# EDGAR Filing Document

**Accession Number:** 0001761673
**File Stem:** 0001145549-23-011719
**Filing Date:** 2023-2
**Character Count:** 836035
**Document Hash:** 79b78a5763da1d0f3a6d27aac17b56f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011719.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011719

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** American Funds Multi-Sector Income Fund
- **CENTRAL INDEX KEY:** 0001761673
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23409
- **FILM NUMBER:** 23675581

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

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

## Series and Classes Contracts Data

### American Funds Multi-Sector Income Fund (Series ID: S000065032)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000210538 | Class T       | MIAVX           |
| C000210539 | Class 529-A   | CMBKX           |
| C000210540 | Class R-5E    | RMDSX           |
| C000210541 | Class R-5     | RMDTX           |
| C000210542 | Class R-4     | RMDRX           |
| C000210543 | Class R-3     | RMDQX           |
| C000210544 | Class R-2E    | RMDPX           |
| C000210545 | Class R-2     | RMDOX           |
| C000210546 | Class R-1     | RMDNX           |
| C000210547 | Class F-3     | MIAZX           |
| C000210548 | Class F-2     | MIAYX           |
| C000210549 | Class F-1     | MIAWX           |
| C000210550 | Class C       | MIAUX           |
| C000210551 | Class A       | MIAQX           |
| C000210552 | Class 529-T   | CMBNX           |
| C000210553 | Class 529-F-1 | CMBOX           |
| C000210554 | Class 529-E   | CMBMX           |
| C000210555 | Class 529-C   | CMBLX           |
| C000210556 | Class R-6     | RMDUX           |
| C000220532 | Class 529-F-2 | CMBPX           |
| C000220533 | Class 529-F-3 | CMBQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Funds Multi-Sector Income fund

- **b. Investment Company Act file number:** 811-23409

- **c. CIK number of Registrant:** 0001761673

- **d. LEI of Registrant:** 549300J5Z0VG84MLRB27

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618-4518

  - **Telephone number:** 213-486-9200

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

- **a. Name of Series:** American Funds Multi-Sector Income fund

- **b. EDGAR series identifier (if any):** S000065032

- **c. LEI of Series:** 549300J5Z0VG84MLRB27

**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:** $9201859916.61

**Total Liabilities:** $88003066.44

**Net Assets:** $9113856850.17

**Delayed Delivery Securities:** $5287355.19

**Cash Not Reported:** $12650329.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7918.450000000000 | **1-Year:** -163340.160000000000 | **5-Year:** -775738.230000000000 | **10-Year:** -1399882.500000000000 | **30-Year:** -990499.900000000000

