FHMS K083 A2 (MF) 4.05% 09-25-28                                                                 | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      3000000 | PA      | $2934270.00    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                  | WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27                                                 | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      8185000 | PA      | $7919151.20    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32                                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11720000 | PA      | $11163358.60   | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                          | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     52702000 | PA      | $51560685.49   | 0.07%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                         | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.95% 09-01-32                                             | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     10120000 | PA      | $9292629.28    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                               | WALMART INC SR UNSEC 4.15% 09-09-32                                                              | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      3836000 | PA      | $3749118.44    | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                               | WALMART INC SR UNSEC 4.5% 09-09-52                                                               | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      3210000 | PA      | $3073706.61    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC ENERGY GROUP INC SR UNSEC 5.15% 10-01-27                                                     | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     18800000 | PA      | $19035300.80   | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC /WESTFIELD UK & EUROPE FINANCE PLC                                        | WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24                                                | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2480000 | PA      | $2345457.52    | 0.00%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                                          | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      8718000 | PA      | $8199470.80    | 0.01%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                                           | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     23312000 | PA      | $19956843.71   | 0.03%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 3.5% 12-01-49                                                           | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     18894000 | PA      | $13869254.06   | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 3.4% 06-01-30                                                           | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      8601000 | PA      | $7693061.24    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                       | XEROX HOLDINGS CORP 144A LIFE SR UNSEC 5.5% 08-15-28                                             | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4811412.00    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 1.75% 03-15-27                                                          | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     21179000 | PA      | $18582751.11   | 0.03%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                          | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     40475000 | PA      | $32452409.78   | 0.05%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                           | XCEL ENERGY INC SR UNSEC 4.6% 06-01-32                                                           | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     30368000 | PA      | $29093485.41   | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                                  | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                               | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6000000 | PA      | $5030580.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                          | ZIPRECRUITER INC 144A LIFE SR UNSEC 5.0% 01-15-30                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     13375000 | PA      | $11044005.00   | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                                                | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                                | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     30450000 | PA      | $31663219.35   | 0.04%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                                           | AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30                                             | CUSIP: N/A<br>LEI: 254900P49KQFQ10AF282       | Long             | DBT              | CORP              | MY        |      4883000 | PA      | $3947466.03    | 0.01%             | 2030-08-19      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                                    | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 4.0% 08-11-41                | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      4100000 | PA      | $3384267.10    | 0.00%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                                    | AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61              | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      3180000 | PA      | $2613505.26    | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                                  | CADES USD 144A LIFE SR UNSEC 1.125% 11-29-24                                                     | CUSIP: 12802D2G0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |     10000000 | PA      | $9348160.00    | 0.01%             | 2024-11-29      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                                      | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                              | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     30765000 | PA      | $27345439.49   | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                         | CPPIB CAPITAL 144A LIFE SR UNSEC 0.5% 09-16-24                                                   | CUSIP: 22411VAR9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |      3887000 | PA      | $3616555.76    | 0.01%             | 2024-09-16      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                         | CPPIB CAPITAL 144A SR UNSEC FRN (SOFR+125) 03-11-26                                              | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |      6621000 | PA      | $6786300.55    | 0.01%             | 2026-03-11      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                                      | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 3.875% 07-26-33                              | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      7530000 | PA      | $5728831.53    | 0.01%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                         | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                                                 | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |      8156000 | PA      | $7145160.04    | 0.01%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                             | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                                  | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |      8230000 | PA      | $7258201.60    | 0.01%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                             | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31                                      | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |      3068000 | PA      | $2460293.63    | 0.00%             | 2031-10-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                             | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 02-18-25                                      | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |      6928000 | PA      | $6534108.56    | 0.01%             | 2025-02-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                            | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.25% 03-15-26                                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     14337000 | PA      | $12587298.18   | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                              | COCA-COLA CO/THE SR UNSEC 1.375% 03-15-31                                                        | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3424000 | PA      | $2678735.58    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                              | COCA-COLA CO/THE SR UNSEC 2.5% 03-15-51                                                          | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1634000 | PA      | $1065065.71    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 1.375% 09-15-30                                                  | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3114204.00    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     23055000 | PA      | $18951302.22   | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                                   | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                 | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1090485.60    | 0.00%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                                      | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      7200000 | PA      | $6009408.00    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                      | CHENIERE CORPUS CHRISTI HOLDINGS LLC SR SEC 1ST LIEN 3.7% 11-15-29                               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      3388000 | PA      | $3070063.30    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32                               | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     25960000 | PA      | $19183401.60   | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      1608000 | PA      | $1481979.43    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 2.5% 05-15-51                                                                  | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      5905000 | PA      | $3613328.55    | 0.01%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40                                                     | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     17500000 | PA      | $13349682.50   | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                                     | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1332000 | PA      | $1202601.53    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25                                                     | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1609000 | PA      | $1516854.18    | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     15767000 | PA      | $13308987.77   | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                       | CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50                                                     | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2152848.00    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 1.875% 02-28-31                                                         | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     13185000 | PA      | $10373997.56   | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                                   | CHARLES SCHWAB CORP SR UNSEC 1.65% 03-11-31                                                      | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $2459646.00    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     12327000 | PA      | $10793644.47   | 0.02%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                     | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     42533000 | PA      | $34076716.54   | 0.05%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS 144A LIFE SR SEC 1ST LIEN 4.75% 02-15-31                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1455790.00    | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                    | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1148205.30    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                                    | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.5% 02-01-26                                          | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1357616.38    | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                          | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      4175000 | PA      | $3711345.38    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                          | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2498531.70    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                              | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     74200000 | PA      | $58202331.60   | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $1831442.80    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                                | CIGNA CORP SR UNSEC 2.375% 03-15-31                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3806000 | PA      | $3124174.13    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                            | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 2.688% 03-11-31                                     | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     17450000 | PA      | $13484504.95   | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                            | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                           | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     10361000 | PA      | $7777090.93    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                              | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 3.75% 03-15-29                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      4335000 | PA      | $3840138.08    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 2.561% 05-01-32/31                                                        | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6406000 | PA      | $5072584.69    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                                         | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                             | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      2490000 | PA      | $2002582.50    | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                     | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     47111000 | PA      | $32645190.56   | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                          | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2225000 | PA      | $1775383.13    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CENTERPOINT ENERGY INC SR UNSEC 2.65% 06-01-31                                                   | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     15737000 | PA      | $13033052.92   | 0.02%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                                 | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 2.05% 07-01-31                                    | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     12036000 | PA      | $9695744.23    | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                             | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     86515000 | PA      | $73189094.55   | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                       | CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      8875000 | PA      | $8038904.00    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                 | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      5951000 | PA      | $4742340.00    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $817360.00     | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                            | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     14110000 | PA      | $11114799.75   | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 2.65% 08-15-52                                               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     21154000 | PA      | $13412334.08   | 0.02%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                            | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.0% 01-15-29                                            | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      6408000 | PA      | $4926688.27    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21825000 | PA      | $16150500.00   | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD                                           | CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31                      | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |      6203000 | PA      | $4850317.99    | 0.01%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                             | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.5% 04-01-30                                   | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $8699515.00    | 0.01%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL           | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.25% 01-15-29                              | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7734000 | PA      | $6239118.34    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES LP                                                            | CORPORATE OFFICE PROPERTIES LP SR UNSEC 2.9% 12-01-33                                            | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      3302000 | PA      | $2351476.37    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                                 | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     12140000 | PA      | $9009494.62    | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 2.85% 12-15-51                                                   | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2157000 | PA      | $1435589.19    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 3.05% 12-15-61                                                   | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3758000 | PA      | $2454067.95    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.45% 12-02-31                                              | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     41177000 | PA      | $34213969.30   | 0.05%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     12512000 | PA      | $11167147.68   | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25869000 | PA      | $19612375.40   | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                               | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     44958000 | PA      | $30434003.39   | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                                  | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       275000 | PA      | $249272.38     | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                | CAPITAL ONE FINANCIAL CORP SR UNSEC 1.343% 12-06-24/23                                           | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     26900000 | PA      | $25762372.10   | 0.04%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $6501960.00    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5991000 | PA      | $4850211.75    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 2.014% 01-25-26/25                                                        | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12852000 | PA      | $11920615.56   | 0.02%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     46305000 | PA      | $41811562.80   | 0.06%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                         | CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52                                                         | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     12508000 | PA      | $9898756.15    | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 3.6% 03-01-52                            | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10642000 | PA      | $8230661.15    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                            | COMMONWEALTH BANK OF AUSTRALIA 144A LIFE SUB 3.784% 03-14-32                                     | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      7234000 | PA      | $5981447.37    | 0.01%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL           | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33                               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16230000 | PA      | $13933357.62   | 0.02%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL           | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                              | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7840000 | PA      | $6084435.84    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 3.785% 03-17-33/32                                                        | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     17879000 | PA      | $15339770.78   | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                                     | CONSTELLATION OIL SERVICES HOLDING SA SR SEC 1ST LIEN PIK 3.0% 12-31-26                          | CUSIP: 21038MAM5<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |      1415669 | PA      | $837899.09     | 0.00%             | 2026-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 3.6% 04-07-32                                        | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      8369000 | PA      | $7398873.89    | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.65% 04-05-27                                            | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     30338000 | PA      | $28326438.91   | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.5% 04-04-25                                             | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10376000 | PA      | $9956041.78    | 0.01%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                                            | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     37736000 | PA      | $34448251.00   | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.9% 04-05-32                                             | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     38591000 | PA      | $33810192.56   | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.4% 04-05-52                                             | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      7813000 | PA      | $6230656.55    | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | COREBRIDGE FINANCIAL INC 144A SR UNSEC 4.35% 04-05-42                                            | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      2317000 | PA      | $1910436.01    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                 | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     19010000 | PA      | $18348490.02   | 0.03%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QC0416 04-01-51                                                                    | CUSIP: 3133AJN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4999503 | PA      | $4245083.25    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNW 98-W5 B3 144A 6.5% 07-25-28                                                                  | CUSIP: 31359UWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |       254350 | PA      | $133135.15     | 0.00%             | 2028-07-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 FS0502 01-01-52                                                                    | CUSIP: 3140XFRY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        99990 | PA      | $84940.57      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE0812 04-01-52                                                                    | CUSIP: 3133B93V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2978659 | PA      | $2529289.24    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE1585 04-01-52                                                                    | CUSIP: 3133BAXN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1296954 | PA      | $1100884.18    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV8156 04-01-52                                                                    | CUSIP: 3140MNB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       901876 | PA      | $765391.85     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BW0002 07-01-52                                                                    | CUSIP: 3140MRAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        43326 | PA      | $36759.04      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BV9932 06-01-52                                                                    | CUSIP: 3140MQBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       566740 | PA      | $481543.85     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 2.5 QE1863 05-01-52                                                                    | CUSIP: 3133BBB81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       750033 | PA      | $636529.51     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 01-4 GA WAC FRN 04-17-25                                                                     | CUSIP: 31359SGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |           40 | PA      | $41.49         | 0.00%             | 2025-04-17      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 2001-4 NA WAC FRN 10-25-25                                                                   | CUSIP: 31359SGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |          473 | PA      | $479.11        | 0.00%             | 2025-10-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNR 01-50 BA 7.0% 10-25-2041                                                                     | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       142298 | PA      | $146274.48     | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNGT 01-T10 A1 7.0% 12-25-41                                                                     | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       864261 | PA      | $884286.01     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AL2745 03-01-42                                                                    | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2881474 | PA      | $2779233.72    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AB4050 12-01-41                                                                    | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       694654 | PA      | $670000.02     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 890407 02-01-42                                                                    | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       955195 | PA      | $921304.76     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AE8073 12-01-40                                                                    | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       356184 | PA      | $343555.20     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AJ4189 12-01-41                                                                    | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       410450 | PA      | $395881.46     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AJ4154 11-01-41                                                                    | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       362064 | PA      | $349213.62     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AJ0257 09-01-41                                                                    | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       129564 | PA      | $124548.05     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCI UMBS 4.5 AL0658 08-01-41                                                                    | CUSIP: 3138EGWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       611457 | PA      | $606728.68     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AK6740 03-01-42                                                                    | CUSIP: 3138EBP25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3615529 | PA      | $3493685.86    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 4.0 AV0786 11-01-43                                                                    | CUSIP: 3138XB2U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3113274 | PA      | $2993172.82    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                                    | FGLMC 4.0 Q22946 150K MAX 11-01-43                                                               | CUSIP: 3132JQHX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4493682 | PA      | $4325110.18    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 AT5898 06-01-43                                                                    | CUSIP: 3138WTRU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16281784 | PA      | $14831548.85   | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNW 02-W1 2A FRN 02-25-42                                                                        | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |       680881 | PA      | $665349.38     | 0.00%             | 2042-02-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_14-GC24                                                 | GSMS 14-GC24 A5 3.931% 09-10-47/08-12-24                                                         | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2416427.50    | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12                                                | GSMS 13-GC12 B FRN 06-10-46/05-12-23                                                             | CUSIP: 36197XAQ7<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1478349.00    | 0.00%             | 2046-06-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_15-GS1                                                  | GSMS 15-GS1 A2 3.47% 11-10-48/10-10-25                                                           | CUSIP: 36252AAB2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2842905.00    | 0.00%             | 2048-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GCJ12                                                | GSMS 13-GC12 A4 3.135% 06-10-46/23                                                               | CUSIP: 36197XAK0<br>LEI: 549300SSCQUZ3RRV2T53 | Long             | ABS-CBDO         | CORP              | US        |      1250000 | PA      | $1239431.25    | 0.00%             | 2046-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS4                                                  | GSMS 16-GS4 A3 3.178% 11-10-49/09-14-26                                                          | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2372196 | PA      | $2188860.86    | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS4                                                  | GSMS 16-GS4 A4 FRN 11-10-49/11-13-26                                                             | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2654000 | PA      | $2471078.36    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.0 BC1530 08-20-47                                                                         | CUSIP: 3617B4VX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4476942 | PA      | $4013439.59    | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.0 BC1565 08-20-47                                                                         | CUSIP: 3617B4W29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1331818 | PA      | $1193929.12    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                                  | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                           | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $923062.00     | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                                  | GSMS 17-GS7 A3 3.167% 08-10-50/05-12-27                                                          | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       855000 | PA      | $782151.44     | 0.00%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA5652 12-20-48                                                                         | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2231472 | PA      | $2167553.88    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION II GSMS_13-GC10                                        | GSMS 13-GC10 B 144A 3.682% 02-10-46                                                              | CUSIP: 36192CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1815397 | PA      | $1811876.61    | 0.00%             | 2046-02-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 MA5594 11-20-48                                                                         | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2506624 | PA      | $2333461.60    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2JM 5.0 MA5755 02-20-49                                                                         | CUSIP: 36179UMC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       213628 | PA      | $209712.01     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2JM 4.5 MA5754 02-20-49                                                                         | CUSIP: 36179UMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        33355 | PA      | $32088.47      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA5818 03-20-49                                                                         | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1991467 | PA      | $1956407.05    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 004636 02-20-40                                                                         | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       851582 | PA      | $850715.00     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                                 | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                         | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       255000 | PA      | $237881.85     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 MA5263 06-20-48                                                                         | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2025464 | PA      | $1888877.17    | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 MA5527 10-20-48                                                                         | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1574249 | PA      | $1468355.92    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 3.5 MA5019 02-20-48                                                                         | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       252068 | PA      | $235329.41     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF MA5332 07-20-48                                                                             | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39619 | PA      | $39606.59      | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.5 MA6041 07-20-49                                                                         | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       320116 | PA      | $313877.36     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                                      | TURKEY REP OF 4.875% 10-09-26                                                                    | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2380000 | PA      | $2138772.72    | 0.00%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL SF 4.3% 04-29-53                                                                   | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      3242000 | PA      | $2353873.55    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                                 | PHILIPPINES REP OF 3.7% 03-01-41                                                                 | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     19000000 | PA      | $15590640.00   | 0.02%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                           | PANAMA GLOBAL 3.875% 03-17-28                                                                    | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     10000000 | PA      | $9440280.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA 144A LIFE 3.25% 10-26-26                                                 | CUSIP: 80413TAB5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      4170000 | PA      | $3989476.53    | 0.01%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA REG S 4.5% 10-26-46                                                      | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      8000000 | PA      | $7120000.00    | 0.01%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA 144A LIFE 3.625% 03-04-28                                                | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3110000 | PA      | $2975100.64    | 0.00%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                          | STATE OF QATAR 144A LIFE 3.875% 04-23-23                                                         | CUSIP: 74727PAW1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     10830000 | PA      | $10785640.32   | 0.02%             | 2023-04-23      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA 144A LIFE 2.25% 02-02-33                                                 | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     25000000 | PA      | $20356100.00   | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA 144A LIFE 3.45% 02-02-61                                                 | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     23000000 | PA      | $16536034.00   | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIA (KINGDOM OF)                                                                 | KINGDOM OF SAUDI ARABIA 144A LIFE 5.5% 10-25-32                                                  | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     19625000 | PA      | $20783051.63   | 0.03%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.625% 04-15-23                                                              | CUSIP: 9128284H0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    777722436 | PA      | $770196027.56  | 1.09%             | 2023-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 12-31-25                                                                 | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       821800 | PA      | $786030.74     | 0.00%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 01-31-26                                                                 | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9585400 | PA      | $9162614.85    | 0.01%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 3.0% 02-15-49                                                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55766000 | PA      | $46190804.93   | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.375% 02-29-24                                                                 | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67233000 | PA      | $65494657.17   | 0.09%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.5% 04-15-24                                                                | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    314911891 | PA      | $306446933.35  | 0.43%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 10-15-24                                                                  | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    484224857 | PA      | $466652648.21  | 0.66%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.375% 11-15-49                                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95543900 | PA      | $69572841.81   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 01-15-30                                                                  | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65591723 | PA      | $58935202.13   | 0.08%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.0% 02-15-50                                                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31100000 | PA      | $20660787.40   | 0.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.5% 02-15-30                                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7398500 | PA      | $6305367.19    | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 04-15-25                                                                  | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     14588031 | PA      | $13902507.31   | 0.02%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 0.625% 05-15-30                                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3638000 | PA      | $2880213.70    | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.25% 05-15-50                                                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000000 | PA      | $137938170.00  | 0.19%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.125% 05-15-23                                                                 | CUSIP: 912828ZP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000000 | PA      | $39344252.00   | 0.06%             | 2023-05-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.125% 05-15-40                                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    234575700 | PA      | $147201811.19  | 0.21%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.25% 05-31-25                                                                  | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $907712.10     | 0.00%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.5% 05-31-27                                                                   | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000000 | PA      | $13721528.00   | 0.02%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L FRN 0.625% 01-15-24                                                              | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1931627580 | PA      | $1891790492.96 | 2.67%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.125% 08-15-40                                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40495000 | PA      | $25247012.70   | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 10-15-25                                                                  | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48235740 | PA      | $45844680.00   | 0.06%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.25% 11-15-23                                                                  | CUSIP: 91282CAW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000000 | PA      | $230869344.00  | 0.33%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.625% 11-15-50                                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265850000 | PA      | $159225248.07  | 0.22%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.375% 11-15-40                                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190094100 | PA      | $123837428.76  | 0.17%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.65% 02-10-25                                        | CUSIP: 44891ABF3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     28554000 | PA      | $26876338.28   | 0.04%             | 2025-02-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 02-10-23                                       | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     21815000 | PA      | $21766767.04   | 0.03%             | 2023-02-10      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 01-15-31                                                                  | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    456861743 | PA      | $405321969.00  | 0.57%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.875% 02-15-51                                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46905500 | PA      | $29973547.92   | 0.04%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 3.5% 09-01-30                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5225000 | PA      | $4518715.85    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30                                                        | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3150000 | PA      | $3011661.45    | 0.00%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.875% 02-15-41                                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155838900 | PA      | $110387066.68  | 0.16%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 12-15-51                                                                  | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1702448 | PA      | $1098145.93    | 0.00%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 2.7% 04-15-30                                                            | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $21857475.00   | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 3.35% 04-15-50                                                           | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       110000 | PA      | $81283.51      | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.25% 03-15-24                                                                  | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $189719.66     | 0.00%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 04-15-26                                                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338055820 | PA      | $317772589.65  | 0.45%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE WI 0.875% 06-30-26                                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8802100 | PA      | $7871329.86    | 0.01%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.75% 08-15-41                                                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     62098000 | PA      | $42606946.78   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.75% 04-06-23                                        | CUSIP: 44891ABJ5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10007280.00   | 0.01%             | 2023-04-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.875% 04-07-25                                       | CUSIP: 44891ABK2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10047580.00   | 0.01%             | 2025-04-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.875% 09-30-26                                                                 | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6903200 | PA      | $6131966.21    | 0.01%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.25% 09-30-23                                                                  | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8377000 | PA      | $8104093.26    | 0.01%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 1.95% 06-01-30                                              | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $16549740.00   | 0.02%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 1.35% 06-01-25                                              | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       165000 | PA      | $152680.61     | 0.00%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 10-15-26                                                                  | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     54951303 | PA      | $51536170.94   | 0.07%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.375% 10-31-23                                                                 | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183175700 | PA      | $176664371.71  | 0.25%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.125% 10-31-26                                                                 | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9046000 | PA      | $8090878.09    | 0.01%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.0% 11-15-41                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4650800 | PA      | $3330181.16    | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                    | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                               | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      1988000 | PA      | $1902257.56    | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                            | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      7525000 | PA      | $6791312.50    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.0% 12-15-24                                                                   | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6466000 | PA      | $6051975.55    | 0.01%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 0.75% 12-31-23                                                                  | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000000 | PA      | $19235166.00   | 0.03%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.357% 08-18-31/30                                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      8369000 | PA      | $6412603.98    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.25% 09-18-23                                        | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     18902000 | PA      | $18324468.29   | 0.03%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.125% 01-15-25                                                                 | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37895000 | PA      | $35471815.59   | 0.05%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 1.75% 01-31-29                                                                  | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    231705000 | PA      | $203613943.11  | 0.29%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY BOND 2.25% 02-15-52                                                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271961800 | PA      | $190122674.40  | 0.27%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.875% 02-15-32                                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000000 | PA      | $21203330.00   | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                         | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     56387000 | PA      | $50771531.44   | 0.07%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                       | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     14154000 | PA      | $12131464.17   | 0.02%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 02-15-25                                                                   | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46560400 | PA      | $43834069.75   | 0.06%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 1.5% 02-29-24                                                                   | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72151800 | PA      | $69565150.75   | 0.10%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     13960000 | PA      | $11708112.40   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 1.589% 05-24-27/26                                                    | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2132000 | PA      | $1840698.44    | 0.00%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 1.375% 03-15-31                                                          | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     26220000 | PA      | $20375981.52   | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | HOME DEPOT INC SR UNSEC 2.375% 03-15-51                                                          | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     14847000 | PA      | $8922735.21    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 02-15-52                                                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3116245 | PA      | $2013264.36    | 0.00%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.25% 03-31-24                                                                  | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000000 | PA      | $291092610.00  | 0.41%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                         | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $14885608.00   | 0.02%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 01-10-28                                         | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     15718000 | PA      | $12915370.57   | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.375% 03-31-29                                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000000 | PA      | $3640981.20    | 0.01%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY I/L 0.125% 04-15-27                                                                  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305405997 | PA      | $284564275.25  | 0.40%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1894463.00    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                            | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      1925000 | PA      | $1614969.13    | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                                    | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                            | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      6265000 | PA      | $5077870.21    | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 3.625% 02-15-32                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     11040000 | PA      | $8860483.20    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 04-30-27                                                                  | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76100000 | PA      | $72152053.76   | 0.10%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.875% 04-30-29                                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    309760000 | PA      | $290201784.58  | 0.41%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                              | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                   | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |      6570000 | PA      | $5713633.35    | 0.01%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.8% 04-03-23                                         | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4151469.00    | 0.01%             | 2023-04-03      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.625% 05-31-27                                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7902400 | PA      | $7449888.82    | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.875% 06-15-25                                                                 | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25572100 | PA      | $24716324.56   | 0.03%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.25% 06-30-27                                                                  | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124051500 | PA      | $119982945.74  | 0.17%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.0% 07-15-25                                                                   | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31986000 | PA      | $30986734.97   | 0.04%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                    | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     40000000 | PA      | $31039560.00   | 0.04%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28                                         | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     49163000 | PA      | $40129397.08   | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 3.0% 07-31-24                                                                   | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78000000 | PA      | $76083625.80   | 0.11%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | US TREASURY NOTE 2.75% 07-31-27                                                                  | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    224000000 | PA      | $211988134.40  | 0.30%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 0.875% 06-14-24                                       | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $15865352.00   | 0.02%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                         | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     39691000 | PA      | $34434998.71   | 0.05%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC SR UNSEC 2.375% 07-15-31                                                                 | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3310000 | PA      | $2584606.88    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                    | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3246000 | PA      | $2625708.88    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                         | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     14290000 | PA      | $11753925.12   | 0.02%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.0% 09-17-24                                         | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     15600000 | PA      | $14422870.80   | 0.02%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                        | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     38800000 | PA      | $34150479.60   | 0.05%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 2.251% 11-22-27/26                                                    | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     11240000 | PA      | $9749058.96    | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                              | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 2.125% 04-24-25                                  | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |      5225000 | PA      | $4782181.25    | 0.01%             | 2025-04-24      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 3.125% 03-15-27                                                            | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4775000 | PA      | $4348306.00    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 3.375% 03-15-29                                                            | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      9641000 | PA      | $8489170.45    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 3.625% 03-15-32                                                            | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     31278000 | PA      | $26549517.07   | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA INC 144A SR UNSEC 4.625% 03-15-52                                                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2479000 | PA      | $1940826.45    | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                                | HUMANA INC SR UNSEC 3.7% 03-23-29                                                                | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15704000 | PA      | $14410288.78   | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                            | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1443524.62    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27                                                    | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     22033000 | PA      | $20859808.85   | 0.03%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC HOLDINGS PLC SUB 8.113% 11-03-33/32                                                         | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $11141445.00   | 0.02%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 4.95% 02-15-28                                              | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3044400.00    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 02-15-33                                               | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5620114.50    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                  | SERVICE PROPERTIES TRUST SR UNSEC 4.5% 03-15-25                                                  | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      6875000 | PA      | $5940873.13    | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                 | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     24105000 | PA      | $23191275.87   | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                           | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     10275000 | PA      | $9175390.05    | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27                                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1478574.15    | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 03-15-28                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     12959000 | PA      | $11942884.81   | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                           | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      4974000 | PA      | $4391246.16    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.375% 01-12-23                                           | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     42466000 | PA      | $42445488.92   | 0.06%             | 2023-01-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                                  | ISRAEL ELECTRIC CORP LTD 144A LIFE/REG S SR SEC 1ST LIEN 4.25% 08-14-28                          | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     25000000 | PA      | $23671875.00   | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                         | ITC HOLDINGS CORP SR UNSEC 3.35% 11-15-27                                                        | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     18634000 | PA      | $17187759.36   | 0.02%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                         | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-27                       | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3479455.00    | 0.00%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 6.757% 11-15-48                         | CUSIP: 74445PAD4<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |       655000 | PA      | $616337.32     | 0.00%             | 2048-11-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 6.53% 11-15-28                              | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |      8528000 | PA      | $8640816.91    | 0.01%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 6.53% 11-15-28                          | CUSIP: 74445PAC6<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1867000 | PA      | $1891698.54    | 0.00%             | 2028-11-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                                     | INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A LIFE SR UNSEC 5.71% 11-15-23                          | CUSIP: 74445PAB8<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2050000 | PA      | $2055729.75    | 0.00%             | 2023-11-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                  | IHEARTCOMMUNICATIONS INC SR SEC 1ST LIEN 6.375% 05-01-26                                         | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      8475000 | PA      | $7810390.50    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                             | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      8367000 | PA      | $7311753.96    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24                                            | CUSIP: 46115HBJ5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      8260000 | PA      | $7839722.94    | 0.01%             | 2024-09-23      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 4.0% 09-23-29                                             | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $2572761.00    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                                      | ICAHN ENTERPRISES LP SR UNSEC 6.25% 05-15-26                                                     | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5008593.20    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                                      | ICAHN ENTERPRISES LP SR UNSEC 4.75% 09-15-24                                                     | CUSIP: 451102BW6<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2402615.00    | 0.00%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                       | INTESA SANPAOLO SPA 144A LIFE SUB 5.017% 06-26-24                                                | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    125758000 | PA      | $120962721.70  | 0.17%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 06-15-50                                             | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     13647000 | PA      | $9251233.07    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 2.1% 06-15-30                                             | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $16343910.00   | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                         | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      6940000 | PA      | $6478760.66    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      7950000 | PA      | $6926477.25    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                              | INDUSTRIAS PENOLES SAB DE CV 144A LIFE SR UNSEC 4.75% 08-06-50                                   | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      6090000 | PA      | $5041496.88    | 0.01%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      8750000 | PA      | $7211706.25    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 2.65% 09-15-40                                            | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      3025000 | PA      | $2104816.18    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                             | INTERCONTINENTAL EXCHANGE INC SR UNSEC 3.0% 09-15-60                                             | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       841000 | PA      | $530701.70     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                                         | INRETAIL CONSUMER 144A LIFE SR SEC 1ST LIEN 3.25% 03-22-28                                       | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |      5400000 | PA      | $4650906.60    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                         | INTERNATIONAL GAME TECHNOLOGY PLC 144A LIFE SR SEC 1ST LIEN 4.125% 04-15-26                      | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      2115000 | PA      | $1975312.71    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                         | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1943015.00    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC                                                                            | MERCK & CO INC SR UNSEC 1.45% 06-24-30                                                           | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     24106000 | PA      | $19288198.95   | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                           | MV24 CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 6.748% 06-01-34                                     | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1700152 | PA      | $1556549.12    | 0.00%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A SR SEC 1ST LIEN 0.95% 07-02-25                           | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      5764000 | PA      | $5227509.94    | 0.01%             | 2025-07-02      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                             | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                           | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     13150000 | PA      | $12219243.00   | 0.02%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                                   | MEITUAN REG S SR UNSEC 3.05% 10-28-30                                                            | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | DBT              | CORP              | CN        |     15000000 | PA      | $11581665.00   | 0.02%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                                   | MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30                                                        | CUSIP: 58533EAC7<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |     17000000 | PA      | $13125887.00   | 0.02%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MEITUAN                                                                                   | MEITUAN 144A LIFE SR UNSEC 2.125% 10-28-25                                                       | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | CN        |      5041000 | PA      | $4464551.57    | 0.01%             | 2025-10-28      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                         | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2665000 | PA      | $2262385.13    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                       | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $15076920.00   | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25                                                       | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10501000 | PA      | $9211981.25    | 0.01%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 1.55% 01-07-31                      | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      2284000 | PA      | $1776657.36    | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 0.529% 01-25-24/23                                                       | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19866360.00   | 0.03%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                                       | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5104000 | PA      | $3863023.65    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                        | MURPHY OIL USA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                             | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      7160000 | PA      | $5905704.04    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MASCO CORP                                                                                | MASCO CORP SR UNSEC 1.5% 02-15-28                                                                | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     10810000 | PA      | $8967446.31    | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                | MASCO CORP SR UNSEC 2.0% 02-15-31                                                                | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     14724000 | PA      | $11362820.00   | 0.02%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                | MASCO CORP SR UNSEC 3.125% 02-15-51                                                              | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $983321.33     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                           | MURPHY OIL CORP SR UNSEC 6.375% 07-15-28                                                         | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6024875.00    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                            | MASTERCARD INC SR UNSEC 1.9% 03-15-31                                                            | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4597000 | PA      | $3745736.73    | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                            | MASTERCARD INC SR UNSEC 2.95% 03-15-51                                                           | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4308000 | PA      | $3070871.64    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31                                               | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     16535000 | PA      | $13429594.72   | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                                 | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                                    | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4518820.80    | 0.01%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 3.217% 04-22-42/41                                                       | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5708000 | PA      | $4246392.40    | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26                                                       | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15170000 | PA      | $13325252.15   | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26                                           | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     26000000 | PA      | $22681334.00   | 0.03%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26                                   | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     35000000 | PA      | $30385530.00   | 0.04%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                                       | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85147000 | PA      | $73993424.18   | 0.10%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                                       | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32233000 | PA      | $24806162.24   | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF 144A LIFE USD 5.5% 12-11-42                                                   | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      1500000 | PA      | $1293397.50    | 0.00%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                                      | MOROCCO KINGDOM OF REG S USD 5.5% 12-11-42                                                       | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     25300000 | PA      | $21815304.50   | 0.03%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 2.7% 08-01-52                                              | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      3177000 | PA      | $2049063.34    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                  | MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33                                                       | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     15450000 | PA      | $11953726.80   | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                                   | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                           | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2892592.50    | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                               | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     58067000 | PA      | $44464689.12   | 0.06%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25                                            | CUSIP: 92564RAG0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      3475000 | PA      | $3336173.75    | 0.00%             | 2025-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                            | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2488786.97    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                                       | VICI PROPERTIES LP 144A LIFE SR UNSEC 5.625% 05-01-24                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3885000 | PA      | $3854444.48    | 0.01%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26                                    | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     12800000 | PA      | $11102156.80   | 0.02%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 0.962% 10-11-25/24                                   | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     17000000 | PA      | $15641870.00   | 0.02%             | 2025-10-11      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 1.164% 10-21-25/24                                                       | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       995000 | PA      | $916573.11     | 0.00%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.511% 10-20-32/31                                                       | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15625000 | PA      | $12269343.75   | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                         | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $8734782.00    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                            | MASTERCARD INC SR UNSEC 2.0% 11-18-31                                                            | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      4320000 | PA      | $3479613.12    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                                                | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      2192000 | PA      | $1776070.19    | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | MARSH & MCLENNAN COS INC SR UNSEC 2.9% 12-15-51                                                  | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      6145000 | PA      | $3968410.28    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                            | MERCK & CO INC SR UNSEC 1.7% 06-10-27                                                            | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     18478000 | PA      | $16409794.42   | 0.02%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                            | MERCK & CO INC SR UNSEC 2.15% 12-10-31                                                           | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     15401000 | PA      | $12617854.49   | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 2.4% 01-11-32                       | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $2621875.75    | 0.00%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 2.341% 01-19-28/27                                   | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     18000000 | PA      | $15868224.00   | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.475% 01-21-28/27                                                       | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     32426000 | PA      | $28857518.70   | 0.04%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 2.943% 01-21-33/32                                                       | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28290000 | PA      | $22959202.14   | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.638% 03-15-25                                           | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     19418000 | PA      | $18481741.71   | 0.03%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.05% 03-15-42                                            | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     18405000 | PA      | $14146543.13   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.141% 03-15-52                                           | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50353000 | PA      | $36799331.93   | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.054% 03-15-29                                           | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      8369000 | PA      | $7256257.76    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 5.391% 03-15-62                                           | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     16949000 | PA      | $12440854.13   | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 4.279% 03-15-32                                           | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     41902000 | PA      | $34622281.74   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.428% 03-15-24                                           | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     41644000 | PA      | $40446068.70   | 0.06%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                  | WARNERMEDIA HOLDINGS INC 144A SR UNSEC 3.755% 03-15-27                                           | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    103574000 | PA      | $93418880.02   | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP SR UNSEC 4.95% 03-14-52                                                                  | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        28000 | PA      | $23004.83      | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                             | MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27                                    | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     16872000 | PA      | $15310648.25   | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.08% 04-19-28/27                                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     19000000 | PA      | $17942479.00   | 0.03%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SUB 5.297% 04-20-37/32                                                            | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28326000 | PA      | $25977349.71   | 0.04%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.21% 04-20-28/27                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33843000 | PA      | $32239789.40   | 0.05%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                           | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      5475000 | PA      | $5605907.25    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                             | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN 144A LIFE SUB (H) 5.875% 05-23-42/32   | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |      9000000 | PA      | $9010431.00    | 0.01%             | 2042-05-23      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.4% 06-30-27                       | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      4574000 | PA      | $4465587.05    | 0.01%             | 2027-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                               | METLIFE INC SR UNSEC 5.0% 07-15-52                                                               | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1029780.13    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                                            | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 5.133% 07-20-33/32                                   | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      7741000 | PA      | $7414159.50    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.889% 07-20-33/32                                                       | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18010000 | PA      | $16973578.53   | 0.02%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                                       | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       920000 | PA      | $905118.08     | 0.00%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                              | MOODY'S CORP SR UNSEC 4.25% 08-08-32                                                             | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      4220000 | PA      | $3956207.80    | 0.01%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX LP SR UNSEC 4.95% 09-01-32                                                                  | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       104000 | PA      | $97825.52      | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                        | METROPOLITAN LIFE GLOBAL FUNDING I 144A LIFE SR SEC 1ST LIEN 4.3% 08-25-29                       | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      8384000 | PA      | $7984770.69    | 0.01%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                           | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     11855000 | PA      | $11629280.80   | 0.02%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                            | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                          | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4880000 | PA      | $4708072.72    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                                | MARRIOTT INTERNATIONAL INC SR UNSEC 5.0% 10-15-27                                                | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20771000 | PA      | $20531344.20   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.669% 09-13-33/32                                           | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     16070000 | PA      | $15995033.45   | 0.02%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27                                                       | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     13565000 | PA      | $14027268.07   | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY SR UNSEC 6.342% 10-18-33/32                                                       | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5583000 | PA      | $5867749.75    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                       | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1056851.25    | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.5% 11-27-24                         | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      1667000 | PA      | $1677670.47    | 0.00%             | 2024-11-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                                       | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     16851000 | PA      | $14876166.77   | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                    | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     16379000 | PA      | $13551607.88   | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 2.9% 05-15-50                                                    | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6812320.00    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                               | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     20772000 | PA      | $18213388.13   | 0.03%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                         | UNION ELECTRIC CO SR SEC 1ST LIEN 2.625% 03-15-51                                                | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      1494000 | PA      | $948156.64     | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                               | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 6.875% 11-01-27                                            | CUSIP: 909214BV9<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1307810.00    | 0.00%             | 2027-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                                  | UNITED OVERSEAS BANK LTD 144A LIFE SUB 2.0% 10-14-31/26                                          | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      8430000 | PA      | $7368064.47    | 0.01%             | 2031-10-14      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.375% 05-20-31                                                      | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     34800000 | PA      | $29388843.60   | 0.04%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.05% 05-15-41                                                   | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $6044376.00    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8365000 | PA      | $6026555.89    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                         | UNION ELECTRIC CO SR SEC 1ST LIEN 2.15% 03-15-32                                                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     12550000 | PA      | $9953781.50    | 0.01%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                               | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     22475000 | PA      | $19364167.83   | 0.03%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                       | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      7956000 | PA      | $5416906.25    | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32                                                        | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     27244000 | PA      | $23596409.82   | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.375% 02-14-42                                                      | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $2677420.50    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                        | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      7590000 | PA      | $5738609.25    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                         | UNION ELECTRIC CO SR SEC 1ST LIEN 3.9% 04-01-52                                                  | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      7318000 | PA      | $5934905.32    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      8300000 | PA      | $7955732.60    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 3.7% 05-15-27                                                    | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7520000 | PA      | $7286255.84    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.0% 05-15-29                                                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     14165000 | PA      | $13558822.99   | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                    | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17062000 | PA      | $16247886.67   | 0.02%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                   | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8835000 | PA      | $8206513.44    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 05-15-62                                                   | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1762289.87    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | US BANCORP SR UNSEC 4.548% 07-22-28/27                                                           | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $15652224.00   | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24                                                | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2360000 | PA      | $2320930.20    | 0.00%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS GROUP AG 144A LIFE SR UNSEC 4.703% 08-05-27/26                                               | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     50000000 | PA      | $48389950.00   | 0.07%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                        | UNION PACIFIC CORP SR UNSEC 4.5% 01-20-33                                                        | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1030078.35    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                                 | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                             | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9396606 | PA      | $9362796.53    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.25% 02-15-28                                                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3011000 | PA      | $3083583.17    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6026000 | PA      | $6236813.58    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 5.875% 02-15-53                                                  | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3270000 | PA      | $3552338.34    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UNITEDHEALTH GROUP INC SR UNSEC 6.05% 02-15-63                                                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5222000 | PA      | $5704157.70    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.95% 11-15-26                                           | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2800092.00    | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                             | VIDEOTRON LTD 144A LIFE SR UNSEC 5.375% 06-15-24                                                 | CUSIP: 92660FAG9<br>LEI: 549300BBCGA0CYX8IL74 | Long             | DBT              | CORP              | CA        |      3100000 | PA      | $3066303.00    | 0.00%             | 2024-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VNESHECONOMBANK VIA VEB FINANCE PLC                                                       | VNESHECONOMBANK VIA VEB FINANCE PLC 144A LIFE SR UNSEC 6.8% 11-22-25                             | CUSIP: 91821XAD5<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |       500000 | PA      | $0.00          | 0.00%             | 2025-11-22      | Fixed         | 6.80%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.85% 11-01-42                                               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       855000 | PA      | $681415.34     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                               | BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25                                         | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     17750000 | PA      | $15115491.75   | 0.02%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | VODAFONE GROUP PLC SR UNSEC 5.25% 05-30-48                                                       | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      6992000 | PA      | $6192045.28    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.875% 02-08-29                                              | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2071000 | PA      | $1947475.21    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                          | VIRGIN MEDIA SECURED FINANCE PLC 144A LIFE SR SEC 1ST LIEN 5.5% 05-15-29                         | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $4490325.00    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VIGOROUS CHAMPION INTERNATIONAL