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

- **3-Month:** -8955.210000000000 | **1-Year:** -270770.450000000000 | **5-Year:** -1177277.950000000000 | **10-Year:** -517571.890000000000 | **30-Year:** -63359.520000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210538 | 0.71%                | 3.69%                | -0.29%               |
| Class ID C000210539 | 0.69%                | 3.66%                | -0.32%               |
| Class ID C000210540 | 0.71%                | 3.67%                | -0.30%               |
| Class ID C000210541 | 0.71%                | 3.69%                | -0.29%               |
| Class ID C000210542 | 0.69%                | 3.66%                | -0.31%               |
| Class ID C000210543 | 0.66%                | 3.64%                | -0.34%               |
| Class ID C000210544 | 0.71%                | 3.69%                | -0.29%               |
| Class ID C000210545 | 0.64%                | 3.57%                | -0.37%               |
| Class ID C000210546 | 0.66%                | 3.62%                | -0.35%               |
| Class ID C000210547 | 0.72%                | 3.69%                | -0.29%               |
| Class ID C000210548 | 0.71%                | 3.68%                | -0.29%               |
| Class ID C000210549 | 0.68%                | 3.66%                | -0.32%               |
| Class ID C000210550 | 0.63%                | 3.60%                | -0.38%               |
| Class ID C000210551 | 0.69%                | 3.66%                | -0.32%               |
| Class ID C000210552 | 0.71%                | 3.68%                | -0.30%               |
| Class ID C000210553 | 0.70%                | 3.68%                | -0.30%               |
| Class ID C000210554 | 0.68%                | 3.65%                | -0.33%               |
| Class ID C000210555 | 0.63%                | 3.60%                | -0.38%               |
| Class ID C000210556 | 0.72%                | 3.69%                | -0.29%               |
| Class ID C000220532 | 0.71%                | 3.69%                | -0.29%               |
| Class ID C000220533 | 0.71%                | 3.69%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-59662212.18            | $64123856.64                               |
| Month 2  | $-51822423.29            | $367068047.62                              |
| Month 3  | $-4084125.76             | $-77801653.46                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHESAPEAKE ENERGY CORP                                                       | CHESAPEAKE ENERGY CORP (NEW)                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        96 | NS      | $9059.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                    | CALIFORNIA RESOURCES CORP                                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       633 | NS      | $27541.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC ALLIED UNIVERSAL FINANCE CORP                    | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8665000 | PA      | $6299974.90   | 0.07%             | 2029-06-01      | Fixed         | 6.00%                 | 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        |  12760000 | PA      | $10562728.00  | 0.12%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                       | CHESAPEAKE ENERGY CORP (NEW) (SEGREGATED)                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     75499 | NS      | $7124840.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                     | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         5 | NS      | $2083.37      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP SR UNSEC 5.7% 04-01-28                                                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    822000 | PA      | $818688.98    | 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        |   3200000 | PA      | $3391315.20   | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  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        |    658000 | PA      | $556054.09    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                | COMMSCOPE INC 144A LIFE SR UNSEC 7.125% 07-01-28                                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3582470.00   | 0.04%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                                                      | AI CANDELARIA SPAIN SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                    | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   2135000 | PA      | $1627040.80   | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | 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        |   7330000 | PA      | $6305962.35   | 0.07%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B25                                        | BMARK 21-B25 B 2.635% 04-15-54/04-17-31                                               | CUSIP: 08163DAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $4015280.50   | 0.04%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR D 144A FRN (L+140) 06-15-38/23                                             | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9258862 | PA      | $8745986.09   | 0.10%             | 2038-06-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LONGFELLOW PLACE CLO LTD LONGF_13-1A                                         | LONGF 13-1A AR3 144A FRN (L+100) 04-15-29                                             | CUSIP: 54303PAY1<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-O            | CORP              | US        |   1123873 | PA      | $1120034.53   | 0.01%             | 2029-04-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_21-1                                        | LADAR 21-1A C 144 2.35% 04-15-27/06-16-25                                             | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2732142.00   | 0.03%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  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        |   1610000 | PA      | $1472293.48   | 0.02%             | 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        |  11890000 | PA      | $10838151.15  | 0.12%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   8508000 | PA      | $6824173.21   | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  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        |   5945000 | PA      | $5062726.33   | 0.06%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.24% 06-03-50                                    | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   2105000 | PA      | $1334700.51   | 0.01%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 5.5% 11-15-27                                                       | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3199672.00   | 0.04%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                                     | COSTA RICA REP OF 144A LIFE SF 6.125% 02-19-31                                        | CUSIP: 221597CP0<br>LEI: 549300DYYS8QPMR8OP36 | Long             | DBT              | NUSS              | CR        |   1700000 | PA      | $1657311.30   | 0.02%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 3.0% 01-30-30                                                         | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3800000 | PA      | $2917784.40   | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                          | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4186444.00   | 0.05%             | 2029-11-15      | Fixed         | 6.95%                 | 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        |  11954000 | PA      | $11657863.56  | 0.13%             | 2025-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.5% 04-01-25                           | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $236046.80    | 0.00%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.875% 11-01-24                            | CUSIP: 36120RAA7<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   7501000 | PA      | $6247657.91   | 0.07%             | 2024-11-01      | Fixed         | 7.88%                 | Yes           |                  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        |   5000000 | PA      | $4402600.00   | 0.05%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.5% 03-01-24                           | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  15245000 | PA      | $14936288.75  | 0.16%             | 2024-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 03-01-26                         | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    522000 | PA      | $495120.65    | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FS ENERGY AND POWER FUND                                                     | FS ENERGY AND POWER FUND 144A LIFE SR SEC 1ST LIEN 7.5% 08-15-23                      | CUSIP: 30264DAA7<br>LEI: 54930004XHN0QROEGZ58 | Long             | DBT              | CORP              | US        |   6804000 | PA      | $6826010.94   | 0.07%             | 2023-08-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                     | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1243686.00   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |    455000 | PA      | $420021.88    | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                         | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3700240.00   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                           | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                           | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $171547.47    | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                            | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  19783000 | PA      | $16409602.84  | 0.18%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                              | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                      | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   8495000 | PA      | $7724299.62   | 0.08%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  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        |      8984 | NS      | $13476.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NMG PARENT LLC                                                               | NMG PARENT LLC (NOT LISTED OR TRADING)                                                | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $42852.50     | 0.00%             |  |  |  | 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        |  13862000 | PA      | $11326848.13  | 0.12%             | 2030-03-01      | Fixed         | 2.65%                 | 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        |   1518000 | PA      | $1207531.05   | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP 144A SR UNSEC 6.125% 10-01-28                                   | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  10640000 | PA      | $9548655.20   | 0.10%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  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        |  12440000 | PA      | $10296314.32  | 0.11%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  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        |    810858 | PA      | $774127.36    | 0.01%             | 2038-06-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 21-SOAR C 144A FRN (L+110) 06-15-38/23                                             | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731459 | PA      | $693494.13    | 0.01%             | 2038-06-15      | Variable      | 5.42%                 | Yes           |                  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        |        28 | NS      | $4270.