LTD                                                       | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                                | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |      2263000 | PA      | $2034631.62    | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | VISTRA OPERATIONS CO LLC 144A LIFE SR SEC 1ST LIEN 3.55% 07-15-24                                | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7677456.00    | 0.01%             | 2024-07-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | VISTRA OPERATIONS CO LLC 144A LIFE SR UNSEC 5.0% 07-31-27                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $930294.00     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                                       | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.875% 07-15-29                                          | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      6742000 | PA      | $5951938.73    | 0.01%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 4.016% 12-03-29                                              | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1981000 | PA      | $1854935.10    | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | VODAFONE GROUP PLC SR UNSEC 4.25% 09-17-50                                                       | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     17875000 | PA      | $13713378.25   | 0.02%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 2.85% 09-26-24                        | CUSIP: 928668BA9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      4869000 | PA      | $4663167.89    | 0.01%             | 2024-09-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                            | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       715000 | PA      | $651851.20     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP/VICI NOTE CO INC                                                       | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26                                             | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5330206.80    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.5% 02-15-25                                              | CUSIP: 92564RAC9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2526430.50    | 0.00%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                        | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                            | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2192112.50    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 3.0% 03-22-27                                                | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1197810.90    | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.125% 05-12-23                       | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     20696000 | PA      | $20533660.58   | 0.03%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.35% 05-13-25                        | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     21089000 | PA      | $20158911.83   | 0.03%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                          | VIRGIN MEDIA SECURED FINANCE PLC 144A LIFE SR SEC 1ST LIEN 4.5% 08-15-30                         | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $418600.00     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A                                                | AESOP 18-2A A 144A 4.0% 03-20-25/24                                                              | CUSIP: 05377RDC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47950000 | PA      | $47166640.85   | 0.07%             | 2025-03-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                                | AESOP 2020-1A A 144A 2.33% 08-20-26/25                                                           | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12814000 | PA      | $11873119.24   | 0.02%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_19-3A                                                | AESOP 19-3A A 144A 2.36% 03-20-26/25                                                             | CUSIP: 05377RDQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6460000 | PA      | $6018982.26    | 0.01%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                                 | AESOP 20-2A B 144A 2.96% 02-20-27/26                                                             | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1798000 | PA      | $1616232.99    | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                                 | AESOP 20-2 A 144A 2.02% 02-20-27/26                                                              | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7011000 | PA      | $6363702.41    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.8% 04-15-24                                            | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     10500000 | PA      | $10294777.50   | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 3.7% 12-06-26                                                  | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3190968.80    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                                 | AESOP 20-2A C 144A 4.25% 02-20-27/26                                                             | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3581000 | PA      | $3203562.60    | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3                                    | ACAR 20-3 C 144A 1.85% 06-15-26/07-13-23                                                         | CUSIP: 025297AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3461387 | PA      | $3435032.37    | 0.00%             | 2026-06-15      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.908% 07-23-25                             | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       165000 | PA      | $161876.22     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL           | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.484% 10-23-45                             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6850000 | PA      | $6206250.70    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                           | CMS ENERGY CORP SR UNSEC 3.45% 08-15-27                                                          | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      6324000 | PA      | $5873509.86    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                                 | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 3.2% 03-15-27                                     | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      1882000 | PA      | $1768204.87    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-1                                    | ACAR 20-1 D 144A 2.39% 03-13-26                                                                  | CUSIP: 02529VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1298846 | PA      | $1285545.34    | 0.00%             | 2026-03-13      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                                    | ACAR 21-1 C 144A 0.83% 03-15-27/02-13-24                                                         | CUSIP: 02528BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2915609 | PA      | $2868723.56    | 0.00%             | 2027-03-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                           | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       179000 | PA      | $156136.51     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                            | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                           | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     43858000 | PA      | $41371646.12   | 0.06%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-1                                    | ACAR 21-1 D 144A 1.14% 03-15-27/05-13-24                                                         | CUSIP: 02528BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2226000 | PA      | $2099801.38    | 0.00%             | 2027-03-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                         | BHG 21-A A 144A 1.42% 11-17-33                                                                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1118123 | PA      | $1039387.77    | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                        | CROWN AMERICAS LLC SR UNSEC 4.25% 09-30-26                                                       | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3821200.00    | 0.01%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                                        | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 3.25% 10-04-24                                          | CUSIP: 22535WAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6200000 | PA      | $5971728.40    | 0.01%             | 2024-10-04      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                                        | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15958000 | PA      | $14569015.68   | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                                 | COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27                                                      | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      8215000 | PA      | $7667117.01    | 0.01%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                         | BHG 21-A B 144A 2.79% 11-17-33                                                                   | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       914000 | PA      | $767552.52     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                               | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                       | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2707809 | PA      | $2046277.90    | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37                                                       | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2189000 | PA      | $2002681.08    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                        | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     21405000 | PA      | $19248382.04   | 0.03%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                               | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                                       | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19532513 | PA      | $16064925.75   | 0.02%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                         | BHG 21-B A 144A 0.9% 10-17-34                                                                    | CUSIP: 08862BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1023839 | PA      | $964338.02     | 0.00%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                        | CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27                                                       | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     51348000 | PA      | $49155902.53   | 0.07%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                                                | COOPERATIEVE RABOBANK UA SR UNSEC 2.75% 01-10-23                                                 | CUSIP: 21688AAL6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16993710.00   | 0.02%             | 2023-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                                         | BHG 21-B B 144A 1.67% 10-17-34                                                                   | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1533000 | PA      | $1292596.47    | 0.00%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_22-23                                                             | BATLN 22-23A A 144A FRN (TSFR3M+144) 05-19-36                                                    | CUSIP: 07135LAA4<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-O            | CORP              | KY        |      8000000 | PA      | $7830240.00    | 0.01%             | 2036-05-19      | Variable      | 3.57%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                     | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     12135000 | PA      | $9744514.22    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 3.6% 02-15-28                                                  | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1532006.85    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 4.1% 02-15-48                                                  | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $801228.00     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                          | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.375% 02-01-28                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $3917975.50    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_22-35                                                          | BLUEM 22-35A A FRN (TSFR3M+155) 07-22-35                                                         | CUSIP: 09631RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $2941878.00    | 0.00%             | 2035-07-22      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_22-4A                                                         | BCC 22-4 A2 CLO 144A FRN (TSFR3M+196) 07-16-35                                                   | CUSIP: 05685BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4904755.00    | 0.01%             | 2035-07-16      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 3.8% 03-01-28                                                                  | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2460000 | PA      | $2350675.14    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL CO LLC / CHEVRON PHILLIPS CHEMICAL CO LP                        | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 3.3% 05-01-23                                | CUSIP: 166754AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6630000 | PA      | $6587349.21    | 0.01%             | 2023-05-01      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 5.05% 03-25-48                                                          | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      1707000 | PA      | $1540797.95    | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA (LONDON BRANCH)                                                        | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 3.75% 04-24-23                                          | CUSIP: 22535WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     21000000 | PA      | $20910162.00   | 0.03%             | 2023-04-24      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | CONAGRA BRANDS INC SR UNSEC 5.4% 11-01-48                                                        | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     14298000 | PA      | $13285644.41   | 0.02%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38                                                        | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       738000 | PA      | $697983.43     | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                             | BACCT 22-A2 A2 5.0% 04-17-28/11-17-25                                                            | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1020000 | PA      | $1031281.20    | 0.00%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_15-3A                                                          | BLUEM 15-3 CR CLO 144A FRN (L+260) 04-20-31                                                      | CUSIP: 09628JAS0<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-O            | CORP              | KY        |       250000 | PA      | $210964.50     | 0.00%             | 2031-04-20      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | CONAGRA BRANDS INC SR UNSEC 4.6% 11-01-25                                                        | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     11307000 | PA      | $11153179.57   | 0.02%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                        | CONAGRA BRANDS INC SR UNSEC 4.3% 05-01-24                                                        | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     22146000 | PA      | $21852609.79   | 0.03%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                                | BHG 20-A B 144A 3.59% 09-17-31                                                                   | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4310000 | PA      | $4039405.27    | 0.01%             | 2031-09-17      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                                | BHG 20-A A 144A 2.56% 09-17-31                                                                   | CUSIP: 06616PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       305189 | PA      | $298239.76     | 0.00%             | 2031-09-17      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                                 | BALLY 19-2A A1AR CLO 144A FRN (L+100) 11-20-30                                                   | CUSIP: 05875MAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3290000 | PA      | $3248855.26    | 0.00%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3                                              | CAALT 21-3A A 144A 1.0% 05-15-30/07-15-24                                                        | CUSIP: 22535GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6100000 | PA      | $5828513.40    | 0.01%             | 2030-05-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                                      | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                      | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4645085 | PA      | $4064602.78    | 0.01%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                                        | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                        | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92226838 | PA      | $78496751.79   | 0.11%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                                        | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 4.55% 11-15-30                             | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5160452.00    | 0.01%             | 2030-11-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 4.25% 03-15-29                                                                 | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      4277000 | PA      | $4123203.36    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS 144A LIFE SR SEC 1ST LIEN 8.0% 03-15-26                                                      | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3650000.00    | 0.01%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                        | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-14-27                                             | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19884.40      | 0.00%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2447617.50    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.75% 02-15-50                                               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      7594000 | PA      | $5961495.04    | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                         | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29                                             | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9292270.00    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                         | CLEAN HARBORS INC 144A LIFE SR UNSEC 4.875% 07-15-27                                             | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1044142.00    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                                        | CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28                                                        | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3835564 | PA      | $3105816.91    | 0.00%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                                        | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                                        | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14843523 | PA      | $12571454.77   | 0.02%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                                | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                                            | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3206000 | PA      | $3061329.25    | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                                | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                                            | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3896000 | PA      | $3545956.09    | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.125% 07-01-49                             | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     18943000 | PA      | $14399426.74   | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                  | COOPERATIEVE RABOBANK UA 144A LIFE SR NON PREF 2.625% 07-22-24                                   | CUSIP: 74977RDF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      5450000 | PA      | $5230588.45    | 0.01%             | 2024-07-22      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                                       | CPS 22-B A 144A 2.88% 06-15-26/02-15-24                                                          | CUSIP: 12663BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12597634 | PA      | $12370146.14   | 0.02%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                                       | CPS 22-B B 144A 3.88% 08-15-28/24                                                                | CUSIP: 12663BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13609000 | PA      | $13109005.34   | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 3.25% 08-15-29                                                          | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10362000 | PA      | $9292444.72    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CENTERPOINT ENERGY INC SR UNSEC 3.7% 09-01-49                                                    | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      2775000 | PA      | $2072678.03    | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                                       | CPS 22-B C 144A 4.33% 08-15-28/06-16-25                                                          | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18032000 | PA      | $17133104.80   | 0.02%             | 2028-08-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_22-4                                                                | CIFC 22-4 B CLO 144A FRN (TSFR3M+200) 07-16-35                                                   | CUSIP: 12567WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     10000000 | PA      | $9795500.00    | 0.01%             | 2035-07-16      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                                | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     10243000 | PA      | $7163001.60    | 0.01%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                  | CSX CORP SR UNSEC 2.4% 02-15-30                                                                  | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     17855000 | PA      | $15167608.24   | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_22-4                                                                | CIFC 22-4 A2 CLO 144A FRN (TSFR3M+170) 07-16-35                                                  | CUSIP: 12567WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     10000000 | PA      | $9702040.00    | 0.01%             | 2035-07-16      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_21-6                                                | CGMS 21-6A A1 FRN 144A (L+116) 07-15-34                                                          | CUSIP: 143133AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       250000 | PA      | $244257.50     | 0.00%             | 2034-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24                                     | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      3418000 | PA      | $3023709.77    | 0.00%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9665000 | PA      | $8357325.50    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                                       | CPS 22-C A 144A 4.18% 04-15-30/02-15-24                                                          | CUSIP: 12664DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18061233 | PA      | $17905599.49   | 0.03%             | 2030-04-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| PARK BLUE CLO LTD PKBLU_22-1                                                              | PKBLU 22-1 A1 144A FRN (TSFR3M+245) 10-20-34                                                     | CUSIP: 70016WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1500000 | PA      | $1494246.00    | 0.00%             | 2034-10-20      | Variable      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3649440.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                             | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     23790000 | PA      | $20635303.26   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                             | CWHEL 06-I 2A FRN FSA (L+14) 01-15-37                                                            | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1215326 | PA      | $1121004.42    | 0.00%             | 2037-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                             | CWHEL 07-B A FRN FSA (L+15) 02-15-37                                                             | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1808575 | PA      | $1668524.49    | 0.00%             | 2037-02-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 3.25% 11-01-39                                                             | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $1659979.08    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                              | CALPINE CORP 144A LIFE SR SEC 1ST LIEN 4.5% 02-15-28                                             | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3576732.00    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-2                                                        | CARMX 19-2 C 3.16% 02-18-25/04-17-23                                                             | CUSIP: 14316LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1800000 | PA      | $1782349.20    | 0.00%             | 2025-02-18      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-B                                                                   | CPS 19-B D 144A 3.69% 03-17-25/12-15-22                                                          | CUSIP: 22412AAD5<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |       434733 | PA      | $434474.72     | 0.00%             | 2025-03-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                    | LUMEN TECHNOLOGIES INC 144A LIFE SR SEC 1ST LIEN 4.0% 02-15-27                                   | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     31029000 | PA      | $26364813.81   | 0.04%             | 2027-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | CITIGROUP INC SR UNSEC 2.666% 01-29-31/30                                                        | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       502000 | PA      | $412805.14     | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18675000 | PA      | $15470556.75   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | CLEVELAND-CLIFFS INC 144A LIFE SR SEC 1ST LIEN 6.75% 03-15-26                                    | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     12450000 | PA      | $12502539.00   | 0.02%             | 2026-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_19-C                                                                   | CPS 19-C D 144A 3.17% 06-16-25/05-15-23                                                          | CUSIP: 12596UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1537513 | PA      | $1532858.56    | 0.00%             | 2025-06-16      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-1                                              | CAALT 20-1 B 144A 2.39% 04-16-29/11-15-23                                                        | CUSIP: 22534GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2633157 | PA      | $2622895.81    | 0.00%             | 2029-04-16      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-B                                                                   | CPS 20-B D 144A 4.75% 04-15-26                                                                   | CUSIP: 12656CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       542645 | PA      | $540955.85     | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2                                              | CAALT 20-2A A 144A 1.37% 07-16-29/08-15-23                                                       | CUSIP: 22535MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1739239 | PA      | $1722020.60    | 0.00%             | 2029-07-16      | Fixed         | 1.37%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                  | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.5% 08-01-51                                                | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       939000 | PA      | $712093.47     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 3.75% 04-01-40                                                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      8930000 | PA      | $7401844.82    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                                 | CLIF 20-1A A 144A 2.08% 09-18-45                                                                 | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |      1327145 | PA      | $1151229.29    | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                                 | CLIF 20-1A B 144A 3.62% 09-18-45                                                                 | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |       950916 | PA      | $828021.74     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS HEALTH CORP SR UNSEC 4.25% 04-01-50                                                          | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8451000 | PA      | $6767425.58    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | CREDIT SUISSE GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                     | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     84353000 | PA      | $65644854.25   | 0.09%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG (NEW YORK BRANCH)                                                        | CREDIT SUISSE AG SR UNSEC 2.95% 04-09-25                                                         | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2116882.35    | 0.00%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL           | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.8% 04-01-31                               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57062000 | PA      | $44554294.91   | 0.06%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                                 | CLIF 20-2A B 144A 3.56% 09-15-45                                                                 | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       513460 | PA      | $449861.19     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                                 | CLIF 20-2A A 144A 2.03% 09-15-45                                                                 | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6837282 | PA      | $5885826.78    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                               | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     28727000 | PA      | $17571214.27   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                                   | CDW LLC SR UNSEC 4.125% 05-01-25                                                                 | CUSIP: 12513GBE8<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |      5275000 | PA      | $5131520.00    | 0.01%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                  | CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30                                                | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     26447000 | PA      | $22573678.17   | 0.03%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                                   | CHARLES SCHWAB CORP PRP PFD JR SUB (H) 5.375% 12-31-49/06-01-25                                  | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3686250.00    | 0.01%             | 2049-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-C                                                                   | CPS 20-C C 144A 1.71% 08-17-26/08-15-23                                                          | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       773697 | PA      | $768841.04     | 0.00%             | 2026-08-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                                 | CLIF 20-3A A 144A 2.07% 10-18-45                                                                 | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2385490 | PA      | $2074388.71    | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                             | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     58085000 | PA      | $54603849.78   | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                            | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     45137000 | PA      | $38259249.63   | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                                       | CPS 21-A C 144A 0.83% 09-15-26/12-15-23                                                          | CUSIP: 12656NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1417599 | PA      | $1399838.12    | 0.00%             | 2026-09-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                                        | CARMX 21-1 C 0.94% 12-15-26/02-18-25                                                             | CUSIP: 14316NAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       580000 | PA      | $525154.62     | 0.00%             | 2026-12-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                              | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     42335000 | PA      | $38782712.49   | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                            | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3943000 | PA      | $2849310.38    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                                        | CARMX 21-1 D 1.28% 07-15-27/02-18-25                                                             | CUSIP: 14316NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       568000 | PA      | $506081.75     | 0.00%             | 2027-07-15      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-A                                                       | CPS 21-A D 144A 1.16% 12-15-26/01-15-25                                                          | CUSIP: 12656NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1643000 | PA      | $1556946.23    | 0.00%             | 2026-12-15      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 1.995% 05-11-27                                                            | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22156000 | PA      | $19931626.22   | 0.03%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                              | CHEVRON CORP SR UNSEC 2.236% 05-11-30                                                            | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20643000 | PA      | $17737951.90   | 0.02%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                                   | DRIVE 21-1 C 1.02% 06-15-27/04-15-24                                                             | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16107000 | PA      | $15748216.58   | 0.02%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                                   | DRIVE 21-1 D 1.45% 01-16-29/11-15-24                                                             | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12158000 | PA      | $11399267.85   | 0.02%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                              | COMCAST CORP SR UNSEC 2.8% 01-15-51                                                              | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     22600000 | PA      | $14362526.00   | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                                  | UNIV OF CA TAXABLE 20BG 1.614% 05-15-30                                                          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5150000 | PA      | $4106697.55    | 0.01%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                                   | DRIVE 21-1 B 0.65% 07-15-25/05-15-23                                                             | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       256998 | PA      | $256627.78     | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                            | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                                        | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2495000 | PA      | $2291412.99    | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UTAH HOUSING CORP                                                                         | UTAH SFH PAC (25-500) PSA D-2 CLASS III SF 4.0% 01-01-45                                         | CUSIP: 9174366Y8<br>LEI: 549300YXWQEI0S47WI02 | Long             | DBT              | MUN               | US        |       425000 | PA      | $424611.55     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WYOMING COMMUNITY DEVELOPMENT AUTHORITY                                                   | WY SFM SER 6 PAC (75-500) PSA SF 4.0% 06-01-45                                                   | CUSIP: 98322QKK2<br>LEI: 549300UQ62NB8FGTHW65 | Long             | DBT              | MUN               | US        |       195000 | PA      | $194816.12     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                            | DTAOT 21-2A B 144A 0.81% 01-15-27/09-15-23                                                       | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3538000 | PA      | $3468931.16    | 0.00%             | 2027-01-15      | Fixed         | 0.81%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                            | DTAOT 21-2A C 144A 1.1% 02-16-27/04-15-24                                                        | CUSIP: 23345EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3693000 | PA      | $3509553.92    | 0.00%             | 2027-02-16      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN HOUSING & ECONOMIC DEV AUTH                                                     | WI ST HSG & ECON SFM AMT PAC 15A SF 4.0% 09-01-45                                                | CUSIP: 97689QBZ8<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |       610000 | PA      | $607807.05     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HOUSING & ECONOMIC DEV AUTH                                                     | WI ST HSG & ECON SFM AMT PAC 16A SF 3.5% 03-01-46                                                | CUSIP: 97689QDD5<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |       990000 | PA      | $978995.16     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_22-94                                                       | DRSLF 22-94A A CLO 144A FRN (TSFR3M+144) 07-15-37                                                | CUSIP: 26251VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $978980.00     | 0.00%             | 2037-07-15      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_22-2                                                            | DTAOT 22-2A A 144A 2.88% 06-15-26/04-15-24                                                       | CUSIP: 23345AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       144882 | PA      | $142609.16     | 0.00%             | 2026-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                       | COP FWD SALE TO USD NDF 1/13/2023                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $318349.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | COP FWD PUR FROM USD NDF 1/23/2023                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-57351.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XVII LLC DEN17_18-1A                                                 | DEN17 18-1 C 144A CLO FRN (L+235) 10-15-31                                                       | CUSIP: 22616TAE6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-O            | CORP              | KY        |      2000000 | PA      | $1914304.00    | 0.00%             | 2031-10-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-2                                                            | DTAOT 19-2A D 144A 3.48% 02-18-25/11-15-22                                                       | CUSIP: 26252TAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3711665 | PA      | $3694283.01    | 0.01%             | 2025-02-18      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/13/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-388893.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/20/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-586212.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-3                                                   | DRIVE 19-3 D 3.18% 10-15-26/03-15-23                                                             | CUSIP: 26209WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5834743 | PA      | $5766220.06    | 0.01%             | 2026-10-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_19-3                                                            | DTAOT 19-3 D 144A 2.96% 04-15-25/02-15-23                                                        | CUSIP: 26253KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2206982 | PA      | $2178513.98    | 0.00%             | 2025-04-15      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                       | EUR FWD SALE TO USD 1/11/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-202353.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | ILS FWD SALE TO USD 1/11/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $698565.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3410 03-01-52                                                                    | CUSIP: 3140QNYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1915727 | PA      | $1683065.61    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA6989 03-01-52                                                                    | CUSIP: 3133KNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1562131 | PA      | $1373881.85    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                       | IDR FWD SALE TO USD NDF 1/9/2023                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $73382.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD PUR FROM USD 2/17/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $12435070.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 RA7130 04-01-52                                                                    | CUSIP: 3133KN4P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1465237 | PA      | $1290497.50    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 FS1073 03-01-52                                                                    | CUSIP: 3140XGFP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       254080 | PA      | $223740.13     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD PUR FROM USD 2/17/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $7998076.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | JPY FWD PUR FROM USD 3/17/2023                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $4933500.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 3.0 CB3120 03-01-52                                                                    | CUSIP: 3140QNPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50999959 | PA      | $44839113.13   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.5 SD8289 01-01-53                                                                    | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25469953 | PA      | $25562205.17   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                       | MYR FWD SALE TO USD 1/11/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-29032.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                       | MXN FWD SALE TO USD 1/13/2023                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-93862.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 RA7502 06-01-52                                                                    | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       137260 | PA      | $135652.63     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7491 11-01-52                                                                    | CUSIP: 3140N0KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        91424 | PA      | $90245.36      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                       | PEN FWD SALE TO USD NDF 1/23/2023                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |            1 | NC      | $-346041.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                           | CAPITAL GROUP CENTRAL CASH FUND                                                                  | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     99293260 | NS      | $9928333077.40 | 13.99%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF2497 11-01-52                                                                    | CUSIP: 3133BPX29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       874267 | PA      | $862995.69     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF3978 12-01-52                                                                    | CUSIP: 3133BRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       641523 | PA      | $633252.49     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                                     | CDX NA IG S39 5Y 1.0% 12-20-27 0.40 REC ICE                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1946599.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                                     | CDX NA HY S39 5Y 12-20-27 0.30 REC ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |            1 | NC      | $-7728094.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE7950 08-01-52                                                                    | CUSIP: 3133BHZP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1068958 | PA      | $1055176.80    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 5.5 ZA6869 09-01-24                                                                    | CUSIP: 31329QT27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         4260 | PA      | $4275.84       | 0.00%             | 2024-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | IRS PAYFIX USD 0.81% 07-28-15/07-28-45 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $199104149.90  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 11.325% 02-07-22/01-02-24                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |            1 | NC      | $-2575.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF3572 11-01-52                                                                    | CUSIP: 3133BQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       776184 | PA      | $766598.17     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE9838 08-01-52                                                                    | CUSIP: 3133BK4X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       824893 | PA      | $814258.56     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX BRL 11.2625% 02-10-22/01-02-29                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |            1 | NC      | $-3995.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 3.497% 06-16-22/06-16-24 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3029770.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7961614.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8584982.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX2559 11-01-52                                                                    | CUSIP: 3140N6ZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       706963 | PA      | $697848.67     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 5.0 ZA1886 06-01-25                                                                    | CUSIP: 31329KCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       107504 | PA      | $107110.82     | 0.00%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 3.4325% 06-17-22/06-17-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2337635.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 3.4585% 06-17-22/06-17-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-483644.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX3079 11-01-52                                                                    | CUSIP: 3140N7M56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       105882 | PA      | $104516.60     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 CA2102 07-01-48                                                                    | CUSIP: 3140Q9KQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       478193 | PA      | $479499.32     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.5645% 10-19-22/10-19-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13838.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.533% 10-20-22/10-20-24 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-104278.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX2553 10-01-52                                                                    | CUSIP: 3140N6ZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       399582 | PA      | $394430.69     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW9449 09-01-52                                                                    | CUSIP: 3140N2QB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       491545 | PA      | $485207.97     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.5245% 10-27-22/10-27-24 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $-119312.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                           | OIS RECFIX USD 4.56% 10-27-22/10-27-24 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |            1 | NC      | $454.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                         | EURO-BOBL 5YR FUT OEH3 03-08-23                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |            4 | NC      | $-16724.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | SOFR 90DAY FUT SFRH3 06-20-23                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         4563 | NC      | $18713304.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 5.0 AL6344 02-01-31                                                                    | CUSIP: 3138EPBN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       192381 | PA      | $193551.03     | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF4765 12-01-52                                                                    | CUSIP: 3133BSJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1772549 | PA      | $1749697.30    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 10YR FUT ULTRA UXYH3 03-22-23                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        17421 | NC      | $31947499.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 20YR FUT USH3 03-22-23                                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        17520 | NC      | $-31428607.41  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 10YR FUT TYH3 03-22-23                                                                       | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         1142 | NC      | $1289795.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 30YR FUT ULTRA WNH3 03-22-23                                                                 | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        12719 | NC      | $-60548880.67  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF1432 10-01-52                                                                    | CUSIP: 3133BNSV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       208681 | PA      | $205990.87     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW8982 10-01-52                                                                    | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       147136 | PA      | $145239.15     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 5YR FUT FVH3 03-31-23                                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       134154 | NC      | $-19520127.07  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                           | UST 2YR FUT TUH3 03-31-23                                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        21884 | NC      | $8908208.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7752 10-01-52                                                                    | CUSIP: 3140N0TJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       494805 | PA      | $488426.30     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 CB4135 07-01-52                                                                    | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       192260 | PA      | $189781.79     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCT UMBS 5.0 FM9892 09-01-31                                                                    | CUSIP: 3140XD7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       209161 | PA      | $208081.11     | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 CB5019 08-01-52                                                                    | CUSIP: 3140QQSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       205212 | PA      | $202566.43     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF1522 09-01-52                                                                    | CUSIP: 3133BNVP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       339116 | PA      | $334744.01     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCT UMBS 5.0 ZT0799 09-01-31                                                                    | CUSIP: 3132AC3G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       116801 | PA      | $116243.02     | 0.00%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BW7449 11-01-52                                                                    | CUSIP: 3140N0H32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499420 | PA      | $492981.76     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF2181 10-01-52                                                                    | CUSIP: 3133BPM62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2497161 | PA      | $2464968.08    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1230 10-01-52                                                                    | CUSIP: 3140N5LL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       413757 | PA      | $408423.16     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1822 12-01-52                                                                    | CUSIP: 3140N6AY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4000000 | PA      | $3948432.00    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1072 12-01-52                                                                    | CUSIP: 3140N5FN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       500000 | PA      | $493554.00     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF1653 10-01-52                                                                    | CUSIP: 3133BNZS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499999 | PA      | $493553.43     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX2229 12-01-52                                                                    | CUSIP: 3140N6PP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       623853 | PA      | $616186.47     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 SD1618 09-01-52                                                                    | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       380999 | PA      | $376528.95     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX2072 11-01-52                                                                    | CUSIP: 3140N6JS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       499999 | PA      | $498267.42     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF0922 09-01-52                                                                    | CUSIP: 3133BNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2232778 | PA      | $2203993.15    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QE9784 09-01-52                                                                    | CUSIP: 3133BK2R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        61000 | PA      | $60213.41      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 5.0 BX1076 12-01-52                                                                    | CUSIP: 3140N5FS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        42866 | PA      | $42313.37      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 5.0 QF1908 10-01-52                                                                    | CUSIP: 3133BPDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        53999 | PA      | $54056.85      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                           | FNCL UMBS 3.0 SD1374 03-01-52                                                                    | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       499999 | PA      | $439508.38     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | FNCL UMBS 2.5 BT6781 10-01-51                                                                    | CUSIP: 3140LVRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2999700 | PA      | $2542800.97    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K151                                       | FHMS K152 A2 (MF) 3.8% 10-25-32                                                                  | CUSIP: 3137H9JG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2009646 | PA      | $1899555.58    | 0.00%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                                        | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                              | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16307069 | PA      | $13526942.03   | 0.02%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                                        | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                              | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3002241 | PA      | $2447888.88    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                         | SDART 21-3 D 1.33% 09-15-27/06-16-25                                                             | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7003000 | PA      | $6492467.29    | 0.01%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                         | SDART 21-3 C 0.95% 09-15-27/07-15-24                                                             | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9395000 | PA      | $9039239.54    | 0.01%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                             | SPSS 21-1 A 144A 1.95% 09-15-75                                                                  | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13277253 | PA      | $12075847.10   | 0.02%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                          | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                                      | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8287404 | PA      | $7164385.85    | 0.01%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                          | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                     | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7488394 | PA      | $6671275.31    | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                           | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                       | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2193820 | PA      | $1852711.38    | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                                 | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                        | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19916380 | PA      | $17278355.75   | 0.02%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                         | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                       | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     14677400 | PA      | $11798883.09   | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1                                         | SDART 22-1 A2 1.36% 12-16-24/05-15-23                                                            | CUSIP: 80286EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8285269 | PA      | $8269560.45    | 0.01%             | 2024-12-16      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                                         | SDART 22-3 A2 2.76% 03-17-25/07-17-23                                                            | CUSIP: 80285UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        72019 | PA      | $71722.44      | 0.00%             | 2025-03-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-1                                                                | STRAS 22-1A A CLO 144A FRN (TSFR3M+175) 07-20-30                                                 | CUSIP: 86317WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      9921831 | PA      | $9921523.12    | 0.01%             | 2030-07-20      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-2                                                                | STRAS 22-2A A CLO 144A FRN (TSFR3M+190) 07-20-30                                                 | CUSIP: 86317YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2544749 | PA      | $2540471.18    | 0.00%             | 2030-07-20      