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                          | MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |       126 | NS      | $758.93       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 21-VOLT B 144A FRN (L+95) 09-15-36/23                                              | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2696000 | PA      | $2547156.54   | 0.03%             | 2036-09-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 21-VOLT A 144A FRN (L+70) 09-15-36/23                                              | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1733000 | PA      | $1671847.63   | 0.02%             | 2036-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.84% 04-22-51                                | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   2977000 | PA      | $2114804.24   | 0.02%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41                                    | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   1675000 | PA      | $1234201.98   | 0.01%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                      | BX 21-SDMF B 144A FRN (L+73.8) 09-15-34/23                                            | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2830833.00   | 0.03%             | 2034-09-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                      | BX 21-SDMF C 144A FRN (L+88.8) 09-15-34/23                                            | CUSIP: 12434CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $1975356.60   | 0.02%             | 2034-09-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51                                    | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   6015000 | PA      | $4272941.72   | 0.05%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           |                  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        |    246000 | PA      | $165247.06    | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                      | BX 21-SDMF D 144A FRN (L+138.7) 09-15-34/23                                           | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1879530.00   | 0.02%             | 2034-09-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA D 144A FRN (L+189.54) 10-15-36/26                                          | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1280423.34   | 0.01%             | 2036-10-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CARNELIAN POINT HOLDINGS LP                                                  | CARNELIAN POINT HOLDINGS LP WTS @10.25 USD 06-30-27 (DRS) (NOT LISTED OR TRADING)     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        11 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |       374 | NS      | $11394.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA C 144A FRN (L+164.6) 10-15-36/26                                           | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1992000 | PA      | $1861402.49   | 0.02%             | 2036-10-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 21-ARIA B 144A FRN (L+129.7) 10-15-36/26                                           | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10749000 | PA      | $10110423.41  | 0.11%             | 2036-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                              | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  32348000 | PA      | $26504139.71  | 0.29%             | 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        |    300000 | PA      | $272448.30    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  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        |   1992000 | PA      | $1898292.34   | 0.02%             | 2036-10-15      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 21-ACNT B 144A FRN (L+125) 11-15-38/11-16-26                                       | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12188000 | PA      | $11692935.63  | 0.13%             | 2038-11-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I ALLEG_16-1A                                                    | ALLEG 16-1A AR2 FRN (L+95) 01-15-30                                                   | CUSIP: 01749TAN0<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-O            | CORP              | KY        |   2802014 | PA      | $2772816.76   | 0.03%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  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        |   8000000 | PA      | $6579848.00   | 0.07%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.875% 05-01-29                                                     | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1738314.75   | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.625% 01-15-29                                                     | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   8765000 | PA      | $7722184.13   | 0.08%             | 2029-01-15      | Fixed         | 4.62%                 | 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        |  21075000 | PA      | $19076036.25  | 0.21%             | 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        |  22085000 | PA      | $19696441.00  | 0.22%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-30                       | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5203920.00   | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                  | TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32                                         | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $150329.34    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | 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        |   5305000 | PA      | $5111590.31   | 0.06%             | 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        |   3680000 | PA      | $3302045.60   | 0.04%             | 2027-08-17      | Fixed         | 4.12%                 | 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        |   9470000 | PA      | $8464001.90   | 0.09%             | 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        |  22184147 | PA      | $19624096.44  | 0.22%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | 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        |   2102000 | PA      | $2025543.95   | 0.02%             | 2038-11-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 21-ACNT C 144A FRN (L+150) 11-15-38/11-16-26                                       | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1962000 | PA      | $1868053.55   | 0.02%             | 2038-11-15      | Variable      | 5.82%                 | Yes           |                  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        |    290000 | PA      | $250487.50    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC SR UNSEC BACKSTOP (UNFUNDED) (RIGHTS) 0.0% 05-25-23           | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | DBT              | CORP              | US        |   3991753 | PA      | $5309031.49   | 0.06%             | 2023-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                         | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  19038000 | PA      | $17901107.75  | 0.20%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  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        |   1100000 | PA      | $867948.40    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  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        |   1836000 | PA      | $1755555.66   | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  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        |   1160000 | PA      | $784663.44    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 21-ACNT D 144A FRN (L+185) 11-15-38/11-16-26                                       | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2982000 | PA      | $2825519.55   | 0.03%             | 2038-11-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                                  | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1622644 | PA      | $1407135.80   | 0.02%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  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        |   4597000 | PA      | $3726328.20   | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                       | TAMPA ELECTRIC CO SR UNSEC 5.0% 07-15-52                                              | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1594274.18   | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                       | BX 22-AHP C 144A FRN (TSFR1M+209) 02-15-39/01-16-24                                   | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3800624.00   | 0.04%             | 2039-02-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                       | BX 22-AHP B 144A FRN (TSFR1M+184) 02-15-39/01-16-24                                   | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2848803.00   | 0.03%             | 2039-02-15      | Variable      | 6.18%                 | Yes           |                  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        |   1397000 | PA      | $1421207.22   | 0.02%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | DIEBOLD NIXDORF INC SR UNSEC BACKSTOP (UNFUNDED) 0.0% 07-15-23                        | CUSIP: N/A<br>LEI: 549300XZK6EWDBAZSY16       | Long             | DBT              | CORP              | US        |   1295103 | PA      | $1295103.19   | 0.01%             | 2023-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.875% 10-15-27        | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4221041.95   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                       | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1415224.60   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-LP2                                       | BX 22-LP2 D 144A FRN (TSFR1M+196.08) 02-15-39/24                                      | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2785170 | PA      | $2602159.21   | 0.03%             | 2039-02-15      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                     | BINOM 22-RPL1 A1 144A FRN 02-25-61/01-25-27                                           | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1181684 | PA      | $1055079.67   | 0.01%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                        | UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 8.0% 11-01-26                                | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  13360000 | PA      | $13433105.92  | 0.15%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  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        |     75000 | PA      | $64383.30     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6465000 | PA      | $5650474.65   | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29         | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $4981723.56   | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                   | BXSC 22-WSS D 144A FRN (TSFR1M+318.8) 03-15-35/27                                     | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2485000 | PA      | $2375754.43   | 0.03%             | 2035-03-15      | Variable      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                           | BX 22-IND D 144A FRN (TSFR1M+283.9) 04-15-37/27                                       | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    734733 | PA      | $695954.97    | 0.01%             | 2037-04-15      | Variable      | 7.17%                 | Yes           |                  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        |   2961000 | PA      | $2589119.13   | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 1ST LIEN 5.875% 11-01-29                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8925 | PA      | $6916.66      | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | 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        |   2750000 | PA      | $2700296.50   | 0.03%             | 2039-05-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 22-BOCA                                       | BOCA 22-BOCA B 144A FRN (TSFR1M+231.91) 05-15-39/05-17-27                             | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2694000 | PA      | $2602581.80   | 0.03%             | 2039-05-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                      | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                       | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |  15395000 | PA      | $12755865.94  | 0.14%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FIBRA SOMA                                                                   | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31 | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3933000 | PA      | $2946442.35   | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B35                                        | BMARK 22-B35 C FRN 05-15-55/05-17-32                                                  | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9224934 | PA      | $7234479.22   | 0.08%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                       | BX 22-CSMO B 144A FRN (TSFR1M+314.07) 06-15-27                                        | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9950240.00   | 0.11%             | 2027-06-15      | Variable      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BXT_21-MFM1                                                                  | BX 21-MFM1 B 144A FRN (L+95) 01-15-34/01-17-23                                        | CUSIP: 05608VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3835792.00   | 0.04%             | 2034-01-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 22-PSB B 144A FRN (TSFR1M+294.9) 08-15-39/08-16-27                                 | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6590749 | PA      | $6549979.01   | 0.07%             | 2039-08-15      | Variable      | 7.28%                 | 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        |   4200000 | PA      | $3652530.00   | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  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        |  18685000 | PA      | $12620914.05  | 0.14%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 22-PSB C 144A FRN (TSFR1M+369.7) 08-15-39/08-16-27                                 | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9611798 | PA      | $9583375.76   | 0.11%             | 2039-08-15      | Variable      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 22-PSB A 144A FRN  (TSFR1M+245.1) 08-15-29/08-16-27                                | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19771260 | PA      | $19757063.84  | 0.22%             | 2039-08-15      | Variable      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                           | BANK 22-BNK43 B FRN 08-15-55/08-16-32                                                 | CUSIP: 06541QBK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $4668053.25   | 0.05%             | 2055-08-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B36                                        | BMARK 22-B36 B FRN 07-15-55/08-17-32                                                  | CUSIP: 08163QBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $6387180.00   | 0.07%             | 2055-07-15      | Variable      | 4.87%                 | 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        |   1046000 | PA      | $874316.88    | 0.01%             | 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        |   8075000 | PA      | $7548267.75   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.25% 01-15-30                              | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4989181.50   | 0.05%             | 2030-01-15      | Fixed         | 5.25%                 | 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        |     13000 | PA      | $9430.23      | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.75% 05-15-30         | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5200437.98   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  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        |   2500000 | PA      | $2385612.50   | 0.03%             | 2024-09-08      | Fixed         | 3.66%                 | 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        |  10868000 | PA      | $7403629.38   | 0.08%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                       | UPC BROADBAND FINCO BV 144A LIFE SR SEC 1ST LIEN 4.875% 07-15-31                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   8130000 | PA      | $6778875.30   | 0.07%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17                     | BBCMS 22-C17 B FRN 09-15-55/08-17-32                                                  | CUSIP: 054976AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11003000 | PA      | $9677039.47   | 0.11%             | 2055-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                           | BX 22-GPA C 144 FRN (TSFR1M+321.3) 10-15-39/08-09-24                                  | CUSIP: 05608UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4977000 | PA      | $4936895.33   | 0.05%             | 2039-10-15      | Variable      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.375% 04-15-26                         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1504374.12   | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.625% 04-15-29                         | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1147273.07   | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                  | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  28995000 | PA      | $24301724.33  | 0.27%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  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        |    221000 | PA      | $159219.23    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | 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        |  13620000 | PA      | $12602354.46  | 0.14%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                          | GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27                                  | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   6520000 | PA      | $5792335.40   | 0.06%             | 2027-05-15      | Fixed         | 7.00%                 | Yes           |                  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        |   2850000 | PA      | $2260420.50   | 0.02%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                           | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.75% 01-15-32                              | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3758798.00   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | 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        |    333333 | PA      | $312911.01    | 0.00%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  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        |   5230000 | PA      | $4873110.03   | 0.05%             | 2030-04-01      | Fixed         | 3.62%                 | 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        |     67000 | PA      | $55044.59     | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | 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        |   3270000 | PA      | $3054507.00   | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GARTNER INC                                                                  | GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $4459987.83   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                            | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $144854.10    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                        | GFL ENVIRONMENTAL INC 144A LIFE SR UNSEC 4.0% 08-01-28                                | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $3853417.50   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                            | GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27                                              | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  15212000 | PA      | $14387813.84  | 0.16%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                            | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  26515000 | PA      | $18052949.87  | 0.20%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PECF USS INTERMEDIATE HOLDING III CORPORATION                                | PECF USS INTERMEDIATE HOLDING III CORP 144A LIFE SR UNSEC 8.0% 11-15-29               | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2037598.70   | 0.02%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                             | GUARA NORTE SARL 144A LIFE SR SEC 1ST LIEN SF 5.198% 06-15-34                         | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |   2502246 | PA      | $2120838.96   | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31                                   | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  22422000 | PA      | $17935133.58  | 0.20%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                         | GLENCORE FUNDING LLC 144A LIFE SR UNSEC 3.875% 04-27-51                               | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1440948.00   | 0.02%             | 2051-04-27      | Fixed         | 3.88%                 | Yes           |                  2 | 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        |   5600000 | PA      | $4979021.60   | 0.05%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                 | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                       | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $6764088.63   | 0.07%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  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        |  12330000 | PA      | $10679185.62  | 0.12%             | 2032-02-14      | Fixed         | 2.80%                 | 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        |   7019000 | PA      | $6683554.97   | 0.07%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                             | GUARA NORTE SARL REG S SR UNSEC SF 5.198% 06-15-34                                    | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | BR        |   5718380 | PA      | $4846749.87   | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  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        |   2395000 | PA      | $1942347.40   | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | 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        |   1210000 | PA      | $1123925.44   | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                  | GARTNER INC 144A LIFE SR UNSEC 3.625% 06-15-29                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $4690000.25   | 0.05%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GOL FINANCE SA                                                               | GOL FINANCE SA REG S SR SEC 1ST LIEN 8.0% 06-30-26                                    | CUSIP: N/A<br>LEI: 5299007RH8MA67ZC6J07       | Long             | DBT              | CORP              | LU        |    823000 | PA      | $490358.21    | 0.01%             | 2026-06-30      | Fixed         | 8.00%                 | Yes           |                  