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                                         | SDART 22-4 A2 4.05% 07-15-25/10-16-23                                                            | CUSIP: 80286FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       413174 | PA      | $411589.50     | 0.00%             | 2025-07-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                         | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                        | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100077614 | PA      | $98019317.58   | 0.14%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                         | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                              | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43923950 | PA      | $41411764.04   | 0.06%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                         | SDART 22-5 B 4.43% 03-15-27/04-15-25                                                             | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6249000 | PA      | $6080508.21    | 0.01%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                         | SDART 22-5 A3 4.11% 08-17-26/09-16-24                                                            | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       139000 | PA      | $136481.60     | 0.00%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                         | SDART 22-5 C 4.74% 10-15-28/02-17-26                                                             | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5663000 | PA      | $5479082.75    | 0.01%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                         | SDART 22-6 B 4.72% 06-15-27/07-15-25                                                             | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4737000 | PA      | $4619351.87    | 0.01%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                         | SDART 22-6 C 4.96% 11-15-28/04-15-26                                                             | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4624000 | PA      | $4476018.13    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                                | STRAS 22-3 A CLO 144A FRN (TSFR3M+215) 10-20-31                                                  | CUSIP: 86317EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     12531000 | PA      | $12531338.34   | 0.02%             | 2031-10-20      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-3                                                                | STRAS 22-3 B CLO 144A FRN (TSFR3M+305) 10-20-31                                                  | CUSIP: 86317EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     11033000 | PA      | $11004093.54   | 0.02%             | 2031-10-20      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 A2 5.81% 01-15-26/05-15-24                                                            | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2955000 | PA      | $2961102.08    | 0.00%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 C 6.69% 03-17-31/11-16-26                                                             | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2368000 | PA      | $2417543.30    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 B 5.95% 01-17-28/01-15-26                                                             | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1309000 | PA      | $1322795.55    | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                         | SDART 22-7 A3 5.75% 04-15-27/25                                                                  | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       557000 | PA      | $560455.63     | 0.00%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2                                         | SDART 19-2 D 3.22% 07-15-25/06-15-23                                                             | CUSIP: 80286GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2534322 | PA      | $2518624.57    | 0.00%             | 2025-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-1                                         | SDART 20-1 C 4.11% 12-15-25/01-16-24                                                             | CUSIP: 80287AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16152216 | PA      | $16076914.37   | 0.02%             | 2025-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                              | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87914754 | PA      | $78568624.68   | 0.11%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                              | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9169308 | PA      | $8019494.75    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                              | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14190235 | PA      | $11734855.75   | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                         | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                               | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       999132 | PA      | $791003.88     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                                         | SDART 20-2 C 1.46% 09-15-25/07-17-23                                                             | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1442189 | PA      | $1437613.06    | 0.00%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| SEACO_20-1                                                                                | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                       | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3920183 | PA      | $3478825.17    | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                                | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                                       | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1174705 | PA      | $1051885.74    | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                                 | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                       | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3842155 | PA      | $3416505.69    | 0.00%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                         | SDART 20-3 C 1.12% 01-15-26/11-15-23                                                             | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5382683 | PA      | $5334782.41    | 0.01%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                         | SDART 20-3 D 1.64% 11-16-26/09-16-24                                                             | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5159000 | PA      | $4947553.23    | 0.01%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                                 | SMB 21-A APT2 144A 1.07% 01-15-53                                                                | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5449406 | PA      | $4678129.73    | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_15-1RA                                                          | SNDPT 15-1RA AR CLO 144A FRN (L+108) 04-15-30                                                    | CUSIP: 83607HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2680000 | PA      | $2650903.24    | 0.00%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                            | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                              | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11474628 | PA      | $9803221.89    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                            | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                              | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1233953 | PA      | $1027548.68    | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                         | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                        | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60659808 | PA      | $52533820.33   | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                         | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                                        | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5750295 | PA      | $4807442.25    | 0.01%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                         | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                                       | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53998173 | PA      | $46574287.92   | 0.07%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                                       | TPMT 15-3 M1 144A FRN 03-25-54/01-26-26                                                          | CUSIP: 89172HAC1<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |       897006 | PA      | $893628.19     | 0.00%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                                       | TPMT 18-1 A2 144A FRN 01-25-58/06-25-25                                                          | CUSIP: 89176EAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9301240.00    | 0.01%             | 2058-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                                       | TPMT 15-3 M2 144A FRN 03-25-54/09-27-27                                                          | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |      6600000 | PA      | $6470970.00    | 0.01%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                                       | TPMT 15-3 B1 144A FRN 03-25-54/04-25-29                                                          | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1439899.50    | 0.00%             | 2054-03-25      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                                       | TPMT 17-4 M1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1575000 | PA      | $1348962.30    | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TCI-FLATIRON CLO LTD TFLAT_17-1A                                                          | TFLAT 17-1A AR CLO 144A FRN (L+96) 11-18-30                                                      | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       250000 | PA      | $245128.25     | 0.00%             | 2030-11-18      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-5                                                       | TPMT 16-5 A1 144A 2.5% 10-25-56                                                                  | CUSIP: 89173CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800144 | PA      | $787987.03     | 0.00%             | 2056-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                                       | TPMT 17-4 A1 144A 2.75% 06-25-57                                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       627709 | PA      | $598175.08     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_19-1                                           | TALNT 19-1 A 144A 2.56% 11-25-31                                                                 | CUSIP: 89231XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7250000 | PA      | $6990529.75    | 0.01%             | 2031-11-25      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                                       | TPMT 18-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10205752 | PA      | $9778957.89    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                                       | TPMT 17-3 A1 144A FRN 07-25-57                                                                   | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       379957 | PA      | $371091.98     | 0.00%             | 2057-07-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                                       | TPMT 18-5 A1A 144A FRN 07-25-58                                                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4263322 | PA      | $4106730.37    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-2                                                       | TPMT 19-2 A2 FRN 12-25-58                                                                        | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3615000 | PA      | $3160919.85    | 0.00%             | 2058-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1A                                          | TALNT 20-1 A 144A 1.35% 05-25-33/05-27-25                                                        | CUSIP: 89237JAA4<br>LEI: 549300XP7ILZSI1BWP36 | Long             | ABS-O            | CORP              | US        |      5335000 | PA      | $4884683.32    | 0.01%             | 2033-05-25      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                             | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                                        | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13922800 | PA      | $12625292.85   | 0.02%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                             | TMCL 20-1A B 144A 4.94% 08-21-45/05-21-29                                                        | CUSIP: 88315LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5581887 | PA      | $5245668.03    | 0.01%             | 2045-08-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                          | TIF 20-1 B 144A 3.82% 08-20-45/02-22-28                                                          | CUSIP: 872480AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1513917 | PA      | $1328411.91    | 0.00%             | 2045-08-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                                     | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                          | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3861781 | PA      | $3311126.00    | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                              | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                                        | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |      3174182 | PA      | $2769260.70    | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                           | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                         | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5830468 | PA      | $5122759.52    | 0.01%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                                     | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                         | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       982342 | PA      | $808220.33     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                                     | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                                         | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12361852 | PA      | $10331195.71   | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                                       | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                                        | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23320185 | PA      | $20719424.97   | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-4                                                       | TPMT 19-4 M1B 144A FRN 10-25-59/11-25-33                                                         | CUSIP: 89178BAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $3860955.00    | 0.01%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                                       | TPMT 18-3 M2 144A FRN 05-25-58                                                                   | CUSIP: 89175MAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6000000 | PA      | $4821486.00    | 0.01%             | 2058-05-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                            | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                                            | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29677451 | PA      | $25832113.63   | 0.04%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                                       | TPMT 16-2 B2 144A FRN 08-25-55/10-25-32                                                          | CUSIP: 89172PAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2900000 | PA      | $2533950.40    | 0.00%             | 2055-08-25      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES TBW_07-2                                    | TBW 07-2 A4B AGCP FRN (L+42) 07-25-37                                                            | CUSIP: 872227AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7487701 | PA      | $6832572.18    | 0.01%             | 2037-07-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                                       | TPMT 17-6 A2 144A FRN 10-25-57                                                                   | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2704686.00    | 0.00%             | 2057-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 2.5 UMBS TBA 12-01-52                                                                       | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1000000 | PA      | $846527.00     | 0.00%             | 2052-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 6.0 UMBS TBA 01-01-53                                                                       | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    284018879 | PA      | $288298759.49  | 0.41%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 6.5 UMBS TBA 01-01-53                                                                       | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1636933965 | PA      | $1676690180.21 | 2.36%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.5 UMBS TBA 01-01-53                                                                       | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    714386111 | PA      | $716371390.00  | 1.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.5 UMBS TBA 01-01-53                                                                       | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    193690756 | PA      | $186440717.31  | 0.26%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | UMBS  30YR TBA(REG A) 2.5 UMBS TBA 01-01-53                                                      | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    314936192 | PA      | $266745600.71  | 0.38%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.0 UMBS TBA 01-01-53                                                                       | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92924243 | PA      | $91580000.90   | 0.13%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.0 UMBS TBA 01-01-53                                                                       | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       992000 | PA      | $930468.22     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | UMBS  30YR TBA(REG A) 2.0 UMBS TBA 01-01-53                                                      | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1197974636 | PA      | $975066297.50  | 1.37%             | 2053-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | UMBS  30YR TBA(REG A) 3.0 UMBS TBA 01-01-53                                                      | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     82504505 | PA      | $72425589.66   | 0.10%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCI 4.0 UMBS TBA 01-01-38                                                                       | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19000000 | PA      | $18524202.00   | 0.03%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCI 1.5 UMBS TBA 01-01-38                                                                       | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       839555 | PA      | $727010.97     | 0.00%             | 2038-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCI 2.5 UMBS TBA 01-01-38                                                                       | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48000000 | PA      | $43929120.00   | 0.06%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    264470225 | PA      | $260603141.37  | 0.37%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 6.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    563683299 | PA      | $571692675.00  | 0.81%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    494618000 | PA      | $464054069.93  | 0.65%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 5.5 UMBS TBA 02-01-53                                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    577400000 | PA      | $578711275.40  | 0.82%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 3.0 UMBS TBA 02-01-53                                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395495495 | PA      | $347489856.32  | 0.49%             | 2053-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 3.5 UMBS TBA 02-01-53                                                                       | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79757486 | PA      | $72515586.03   | 0.10%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                               | FNCL 4.5 UMBS TBA 02-01-53                                                                       | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103330000 | PA      | $99474344.38   | 0.14%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C11                                             | WFRBS 13-C11 AS 3.311% 03-15-45                                                                  | CUSIP: 92937EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       132562 | PA      | $132227.65     | 0.00%             | 2045-03-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C12                                             | WFRBS 13-C12 B FRN 03-15-48/03-15-23                                                             | CUSIP: 92937FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1983924.00    | 0.00%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                             | WFRBS 14-C22 A4 3.488% 09-15-57/08-16-24                                                         | CUSIP: 92890KAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4279458 | PA      | $4128234.95    | 0.01%             | 2057-09-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                                         | WFCM 16-C34 A4 3.096% 06-15-49/04-15-26                                                          | CUSIP: 95000DBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6190000 | PA      | $5742116.36    | 0.01%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C28                                         | WFCM 15-C28 A4 3.54% 05-15-48/04-15-25                                                           | CUSIP: 94989JAZ9<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-CBDO         | CORP              | US        |      4380000 | PA      | $4173649.44    | 0.01%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-P2                                          | WFCM 15-P2 A4 3.809% 12-15-48/12-17-25                                                           | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1137000 | PA      | $1082142.02    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC18                                        | WFCM 14-LC18 A5 3.405% 12-15-47/12-17-24                                                         | CUSIP: 94989AAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       290058 | PA      | $276946.51     | 0.00%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C13                                             | WFRBS 13-C13 B 3.553% 05-15-45/05-17-23                                                          | CUSIP: 92937UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $491406.00     | 0.00%             | 2045-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19                                             | WFRBS 14-C19 B FRN 03-15-47/24                                                                   | CUSIP: 92938VAT2<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1913870.00    | 0.00%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C34                                         | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                                          | CUSIP: 95000DBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       380000 | PA      | $345956.94     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_14-LC16                                        | WFCM 14-LC16 A5 3.817% 08-15-50/05-17-24                                                         | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-CBDO         | CORP              | US        |      2302000 | PA      | $2236008.57    | 0.00%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_13-C16                                             | WFRBS 13-C16 B FRN 09-15-46/23                                                                   | CUSIP: 92938EBF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1450000 | PA      | $1385789.65    | 0.00%             | 2046-09-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                                        | WFCM 15-LC22 C FRN 09-15-58                                                                      | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $899658.00     | 0.00%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C31                                         | WFCM 15-C31 A4 3.695% 11-15-48/10-20-25                                                          | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1331143.80    | 0.00%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C33                                         | WFCM 16-C33 A4 3.426% 03-15-59/02-18-26                                                          | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-CBDO         | CORP              | US        |      1320000 | PA      | $1239068.16    | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C36                                         | WFCM 16-C36 A4 3.065% 11-15-59                                                                   | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-CBDO         | CORP              | US        |      3853000 | PA      | $3510083.00    | 0.00%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C37                                         | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                                          | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |      6370000 | PA      | $6010317.95    | 0.01%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                         | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                                          | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       510000 | PA      | $476583.27     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                                         | WFCM 17-C40 A4 3.581% 10-15-50/09-17-27                                                          | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1154000 | PA      | $1069728.00    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3                                        | WFCM 15-NXS3 D 144A 3.153% 09-15-57                                                              | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-CBDO         | CORP              | US        |      1667000 | PA      | $1357498.11    | 0.00%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                                         | WFCM 18-C46 A3 3.888% 08-15-51                                                                   | CUSIP: 95001QAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6500000 | PA      | $6155006.00    | 0.01%             | 2051-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54                                         | WFCM 19-C54 A4 3.146% 12-15-52                                                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3898000 | PA      | $3413786.54    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                               | WMRK 22-WMRK A 144A FRN (TSFR1M+278.9) 11-15-27                                                  | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15228000 | PA      | $15214584.13   | 0.02%             | 2027-11-15      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-SG1                                         | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                                          | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |      6905664 | PA      | $6597008.34    | 0.01%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                         | CHICAGO IL BOE GO TAXABLE 09G 1.75% 12-15-25                                                     | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     13760000 | PA      | $11860225.60   | 0.02%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                                    | US DEPT OF VETERANS OH SF 4.425% 05-01-31                                                        | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |     24305000 | PA      | $20518912.93   | 0.03%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH                                                               | CT ST SFM PAC (75-500) HSG FIN AUTH 15C-1 SF 3.5% 11-15-45                                       | CUSIP: 20775CAU8<br>LEI: 5493003DXX0NRJKSH186 | Long             | DBT              | MUN               | US        |      1035000 | PA      | $1028385.32    | 0.00%             | 2045-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 4.45% 05-06-50                                                         | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     12536000 | PA      | $8929242.37    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 3.4% 05-06-30                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      7553000 | PA      | $6472936.11    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                        | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      4730000 | PA      | $4025745.57    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 2.5% 06-30-25                                          | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6596317.00    | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 2.3% 02-25-31                                                                 | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4084665.00    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 2.75% 06-01-31                                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     58116000 | PA      | $48307937.03   | 0.07%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 2.3% 06-01-27                                                                  | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     21596000 | PA      | $19240135.55   | 0.03%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 1.5% 06-03-30                                                            | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      6278000 | PA      | $5059032.13    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 1.2% 06-03-27                                                            | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4519000 | PA      | $3920286.73    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25                                                | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      