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        |    159000 | PA      | $149841.76    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   9420000 | PA      | $9014092.20   | 0.10%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ARIS MINING CORP                                                             | ARIS MINING CORP 144A LIFE SR UNSEC 6.875% 08-09-26                                   | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |   1860000 | PA      | $1461048.60   | 0.02%             | 2026-08-09      | Fixed         | 6.88%                 | 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        |   2000000 | PA      | $1598218.00   | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                    | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                  | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6007887 | PA      | $5986270.77   | 0.07%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30                                         | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8779922.00   | 0.10%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER SAU                                                    | GRIFOLS ESCROW ISSUER SA 144A LIFE SR UNSEC 4.75% 10-15-28                            | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |   1510000 | PA      | $1305621.50   | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $17029354.50  | 0.19%             | 2032-10-21      | Variable      | 2.65%                 | 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        |   8500000 | PA      | $8797364.00   | 0.10%             | 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        |   4300000 | PA      | $4671270.60   | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1747001.55   | 0.02%             | 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        |  15975000 | PA      | $11540899.13  | 0.13%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  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        |    124000 | PA      | $135449.17    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                         | VENATOR FINANCE SARL 144A LIFE SR UNSEC 5.75% 07-15-25                                | CUSIP: 9226APAA3<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |   3015000 | PA      | $1034386.20   | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                   | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6213375.00   | 0.07%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                   | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8084750.00   | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  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        |  14460000 | PA      | $12313803.42  | 0.14%             | 2025-11-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 9.0% 12-15-25                                | CUSIP: 91911KAP7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2430000 | PA      | $1921473.90   | 0.02%             | 2025-12-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                   | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                          | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |   1670000 | PA      | $1171636.93   | 0.01%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                   | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |    765000 | PA      | $401418.45    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | 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        |   4095000 | PA      | $3615127.43   | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  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        |    145000 | PA      | $127142.53    | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                | VALVOLINE INC 144A LIFE SR UNSEC 4.25% 02-15-30                                       | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5791933.96   | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                             | VAIL RESORTS INC 144A LIFE SR UNSEC 6.25% 05-15-25                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   9932000 | PA      | $9949092.97   | 0.11%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  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        |    248000 | PA      | $246054.69    | 0.00%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VENATOR FINANCE SARL                                                         | VENATOR FINANCE SARL 144A LIFE SR SEC 1ST LIEN 9.5% 07-01-25                          | CUSIP: 9226ALAA2<br>LEI: 2221000BJZTBBAJL7429 | Long             | DBT              | CORP              | LU        |   8610000 | PA      | $6242250.00   | 0.07%             | 2025-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                   | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6780280.00   | 0.07%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 3.436% 02-24-43/42                                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2223571.28   | 0.02%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  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        |  14534000 | PA      | $11310286.13  | 0.12%             | 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        |   2473000 | PA      | $1678358.33   | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | 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        |   9660000 | PA      | $9012277.68   | 0.10%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTER CO LTD 144A LIFE SR UNSEC 4.4% 03-30-32                            | CUSIP: 36830BAD7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |   1600000 | PA      | $1421416.00   | 0.02%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  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        |    707000 | PA      | $446297.99    | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  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        |    180000 | PA      | $107467.02    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTER CO LTD REG S SR UNSEC 4.4% 03-30-32                                | CUSIP: 36830DAD3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |  11500000 | PA      | $10216427.50  | 0.11%             | 2032-03-30      | Fixed         | 4.40%                 | Yes           |                  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        |  15140000 | PA      | $15736137.50  | 0.17%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                                                | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                      | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   9015000 | PA      | $7408797.45   | 0.08%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VM FUND                                                                      | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                            | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7828346 | PA      | $7710920.81   | 0.08%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                    | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  14466000 | PA      | $11931947.38  | 0.13%             | 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        |   3200000 | PA      | $2418745.60   | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  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        |   2710000 | PA      | $2779945.10   | 0.03%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                               | GE HEALTHCARE TECHNOLOGIES INC 144A SR UNSEC 6.377% 11-22-52                          | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3284690.40   | 0.04%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                       | CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1247936.00   | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERISIGN INC                                                                 | VERISIGN INC SR UNSEC 2.7% 06-15-31                                                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    729000 | PA      | $595534.68    | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  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        |   7120000 | PA      | $6907524.96   | 0.08%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                                              | HANESBRANDS INC 144A LIFE SR UNSEC 4.875% 05-15-26                                    | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |  12889000 | PA      | $11539792.37  | 0.13%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  12680000 | PA      | $11117253.40  | 0.12%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  13480000 | PA      | $11508550.00  | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | 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        |    438000 | PA      | $415580.97    | 0.00%             | 2025-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                    | HUARONG FINANCE II CO LTD REG S SR UNSEC 5.0% 11-19-25                                | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $184869.60    | 0.00%             | 2025-11-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                          | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.3% 11-15-31                                 | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $6765986.86   | 0.07%             | 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        |   8169000 | PA      | $6622926.89   | 0.07%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  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        |    216000 | PA      | $190890.00    | 0.00%             | 2026-06-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                                    | HUARONG FINANCE II CO LTD REG S SR UNSEC 4.875% 11-22-26                              | CUSIP: N/A<br>LEI: 549300BHVD63HE2GHX17       | Long             | DBT              | CORP              | HK        |    698000 | PA      | $624983.62    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | Yes           |                  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        |   8090000 | PA      | $6588746.79   | 0.07%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  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        |    876000 | PA      | $832671.29    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  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        |   1000000 | PA      | $873750.00    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           |                  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        |   3500000 | PA      | $2995310.50   | 0.03%             | 2027-11-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.0% 05-01-26                                | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  10885000 | PA      | $10678402.70  | 0.12%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC SR UNSEC 5.375% 09-01-26                                                      | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420848.18    | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | 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        |   8380000 | PA      | $7988377.46   | 0.09%             | 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        |   6694000 | PA      | $6211195.25   | 0.07%             | 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        |   4250000 | PA      | $3765563.75   | 0.04%             | 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        |  11816000 | PA      | $9397831.97   | 0.10%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC SR UNSEC 5.625% 09-01-28                                                      | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4343963.92   | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | 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        |   2870000 | PA      | $2867066.86   | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | 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        |   1987000 | PA      | $1970954.98   | 0.02%             | 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        |  13681000 | PA      | $13545886.44  | 0.15%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                  | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 3.75% 05-29-24                             | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $190170.80    | 0.00%             | 2024-05-29      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HARSCO CORP                                                                  | HARSCO CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                         | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  11774000 | PA      | $9314964.78   | 0.10%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC                                                           | WYNN LAS VEGAS LLC 144A LIFE SR UNSEC 4.25% 05-30-23                                  | CUSIP: 983130AU9<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |  13241000 | PA      | $13070376.47  | 0.14%             | 2023-05-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                               | WESTERN MIDSTREAM OPERATING LP SR UNSEC 5.45% 04-01-44                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    112000 | PA      | $93239.44     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | 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        |   7040000 | PA      | $6274505.60   | 0.07%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3141299.40   | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                               | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.5% 03-01-28                                 | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $6566718.10   | 0.07%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                               | WESTERN MIDSTREAM OPERATING LP SR UNSEC 4.75% 08-15-28                                | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2749755.30   | 0.03%             | 2028-08-15      | Fixed         | 4.75%                 | 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        |     50000 | PA      | $43714.95     | 0.00%             | 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        |    130000 | PA      | $96062.33     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | 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        |     10000 | PA      | $8160.49      | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  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        |   5300000 | PA      | $4551454.50   | 0.05%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.75% 05-01-28                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2011553.55   | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                         | HOWMET AEROSPACE INC SR UNSEC 6.875% 05-01-25                                         | CUSIP: 443201AA6<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3083.40      | 0.00%             | 2025-05-01      | Fixed         | 6.88%                 | 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        |     22000 | PA      | $19253.85     | 0.00%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                               | WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.35% 02-01-25                                | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2052095.25   | 0.02%             | 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        |    200000 | PA      | $165115.00    | 0.00%             | 2050-02-01      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.478% 04-04-31/30                                          | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  41700000 | PA      | $39188992.80  | 0.43%             | 2031-04-04      | Variable      | 4.48%                 | 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        |   5020000 | PA      | $5000100.72   | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $7091304.72   | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | 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        |    751000 | PA      | $705044.06    | 0.01%             | 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        |  12234750 | PA      | $11329500.44  | 0.12%             | 2061-02-25      | Variable      | 4.00%                 | Yes           |                  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        |  10520000 | PA      | $10066272.40  | 0.11%             | 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        |   2466000 | PA      | $2225565.00   | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                        | LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26                                             | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4463000 | PA      | $4266212.94   | 0.05%             | 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        |   1534000 | PA      | $1489946.59   | 0.02%             | 2026-04-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                         | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                        | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   8865000 | PA      | $7651594.26   | 0.08%             | 2030-07-15      | 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        |   2410000 | PA      | $1929674.95   | 0.02%             | 2031-02-15      | Fixed         | 3.00%                 | Yes           |                  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        |  11905000 | PA      | $9984604.45   | 0.11%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  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        |  10559000 | PA      | $6345737.26   | 0.07%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                 | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |  13385000 | PA      | $12030438.00  | 0.13%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                         | WASTE MANAGEMENT INC SR UNSEC 2.5% 11-15-50                                           | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $4213870.67   | 0.05%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                            | WFCM 17-C40 C FRN 10-15-50/09-17-27                                                   | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2154000 | PA      | $1824351.84   | 0.02%             | 2050-10-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WILLIAMS COS INC SR UNSEC 2.6% 03-15-31                                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7305003.00   | 0.08%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                             | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26             | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |  19855000 | PA      | $18736270.03  | 0.21%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ATKORE INC                                                                   | ATKORE INC 144A LIFE SR UNSEC 4.25% 06-01-31                                          | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4938933.75   | 0.05%             | 2031-06-01      | Fixed         | 4.25%                 | 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        |     65000 | PA      | $54235.42     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                                               | WHEEL PROS INC 144A LIFE SR UNSEC 6.5% 05-15-29                                       | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14750000 | PA      | $5236250.00   | 0.06%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                                       | WR GRACE HOLDINGS LLC 144A LIFE SR UNSEC 5.625% 08-15-29                              | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1664077.35   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS3                           | WFCM 15-NXS3 B FRN 09-15-57/09-17-25                                                  | CUSIP: 94989VAJ8<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $3783943.30   | 0.04%             | 2057-09-17      | Variable      | 4.50%                 | 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        |   3561000 | PA      | $2899850.50   | 0.03%             | 2057-09-15      | Fixed         | 3.15%                 | 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        |   2240000 | PA      | $1763070.40   | 0.02%             | 2031-09-16      | Fixed         | 1.95%                 | 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        |   2555000 | PA      | $2200621.50   | 0.02%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                         | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                        | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |  12415000 | PA      | $12254759.60  | 0.13%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WEWORK COMPANIES LLC                                                         | WEWORK COS LLC 144A LIFE SR UNSEC 5.0% 07-10-25                                       | CUSIP: 96209BAA0<br>LEI: 549300HPTU3F8QRDLE02 | Long             | DBT              | CORP              | US        |  14325000 | PA      | $4758908.25   | 0.05%             | 2025-07-10      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2750745.17   | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                          | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3108831.23   | 0.03%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                            | WFCM 18-C46 B 4.633% 08-15-51                                                         | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2903000 | PA      | $2564057.33   | 0.03%             | 2051-08-15      | Fixed         | 4.63%                 | 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  | 0.17%             | 2027-11-15      | Variable      | 7.12%                 | Yes           |                  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        |   5500000 | PA      | $5380892.00   | 0.06%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WILLIAMS COS INC SR UNSEC 4.65% 08-15-32                                              | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7003897.50   | 0.08%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 5.25% 07-01-23                                                   | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    489897 | PA      | $489967.06    | 0.01%             | 2023-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FLA                                                             | BROWARD CO FL ARPT 19C TAXABLE SF 3.477% 10-01-43                                     | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $56939.70     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | 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        |   1660000 | PA      | $1524285.04   | 0.02%             | 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        |   1350000 | PA      | $1319423.85   | 0.01%             | 2032-09-09      | Fixed         | 4.15%                 | 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        |   6355000 | PA      | $5365056.23   | 0.06%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO IL BOE GO 22A SF 4.0% 