4854000 | PA      | $4923048.15    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                        | AMERICAN HONDA FINANCE CORP SR UNSEC 1.2% 07-08-25                                               | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10182000 | PA      | $9316244.90    | 0.01%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                       | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      6320000 | PA      | $5755750.40    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 1.65% 02-01-28                                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25527000 | PA      | $21601636.63   | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 2.25% 02-01-32                                                                 | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     37037000 | PA      | $29126526.43   | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | ALPHABET INC SR UNSEC 1.1% 08-15-30                                                              | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      9030000 | PA      | $7087701.18    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 0.7% 04-08-26                                                           | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      6589000 | PA      | $5800164.92    | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30                                                         | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     18646000 | PA      | $14774008.93   | 0.02%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                                        | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30                  | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      8565000 | PA      | $7460500.43    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                            | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                          | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25208000 | PA      | $23351506.42   | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                              | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6308925.00    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 0.55% 08-20-25                                                                | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8126154.00    | 0.01%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.55% 08-20-60                                                                | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $1702254.33    | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 4.25% 11-21-49                                                               | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1377792.90    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 2.6% 11-21-24                                                                | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     30200000 | PA      | $28912845.80   | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                               | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     16395000 | PA      | $15270024.29   | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     48853000 | PA      | $44150947.60   | 0.06%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                  | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3295000.00    | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.25% 04-15-26                                    | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |      9306000 | PA      | $8446851.47    | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                            | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                                            | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3075000 | PA      | $2749585.05    | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                                         | ALLSTATE CORP SR UNSEC 0.75% 12-15-25                                                            | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      2089000 | PA      | $1855174.05    | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                                         | ALLSTATE CORP SR UNSEC 1.45% 12-15-30                                                            | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $4417276.50    | 0.01%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                      | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       570000 | PA      | $355275.30     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26                                               | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      7812000 | PA      | $6881208.01    | 0.01%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.75% 02-21-28                                    | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     20000000 | PA      | $16085580.00   | 0.02%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 2.125% 02-21-26                                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     35436000 | PA      | $30536299.72   | 0.04%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 2.45% 02-04-32                                                         | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4541124.00    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                                          | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     21006000 | PA      | $13235250.42   | 0.02%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 0.7% 02-08-26                                                                 | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10435000 | PA      | $9273480.15    | 0.01%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.375% 02-08-41                                                               | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4625000 | PA      | $3287260.38    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | APPLE INC SR UNSEC 2.65% 02-08-51                                                                | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      7990000 | PA      | $5307629.16    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                                           | ALPEK SAB DE CV 144A LIFE SR UNSEC 3.25% 02-25-31                                                | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      5000000 | PA      | $4173480.00    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                                 | ATLANTIC CITY ELECTRIC CO SR SEC 1ST LIEN 2.3% 03-15-31                                          | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      2175000 | PA      | $1776550.88    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                                 | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN SF 5.5% 04-20-26                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000000 | PA      | $4817010.00    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.25% 03-17-28                                     | CUSIP: 034863AZ3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      4816000 | PA      | $4058101.26    | 0.01%             | 2028-03-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.875% 03-17-31                                    | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      3600000 | PA      | $2948108.40    | 0.00%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 1.7% 03-25-26                                                                  | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14392000 | PA      | $12986664.38   | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 1.6% 04-15-26                                                       | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6213000 | PA      | $5531110.82    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                       | AMERICAN TOWER CORP SR UNSEC 2.7% 04-15-31                                                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11388000 | PA      | $9297094.87    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                                    | AMERISOURCEBERGEN CORP SR UNSEC 2.7% 03-15-31                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     42338000 | PA      | $35246977.73   | 0.05%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 6.0% 01-15-37                                                               | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      6135000 | PA      | $5689476.30    | 0.01%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                             | AEP TEXAS INC SR UNSEC 3.45% 05-15-51                                                            | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      6219000 | PA      | $4417467.64    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                                        | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                            | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |      1610000 | PA      | $1307389.23    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP ATLAS LUXCO 4 SARL              | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2105000 | PA      | $1742519.00    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 1.65% 05-12-28                                                           | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $21507375.00   | 0.03%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 2.1% 05-12-31                                                            | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $20479825.00   | 0.03%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_21-1                                           | TALNT 21-1 A 144A FRN 02-27-34/02-25-26                                                          | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |     27912000 | PA      | $24766596.72   | 0.03%             | 2034-02-27      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                             | TMCL 21-2A A 144A 2.23% 04-20-46                                                                 | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16640000 | PA      | $14177696.05   | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                         | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                              | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295480000 | PA      | $250211873.04  | 0.35%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-7                                                            | VZMT 22-7 A1A 5.23% 11-22-27/11-20-24                                                            | CUSIP: 92348KBC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2425000 | PA      | $2441247.50    | 0.00%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                          | WLAKE 21-2 B 144A 0.62% 07-15-26                                                                 | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10314000 | PA      | $9958424.85    | 0.01%             | 2026-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                          | WLAKE 21-2 C 144A 0.89% 07-15-26                                                                 | CUSIP: 96042RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13309000 | PA      | $12507798.20   | 0.02%             | 2026-07-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                          | WLAKE 21-2 D 144A 1.23% 12-15-26                                                                 | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8825000 | PA      | $8042469.60    | 0.01%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                         | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                                         | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5523000 | PA      | $5089427.93    | 0.01%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_22-1                                                             | WINDR 22-1A A CLO 144A FRN (TSFR3M+153) 07-20-35                                                 | CUSIP: 97316YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $9672310.00    | 0.01%             | 2035-07-20      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED WELF_22-1                                                           | WELF 22-1 A2 CLO 144A FRN (TSFR3M+195) 04-15-34                                                  | CUSIP: 94950TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4859900.00    | 0.01%             | 2034-04-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                                          | WLAKE 22-2A A2A 144A 3.36% 08-15-25                                                              | CUSIP: 96042VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       321606 | PA      | $318457.64     | 0.00%             | 2025-08-15      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_21-3A                                                            | WINDR 21-3A A CLO 144A FRN (L+115) 07-20-33                                                      | CUSIP: 97316DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       311000 | PA      | $298689.07     | 0.00%             | 2033-07-20      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                          | WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25                                                        | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4531000 | PA      | $4520170.91    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                                          | WLAKE 22-3 B 144A 5.99% 12-15-27/01-15-25                                                        | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5950000 | PA      | $5927449.50    | 0.01%             | 2027-12-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED WELF_22-1                                                           | WELF 22-1 C 144A CLO FRN (TSFR3M+285) 04-15-34                                                   | CUSIP: 94950TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1061899.30    | 0.00%             | 2034-04-15      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LTD WOODS_18-17A                                                       | WOODS 18-17 D CLO 144A FRN (L+285) 04-22-31                                                      | CUSIP: 66860PAG9<br>LEI: 549300VSNJNLNM3KF997 | Long             | ABS-O            | CORP              | KY        |      1838000 | PA      | $1558203.10    | 0.00%             | 2031-04-22      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2                                          | WLAKE 20-2 C 144A 2.01% 07-15-25                                                                 | CUSIP: 96042PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2573703 | PA      | $2548573.11    | 0.00%             | 2025-07-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                          | WLAKE 20-3A C 144A 1.24% 11-17-25                                                                | CUSIP: 96042QAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4153000 | PA      | $4049486.48    | 0.01%             | 2025-11-17      | Fixed         | 1.24%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-3                                          | WLAKE 20-3A D 144A 1.65% 02-17-26                                                                | CUSIP: 96042QAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8060000 | PA      | $7640759.10    | 0.01%             | 2026-02-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                      | WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29                                                   | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     11339000 | PA      | $9744271.70    | 0.01%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                            | AMAZON.COM INC SR UNSEC 3.875% 08-22-37                                                          | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       550000 | PA      | $489457.10     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | VERIZON COMMUNICATIONS INC SR UNSEC 4.329% 09-21-28                                              | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13420000 | PA      | $12929995.54   | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                             | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2165000 | PA      | $2196851.48    | 0.00%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                       | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 6.625% 07-31-26                                    | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3919928.00    | 0.01%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMORGAN CHASE & CO SR UNSEC 4.586% 04-26-33/32                                                  | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10752000 | PA      | $9984619.01    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                              | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                              | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      5866000 | PA      | $4894907.16    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AERCAP IRELAND CAPITAL DAC SR UNSEC 3.4% 10-29-33                                                | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     26819000 | PA      | $20406791.65   | 0.03%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                       | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 2.7% 11-15-51                                     | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10254000 | PA      | $6745809.23    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LTD                                                                 | RUTAS 2 AND 7 FINANCE LTD 144A LIFE SR SEC 1ST LIEN SF 0.0% 09-30-36                             | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |      1675333 | PA      | $1058860.89    | 0.00%             | 2036-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      8505000 | PA      | $5243230.44    | 0.01%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     14555000 | PA      | $12763046.62   | 0.02%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     14072000 | PA      | $11686458.27   | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                              | 7-ELEVEN INC 144A LIFE SR UNSEC 1.8% 02-10-31                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    107456000 | PA      | $82313122.75   | 0.12%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 4.75% 04-15-43                                                              | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $11344125.00   | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 4.5% 05-02-43                                                          | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       100000 | PA      | $75450.70      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11385748.00   | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD DEL CANAL DE PANAMA                                                             | AUTORIDAD DEL CANAL DE PANAMA 144A SR UNSEC SF 4.95% 07-29-35                                    | CUSIP: 05330GAA2<br>LEI: 549300W1ISP1PW2J2P64 | Long             | DBT              | CORP              | PA        |      5500000 | PA      | $5203715.00    | 0.01%             | 2035-07-29      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 3.35% 05-03-26                                                   | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       145000 | PA      | $138982.65     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                    | CHUBB INA HOLDINGS INC SR UNSEC 4.35% 11-03-45                                                   | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      1515000 | PA      | $1318875.68    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                         | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     20971000 | PA      | $20257608.52   | 0.03%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUTORIDAD DEL CANAL DE PANAMA                                                             | AUTORIDAD DEL CANAL DE PANAMA REG S SR UNSEC SF 4.95% 07-29-35                                   | CUSIP: N/A<br>LEI: 549300W1ISP1PW2J2P64       | Long             | DBT              | CORP              | PA        |      1025000 | PA      | $969783.25     | 0.00%             | 2035-07-29      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | ALLY FINANCIAL INC SR UNSEC 5.125% 09-30-24                                                      | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      3863000 | PA      | $3827394.73    | 0.01%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 3.875% 09-16-46                                                        | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      5690000 | PA      | $3825796.68    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                      | HOWMET AEROSPACE INC SR UNSEC 5.95% 02-01-37                                                     | CUSIP: 013817AK7<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | DBT              | CORP              | US        |     29000000 | PA      | $28200383.00   | 0.04%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                         | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-32                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2554812.00    | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 3.9% 04-01-26                                          | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1313000 | PA      | $1273443.25    | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.8% 07-10-45                                          | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1037892.25    | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                        | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     22786000 | PA      | $23753789.78   | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                      | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94065.40      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                              | AEP TRANSMISSION CO LLC SR UNSEC 3.1% 12-01-26                                                   | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     12269000 | PA      | $11517891.82   | 0.02%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.439% 10-06-48                                      | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      1155000 | PA      | $992324.03     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                       | AMERICAN EXPRESS CO SR UNSEC 3.0% 10-30-24                                                       | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19354580.00   | 0.03%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.0% 04-13-28                                        | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1907252.00    | 0.00%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.6% 04-15-48                                        | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      9275000 | PA      | $8106943.60    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 4.0% 01-17-29                                                           | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2027000 | PA      | $1949601.03    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                           | ASTRAZENECA PLC SR UNSEC 3.5% 08-17-23                                                           | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     15207000 | PA      | $15081283.73   | 0.02%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 4.3% 02-15-30                                                                  | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     71889000 | PA      | $67860628.00   | 0.10%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                            | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                            | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     31133000 | PA      | $29796180.11   | 0.04%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                    | EQUITABLE HOLDINGS INC SR UNSEC 3.9% 04-20-23                                                    | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      3617000 | PA      | $3605461.77    | 0.01%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.45% 01-23-39                                       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10022380.00   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      4979000 | PA      | $4950330.92    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.75% 01-23-29                                       | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     46001000 | PA      | $45505845.24   | 0.06%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.9% 01-23-31                                        | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3009609.00    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 5.95% 02-14-49                                                         | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     46102000 | PA      | $41208503.21   | 0.06%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | ALTRIA GROUP INC SR UNSEC 4.4% 02-14-26                                                          | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      7928000 | PA      | $7770446.86    | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T INC SR UNSEC 4.35% 03-01-29                                                                 | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     14011000 | PA      | $13353561.85   | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.8% 04-15-26                                       | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      1647000 | PA      | $1594844.45    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 4.375% 05-01-26                                   | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |      4425000 | PA      | $4036892.10    | 0.01%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.95% 07-01-24                                    | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     36469000 | PA      | $34932561.03   | 0.05%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                                              | ANHEUSER-BUSCH COS LLC SR UNSEC 4.9% 02-01-46                                                    | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     33000000 | PA      | $30165828.00   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                                                                         | ALLSTATE CORP SR UNSEC 3.85% 08-10-49                                                            | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $6699064.60    | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 4.25% 01-15-30                                                              | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      9050000 | PA      | $8024472.10    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                               | APACHE CORP SR UNSEC 5.35% 07-01-49                                                              | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     16725000 | PA      | $13541747.48   | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQ INC                                                             | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                     | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1733210.82    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC                                    | ARDAGH PACKAGING FINANCE PLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-26                           | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |      2500000 | PA      | $2170657.50    | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | ELEVANCE HEALTH INC SR UNSEC 2.375% 01-15-25                                                     | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1534000 | PA      | $1457350.62    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                        | AMEREN CORP SR UNSEC 2.5% 09-15-24                                                               | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      1616000 | PA      | $1546738.24    | 0.00%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | AVOLON HOLDINGS FUNDING LTD 144A LIFE SR UNSEC 3.25% 02-15-27                                    | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |     16000000 | PA      | $13713872.00   | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC                                                                                 | ADOBE INC SR UNSEC 1.9% 02-01-25                                                                 | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       647000 | PA      | $611728.15     | 0.00%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                                 | ADOBE INC SR UNSEC 2.3% 02-01-30                                                                 | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      6009000 | PA      | $5137328.45    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC                           | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 02-15-23                                              | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3557990.15    | 0.01%             | 2023-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 3.375% 02-21-50                                                               | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       825000 | PA      | $577230.23     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                 | AMGEN INC SR UNSEC 2.45% 02-21-30                                                                | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     18829000 | PA      | $15885707.21   | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                            | AMERICAN ELECTRIC POWER CO INC SR UNSEC 3.25% 03-01-50                                           | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     22050000 | PA      | $14910320.25   | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                              | AEP TRANSMISSION CO LLC SR UNSEC 3.65% 04-01-50                                                  | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       110000 | PA      | $84443.15      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.625% 04-01-30                                    | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9951750.00    | 0.01%             | 2030-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.5% 06-01-50                                        | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     14083000 | PA      | $12393955.40   | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 3.5% 06-01-30                                        | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2455000 | PA      | $2240815.98    