12-01-47                                                | CUSIP: 167505YC4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |   4020000 | PA      | $3255769.86   | 0.04%             | 2047-12-01      | Fixed         | 4.00%                 | 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        |   5266000 | PA      | $4529570.96   | 0.05%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $2893093.20   | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                  | WALMART INC SR UNSEC 4.5% 09-09-52                                                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    680000 | PA      | $651127.88    | 0.01%             | 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        |   3350000 | PA      | $3391928.60   | 0.04%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  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        |   1140000 | PA      | $1104281.52   | 0.01%             | 2026-09-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                  | MLANE 22-A A 144A 6.92% 09-15-27                                                      | CUSIP: 60510MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11934000 | PA      | $11661642.25  | 0.13%             | 2027-09-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO IL BOE GO 18A 5.0% 12-01-34                                                   | CUSIP: 167505VA1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    150000 | PA      | $151568.40    | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | 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        |     65000 | PA      | $52292.70     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | 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        |   5380000 | PA      | $4796334.56   | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                  | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5340000 | PA      | $4626090.06   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | 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        |   1130000 | PA      | $1062789.86   | 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        |    181000 | PA      | $154949.76    | 0.00%             | 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        |   2360000 | PA      | $1732372.16   | 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        |  16744000 | PA      | $14976469.87  | 0.16%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                      | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.487% 06-01-36                 | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1191100.04   | 0.01%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                      | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 SF 3.714% 06-01-41                 | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2235000 | PA      | $1679618.15   | 0.02%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  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        |   9840000 | PA      | $8255218.80   | 0.09%             | 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        |  12035000 | PA      | $9754535.99   | 0.11%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                                   | XHR LP 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-29                                      | CUSIP: 98372MAC9<br>LEI: 54930075IWIPHF5IQL62 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1739303.12   | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                           | XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 4.1% 07-14-51                   | CUSIP: 98422HAE6<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   1120000 | PA      | $651499.52    | 0.01%             | 2051-07-14      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURITIZATION CORP CALIF                                      | GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21B-1 1.85% 06-01-31                     | CUSIP: 38122ND74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157772.32    | 0.00%             | 2031-06-01      | Fixed         | 1.85%                 | 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        |     90000 | PA      | $86473.08     | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                        | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                               | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6955000 | PA      | $5846157.40   | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                         | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20003000 | PA      | $15522107.97  | 0.17%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)             | METRO PIER/EXPO IL SF CAB AGM 0.0% 12-15-56                                           | CUSIP: 592250DD3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   1810000 | PA      | $328122.23    | 0.00%             | 2056-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN KANS                                                               | MEADOWLARK HILLS KS TAXABLE 21B SF 2.44% 06-01-25                                     | CUSIP: 563017ED0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2760000 | PA      | $2662577.52   | 0.03%             | 2025-06-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                           | XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 2.875% 07-14-31                     | CUSIP: N/A<br>LEI: 254900IGJCVEY8WNJT74       | Long             | DBT              | CORP              | HK        |   3500000 | PA      | $2541350.00   | 0.03%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTERNATIONAL LTD                                           | XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 2.875% 07-14-31                 | CUSIP: 98422HAC0<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |   1805000 | PA      | $1310610.50   | 0.01%             | 2031-07-14      | Fixed         | 2.88%                 | Yes           |                  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        |   3827000 | PA      | $3123796.40   | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | 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        |   2643000 | PA      | $2293006.01   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| OHIO HIGHER EDUCATIONAL FACILITY COMMISSION                                  | JUDSON OBLIGATED GROUP OH TAXABLE 20B SF 3.75% 12-01-23                               | CUSIP: 67756DXP6<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |    310000 | PA      | $302509.16    | 0.00%             | 2023-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO CABS 21A SF 0.0% 07-01-33                                                | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   1129011 | PA      | $612167.83    | 0.01%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC SR UNSEC 2.375% 07-15-31                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10953000 | PA      | $8552628.14   | 0.09%             | 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        |   2093000 | PA      | $1693040.26   | 0.02%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                  | MLANE 22-A B 144A 9.2% 09-15-27                                                       | CUSIP: 60510MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $489089.00    | 0.01%             | 2027-09-15      | Fixed         | 9.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-A                                  | MLANE 22-A C 144A 11.82% 09-15-27                                                     | CUSIP: 60510MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9600000 | PA      | $9337305.60   | 0.10%             | 2027-09-15      | Fixed         | 11.82%                | 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        |   4217000 | PA      | $3700054.84   | 0.04%             | 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        |   1660000 | PA      | $1330969.74   | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                | HDFC BANK LTD PRP 144A LIFE SUB (H) 3.7% 12-31-49/02-25-27                            | CUSIP: 40415FAA9<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $1721000.00   | 0.02%             | 2049-12-31      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                             | HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29                                     | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   7590000 | PA      | $6642388.50   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO CABS 21A SF 0.0% 07-01-24                                                | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    293335 | PA      | $271987.84    | 0.00%             | 2024-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 5.375% 07-01-25                                                  | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    977076 | PA      | $985123.20    | 0.01%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   8733000 | PA      | $7638597.91   | 0.08%             | 2029-12-01      | Fixed         | 5.62%                 | 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        |   2771000 | PA      | $2169435.30   | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | 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        |   3200000 | PA      | $3199450.56   | 0.04%             | 2028-01-15      | Fixed         | 8.73%                 | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                  | MLANE 22-B B 4(A)(2) 10.42% 01-15-28/05-15-26                                         | CUSIP: 60510MAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6980000 | PA      | $6979801.77   | 0.08%             | 2028-01-15      | Fixed         | 10.42%                | Yes           |                  3 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                       | YARA INTERNATIONAL ASA 144A LIFE SR UNSEC 7.378% 11-14-32                             | CUSIP: 984851AH8<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |  16736000 | PA      | $17509102.78  | 0.19%             | 2032-11-14      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                                                     | ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30                                    | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1870000 | PA      | $1567864.10   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | 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        |    225000 | PA      | $206464.28    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                 | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                         | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5149077.72   | 0.06%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 5.625% 07-01-27                                                  | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    968228 | PA      | $987661.30    | 0.01%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 4.0% 07-01-46                                                    | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    957002 | PA      | $720398.57    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7441000 | PA      | $6627854.96   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                 | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6940000 | PA      | $5998838.84   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | 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        |  20015000 | PA      | $20012512.14  | 0.22%             | 2028-01-15      | Fixed         | 8.25%                 | Yes           |                  3 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                  | MLANE 22-B D 4(A)(2) 14.45% 01-15-28/05-15-26                                         | CUSIP: 60510MAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3499500.55   | 0.04%             | 2028-01-15      | Fixed         | 14.45%                | Yes           |                  3 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                                        | ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30                                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1051875.50   | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FRONT RANGE BIDCO INC                                                        | ZAYO GROUP HOLDINGS INC 144A LIFE SR UNSEC 6.125% 03-01-28                            | CUSIP: 98919VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7420000 | PA      | $4223679.18   | 0.05%             | 2028-03-01      | Fixed         | 6.12%                 | 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        |   1065000 | PA      | $1008291.95   | 0.01%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 5.402% 08-11-33/32                                         | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13131000 | PA      | $12196689.96  | 0.13%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                   | ZOETIS INC SR UNSEC 5.6% 11-16-32                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6654995.20   | 0.07%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                             | BOC AVIATION LTD REG S SR UNSEC 3.0% 09-11-29                                         | CUSIP: 09681MAK4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   2579000 | PA      | $2237499.14   | 0.02%             | 2029-09-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 4.0% 07-01-41                                                    | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    920206 | PA      | $723139.28    | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 4.0% 07-01-35                                                    | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    788581 | PA      | $665536.34    | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_22-B                                  | MLANE 22-B C 4(A)(2) 12.09% 01-15-28/05-15-26                                         | CUSIP: 60510MAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10745000 | PA      | $10744632.52  | 0.12%             | 2028-01-15      | Fixed         | 12.09%                | Yes           |                  3 | On Loan: No      |
| MCAS_19-01                                                                   | MCAS 19-1 M10 144A (L+325) FRN 10-15-49                                               | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1334760 | PA      | $1257159.65   | 0.01%             | 2049-10-15      | Variable      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| BLUESTAR FINANCE HOLDINGS LTD                                                | BLUESTAR FINANCE HOLDINGS LTD PRP REG S SUB (H) 3.875% 12-31-49/06-24-23              | CUSIP: N/A<br>LEI: 300300294ZKDSAV43I87       | Long             | DBT              | CORP              | HK        |   4580000 | PA      | $4545636.26   | 0.05%             | 2049-12-31      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                             | BOC AVIATION LTD REG S SR UNSEC 2.625% 09-17-30                                       | CUSIP: 09681MAS7<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   1121000 | PA      | $928329.25    | 0.01%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 4.0% 07-01-37                                                    | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    676811 | PA      | $555408.03    | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 4.0% 07-01-33                                                    | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    877307 | PA      | $762567.53    | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA REP OF REG S 5.25% 01-17-42                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  10210000 | PA      | $10063363.98  | 0.11%             | 2042-01-17      | Fixed         | 5.25%                 | 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        |   3185000 | PA      | $2935264.15   | 0.03%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF MONGOLIA LLC                                             | DEVELOPMENT BANK OF MONGOLIA REG S 7.25% 10-23-23                                     | CUSIP: N/A<br>LEI: 254900HRWK3OKXS9UW60       | Long             | DBT              | USGA              | MN        |   6210000 | PA      | $5574717.00   | 0.06%             | 2023-10-23      | Fixed         | 7.25%                 | Yes           |                  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        |    500000 | PA      | $397775.00    | 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        |    200000 | PA      | $159110.00    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  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        |  14100000 | PA      | $12253210.20  | 0.13%             | 2030-01-15      | Fixed         | 3.25%                 | 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        |   1169000 | PA      | $1078270.40   | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | 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        |   7610000 | PA      | $6650226.80   | 0.07%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 5.625% 07-01-29                                                  | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    952518 | PA      | $976209.03    | 0.01%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO 21A1 SF 5.75% 07-01-31                                                   | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    925174 | PA      | $958523.75    | 0.01%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 6.875% 04-29-30                                                 | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5990000 | PA      | $5445616.82   | 0.06%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA                                  | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA 144A LIFE SR UNSEC 4.7% 05-07-50          | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $335978.80    | 0.00%             | 2050-05-07      | Fixed         | 4.70%                 | 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        |   1273019 | PA      | $1260049.42   | 0.01%             | 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        |   1982513 | PA      | $1951656.91   | 0.02%             | 2030-07-21      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | PR CMWLTH GO CVI TAXABLE 0.0% 11-01-43                                                | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   4142818 | PA      | $1817661.31   | 0.02%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP                                         | COFINA PR CAB 18A1 SF 0.0% 07-01-46                                                   | CUSIP: 74529JQG3<br>LEI: 549300EIUFISISP8X671 | Long             | DBT              | MUN               | PR        |  14745000 | PA      | $3651481.29   | 0.04%             | 2046-07-01      | Fixed         | 0.00%                 | 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        |    950000 | PA      | $739831.50    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2017 CO LTD                                                  | HUARONG FINANCE 2017 CO LTD REG S SR UNSEC FRN 07-03-23                               | CUSIP: N/A<br>LEI: 5493006V07LYI3HE6G83       | Long             | DBT              | CORP              | VG        |   1360000 | PA      | $1348525.68   | 0.01%             | 2023-07-03      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                           | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 6.75% 10-01-26                           | CUSIP: 20752TAA2<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $213628.60    | 0.00%             | 2026-10-01      | Fixed         | 6.75%                 | 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        |  10283000 | PA      | $6970794.29   | 0.08%             | 2050-06-15      | Fixed         | 3.00%                 | 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        |     35000 | PA      | $27909.60     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST ECONOMIC DEV FIN AUTH                                          | NORTH PACIFIC PAPER WA 20B (144A/QIB) SF 9.0% 12-01-36                                | CUSIP: 93975YAJ0<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1916400.00   | 0.02%             | 2036-12-01      | Fixed         | 9.00%                 | Yes           |                  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        |  18615000 | PA      | $17377828.49  | 0.19%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                            | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2001491.02   | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                  | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC 2.5% 02-24-23                              | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |    200000 | PA      | $198500.00    | 0.00%             | 2023-02-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                                  | HUARONG FINANCE 2019 CO LTD REG S SR UNSEC FRN 02-24-25                               | CUSIP: N/A<br>LEI: 549300M6T6OW4AGYHK10       | Long             | DBT              | CORP              | HK        |   1862000 | PA      | $1754935.00   | 0.02%             | 2025-02-24      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                             | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  19105000 | PA      | $16228684.94  | 0.18%             | 2029-06-30      | Fixed         | 4.88%                 | 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        |   2476000 | PA      | $1581948.59   | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  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        |   3000000 | PA      | $2613765.00   | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | 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        |   2665000 | PA      | $2196479.68   | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | 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        |   1500000 | PA      | $1431567.00   | 0.02%             | 2026-03-20      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                          | NSLT 21-A APT1 144A 1.36% 04-20-62                                                    | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2662226 | PA      | $2358149.42   | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | 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        |   2151000 | PA      | $2144207.14   | 0.02%             | 2023-02-24      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE DE ELECTRICIDAD                                      | INSTITUTO COSTARRICENSE DE ELECTRICIDAD REG S SR UNSEC 6.75% 10-07-31                 | CUSIP: N/A<br>LEI: 5493009VA6AFUB2Q0289       | Long             | DBT              | CORP              | CR        |   4900000 | PA      | $4725658.00   | 0.05%             | 2031-10-07      | Fixed         | 6.75%                 | 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      | $-2898.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 1/12/2023                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-213102.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                                        | ICBCIL FINANCE CO