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                                              | ARDAGH PACKAGING FINANCE PLC 144A LIFE SR SEC 1ST LIEN 5.25% 04-30-25                            | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3640000 | PA      | $3469968.32    | 0.00%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | ALLY FINANCIAL INC SR UNSEC 5.8% 05-01-25                                                        | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6372153.60    | 0.01%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                              | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.7% 05-15-40                                            | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     11472000 | PA      | $8582008.18    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                              | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25                                            | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       757000 | PA      | $697514.94     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA8426 11-20-52                                                                         | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148512114 | PA      | $140682852.22  | 0.20%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA8267 09-20-52                                                                         | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13472668 | PA      | $12762402.50   | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 5.0 TBA 02-01-53                                                                            | CUSIP: 21H050623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    452371178 | PA      | $448247814.71  | 0.63%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.858 725876 09-20-61                                                                       | CUSIP: 3620ACMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          443 | PA      | $436.22        | 0.00%             | 2061-09-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.885 725879 10-20-61                                                                       | CUSIP: 3620ACM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1396 | PA      | $1381.20       | 0.00%             | 2061-10-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.353 AC1008 10-20-63                                                                       | CUSIP: 36179ADM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1030 | PA      | $1012.64       | 0.00%             | 2063-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.855 776095 02-20-64                                                                       | CUSIP: 36176T7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          539 | PA      | $508.49        | 0.00%             | 2064-02-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 5.71 694836 09-20-59                                                                        | CUSIP: 36296L4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1207 | PA      | $1206.72       | 0.00%             | 2059-09-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 6.64 AA7554 07-20-64                                                                        | CUSIP: 36178FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         8906 | PA      | $8855.21       | 0.00%             | 2064-07-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 5.2 725893 09-20-64                                                                         | CUSIP: 3620ACNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          144 | PA      | $136.76        | 0.00%             | 2064-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 5.05 721648 04-20-61                                                                        | CUSIP: 3620A7WH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3026 | PA      | $2800.93       | 0.00%             | 2061-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 5.035 710085 09-20-61                                                                       | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         3429 | PA      | $3399.63       | 0.00%             | 2061-09-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.853 AE9612 01-20-65                                                                       | CUSIP: 36181DVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         2209 | PA      | $2118.86       | 0.00%             | 2065-01-20      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2RF 4.863 AG8238 12-20-64                                                                       | CUSIP: 36182DEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1893 | PA      | $1855.81       | 0.00%             | 2064-12-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                                        | G2SF 4.0 MA2893 06-20-45                                                                         | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        86654 | PA      | $83431.00      | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST HEAT_04-7                                                         | HEAT 04-7 M1 FRN (L+62) 01-25-35                                                                 | CUSIP: 437084FS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       217973 | PA      | $215693.99     | 0.00%             | 2035-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2019-MAUI HHT_19-MAUI                                                  | HHT 19-MAUI A FRN (L+115) 05-15-38/21                                                            | CUSIP: 41975AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1945512.00    | 0.00%             | 2038-05-17      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                                      | HAWT 21-INV1 A3 144A FRN 07-25-51                                                                | CUSIP: 44590HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4809221 | PA      | $3883532.40    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                                   | HPA 21-2 A 144A 1.901% 12-17-26                                                                  | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27433644 | PA      | $23734409.33   | 0.03%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                                   | HPA 22-1 A 144A 3.93% 04-17-39/04-19-27                                                          | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2968355 | PA      | $2787054.03    | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_22-1                                              | HOF 22-1 A1 144A 5.082% 07-25-67/08-01-26                                                        | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2411199 | PA      | $2346793.44    | 0.00%             | 2067-07-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2                           | ILPT 22-LPF2 A 144A FRN (TSFR1M+224.5) 10-15-39/24                                               | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23009000 | PA      | $23053844.54   | 0.03%             | 2039-10-15      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                                | IMPRL 22-NQM7 A1 144A 7.369% 11-25-67/26                                                         | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25320736 | PA      | $25998065.98   | 0.04%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19                                   | JPMBB 14-C19 A4 3.9965% 04-15-47/04/17/24                                                        | CUSIP: 46641WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2450154 | PA      | $2393942.57    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C19                                   | JPMBB 14-C19 B FRN 04-15-47/24                                                                   | CUSIP: 46641WBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $572002.80     | 0.00%             | 2047-04-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C16                         | JPMCC 13-C16 A4 4.1664% 12-15-46/10-15-23                                                        | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1020000 | PA      | $1005845.46    | 0.00%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C26                                   | JPMBB 14-C26 B 3.9508% 01-15-48                                                                  | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2333333 | PA      | $2142251.69    | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10                         | JPMCC 13-C10 C FRN 12-15-47/12-17-23                                                             | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $697311.00     | 0.00%             | 2047-12-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10                         | JPMCC 13-C10 B 3.6742% 12-15-47/02-15-23                                                         | CUSIP: 46639JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600000 | PA      | $2531422.40    | 0.00%             | 2047-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-C10                         | JPMCC 13-C10 AS 3.3715% 12-15-47/02-17-23                                                        | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $498770.50     | 0.00%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C18                                   | JPMBB 14-C18 A5 4.0793% 02-15-47/02-16-24                                                        | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8195000 | PA      | $8009735.64    | 0.01%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_14-C23                                   | JPMBB 14-C23 B FRN 09-15-47/09-17-24                                                             | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $93095.80      | 0.00%             | 2047-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                          | JPMCC 16-JP4 A4 FRN 12-15-49/11-18-26                                                            | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5095000 | PA      | $4759402.54    | 0.01%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                                    | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                                         | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1600000 | PA      | $1496846.40    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                                    | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                                         | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1682714 | PA      | $1548090.15    | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6                                  | JPMDB 19-COR6 A4 3.0565% 11-13-52/10-13-29                                                       | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       975000 | PA      | $840851.70     | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                         | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                    | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47523000 | PA      | $40710815.57   | 0.06%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                                   | LMAT 21-GS2 A1 144A FRN 04-25-61                                                                 | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8150302 | PA      | $7407214.18    | 0.01%             | 2061-04-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                               | LUXE 21-TRIP A 144A FRN (L+105) 10-15-38/24                                                      | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8807201 | PA      | $8437140.37    | 0.01%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                                   | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                                      | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8814648 | PA      | $7934637.42    | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-R1                                               | BRAVO 22-R1 A 144A 3.125% 01-29-70/25                                                            | CUSIP: 10568PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3126516 | PA      | $2785082.08    | 0.00%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| LAQ MORTGAGE TRUST COMMERICIAL MORTGAGE PASS-THROUGH CERTIFICATES LAQ_22-LAQ              | LAQ 22-LAQ A 144A (TSFR1M+172.39) 03-15-39/27                                                    | CUSIP: 50172LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5389009 | PA      | $5281886.75    | 0.01%             | 2039-03-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                                     | MSBAM 13-C9 A4 3.102% 05-15-46/04-17-23                                                          | CUSIP: 61762DAW1<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      2175000 | PA      | $2158700.55    | 0.00%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                                    | MSBAM 14-C17 A5 3.741% 08-15-47/07-17-24                                                         | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24170592 | PA      | $23421013.60   | 0.03%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C15                                                    | MSBAM 14-C15 A4 4.051% 04-15-47/02-16-24                                                         | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $245017.50     | 0.00%             | 2047-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C22                                                    | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                         | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1870000 | PA      | $1773408.89    | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C23                                                    | MSBAM 15-C23 A3 3.451% 07-15-50/05-16-25                                                         | CUSIP: 61690QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       559324 | PA      | $532512.95     | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C25                                                    | MSBAM 15-C25 A4 3.372% 10-15-48/08-15-25                                                         | CUSIP: 61765TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1231678.50    | 0.00%             | 2048-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C9                                                     | MSBAM 13-C9 B 3.708% 05-15-46/04-15-23                                                           | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |      1511000 | PA      | $1433624.71    | 0.00%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C16                                                    | MSBAM 14-C16 A4 3.6% 06-15-47/02-16-24                                                           | CUSIP: 61763MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       648712 | PA      | $631865.78     | 0.00%             | 2047-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C11                                                    | MSBAM 13-C11 A4 FRN 08-15-46                                                                     | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4035000 | PA      | $3977481.08    | 0.01%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C30                                                    | MSBAM 16-C30 A4 2.6% 09-15-49/08-17-26                                                           | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       245539 | PA      | $221616.99     | 0.00%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C27                                                    | MSBAM 15-C27 A4 3.753% 12-15-47/10-20-25                                                         | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       525000 | PA      | $498525.83     | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                                 | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                                         | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1730000 | PA      | $1587212.72    | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C31                                                    | MSBAM 16-C31 AS 3.102% 11-15-49/10-19-26                                                         | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2754189.00    | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                                    | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                          | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5280000 | PA      | $4947919.68    | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C13                                                    | MSBAM 13-C13 A4 4.039% 11-15-46/23                                                               | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1934000 | PA      | $1896683.47    | 0.00%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                                       | MCMLT 18-1 A1 144A FRN 05-25-62                                                                  | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       151787 | PA      | $146463.09     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS2                                                     | MCMLT 19-GS2 A1 144A FRN 08-25-59                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4001272 | PA      | $3759659.11    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-RPL1                                                                    | MFRA 21-RPL1 A1 144A FRN 07-25-60                                                                | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18900074 | PA      | $16645711.37   | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| MELLO WAREHOUSE SECURITIZATION TRUST MWST_21-3                                            | MWST 21-3 A 144A FRN (L+85) 11-25-55                                                             | CUSIP: 58552FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88549000 | PA      | $85672308.64   | 0.12%             | 2055-11-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                            | NRZT 19-2A A1 144A FRN 12-25-57                                                                  | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2167121 | PA      | $2057327.71    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATION TRUST NEWZ_21-1                                           | NEWZ 21-1 A 144A FRN (L+75) 05-25-55                                                             | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48794081 | PA      | $48089592.06   | 0.07%             | 2055-05-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                                       | OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1220000 | PA      | $1174423.24    | 0.00%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                                       | OMPT 17-1MKT C 144A 4.0163% 02-10-32/02-12-24                                                    | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $942465.00     | 0.00%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-J1                                                                       | OBX 22-J1 A2 144A FRN 02-25-52                                                                   | CUSIP: 67116WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1113473 | PA      | $899149.55     | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM7                                                                     | OBX 22-NQM7 A1 5.11% 08-25-62/26                                                                 | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3493575 | PA      | $3433220.18    | 0.00%             | 2062-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                                       | PRKCM 21-AFC2 A1 144A FRN 11-25-56/07-25-28                                                      | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19122450 | PA      | $15934641.63   | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                            | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                                | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7278000 | PA      | $6607426.91    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST RBIT_21-HB1                                                     | RBIT 21-HB1 A 144A FRN 11-25-31                                                                  | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19828272 | PA      | $18695027.24   | 0.03%             | 2031-11-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                                   | SCRT 17-1 HA FRN 01-25-56                                                                        | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25117172 | PA      | $23504372.98   | 0.03%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                                   | SCRT 17-1 MA 3.0% 01-25-56                                                                       | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3452398 | PA      | $3199247.17    | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                                   | SCRT 17-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     29308442 | PA      | $27403158.37   | 0.04%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                                   | SCRT 17-2 MA 3.0% 08-25-56                                                                       | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30255619 | PA      | $28108559.27   | 0.04%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                              | SCRT 17-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10444019 | PA      | $9835247.51    | 0.01%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                                   | SCRT 17-4 M45T 4.5% 06-25-57                                                                     | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4951185 | PA      | $4829871.51    | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                                   | SCRT 17-4 MT 3.5% 06-25-57                                                                       | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5467699 | PA      | $4957568.38    | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                                   | SCRT 17-4 HT FRN% 06-25-57                                                                       | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      8832235 | PA      | $8060544.84    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                                   | SCRT 18-2 MT 3.5% 11-25-57                                                                       | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9103641 | PA      | $8236445.96    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                            | SLST 18-1 A1 3.5% 06-25-28                                                                       | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19833391 | PA      | $18940273.71   | 0.03%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                              | SLST 18-2 A1 3.5% 11-25-28                                                                       | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14994281 | PA      | $14315474.73   | 0.02%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                                   | SCRT 19-2 MA 3.5% 08-25-58                                                                       | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     22600721 | PA      | $21326311.21   | 0.03%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                                   | SCRT 19-1 MA 3.5% 07-25-58                                                                       | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1375625 | PA      | $1301591.41    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-2                                                              | SLST 19-2 A1C 2.75% 09-25-29                                                                     | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     52165335 | PA      | $48021946.74   | 0.07%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                                   | SCRT 19-4 MA 3.0% 02-25-59                                                                       | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     98207442 | PA      | $91066386.48   | 0.13%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                              | SLST 19-3 A1C 2.75% 11-25-2029                                                                   | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     27273785 | PA      | $25062781.37   | 0.04%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                             | STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50                                                       | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |      1781374 | PA      | $1778488.31    | 0.00%             | 2050-02-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                                   | SCRT 19-3 MT 3.5% 10-25-58                                                                       | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      1607219 | PA      | $1454328.73    | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                                   | SCRT 19-2 MT 3.5% 08-25-58                                                                       | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2595532 | PA      | $2346726.62    | 0.00%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_19-3SC                                                | SCRT 19-3 MA 3.5% 10-25-58                                                                       | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       574133 | PA      | $543645.09     | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                                   | SCRT 19-1 MT 3.5% 07-25-58                                                                       | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3089953 | PA      | $2793839.35    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                                 | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                              | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1126000 | PA      | $963161.26     | 0.00%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                               | STACR 20-DNA5 M2 144A FRN (SOFR30A+280) 10-25-50                                                 | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1685870 | PA      | $1699716.08    | 0.00%             | 2050-10-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                                | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                            | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24742000 | PA      | $19799142.21   | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-FLWR                                                                 | SREIT 21-FLWR A 144A FRN (L+57.66) 07-15-36                                                      | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49039000 | PA      | $47139327.22   | 0.07%             | 2036-07-15      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                                               | STACR 21-DNA6 M1 144A FRN (SOFR30A+80) 10-25-41                                                  | CUSIP: 35564KKR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1110000 | PA      | $1095821.97    | 0.00%             | 2041-10-25      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                                  | SREIT 21-MFP A 144A FRN (L+73.08) 11-15-38/11-16-26                                              | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51446000 | PA      | $49556902.88   | 0.07%             | 2038-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                                        | SMRT 22-MINI A 144A FRN (TSFR1M+100) 01-15-39/01-16-24                                           | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50285000 | PA      | $48606386.13   | 0.07%             | 2039-01-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2016-DNA1                                                             | STACR 16-DNA1 M3 FRN (L+555) 07-25-28                                                            | CUSIP: 3137G0HW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2402021 | PA      | $2509429.73    | 0.00%             | 2028-07-25      | Variable      | 9.94%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22_DN3                                                | STACR 22-DNA3 M1A 144A FRN (SOFR30A+200) 04-25-42                                                | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9932982 | PA      | $9887956.26    | 0.01%             | 2042-04-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                               | STACR 22-DNA4 M1A 144A FRN (SOFR30A+220) 05-25-42                                                | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       234414 | PA      | $233800.41     | 0.00%             | 2042-05-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1                                     | SLST 22-1 A1 3.5% 05-25-32                                                                       | CUSIP: 35564CLZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     38425795 | PA      | $37072823.01   | 0.05%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                               | STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42                                                | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1909137 | PA      | $1932479.61    | 0.00%             | 2042-06-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                               | STACR 22-DNA6 M1B 144A FRN (SOFR30A+370) 09-25-42                                                | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10217000 | PA      | $10440037.11   | 0.01%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                               | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                                | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4106874 | PA      | $4114553.53    | 0.01%             | 2042-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-5                                                       | TPMT 17-5 A1 144A 2.55969% 02-25-57                                                              | CUSIP: 89169EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       297864 | PA      | $294921.74     | 0.00%             | 2057-02-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                                       | TPMT 17-6 A1 144A FRN 10-25-57                                                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3325131 | PA      | $3184919.84    | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Bond Fund of America

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst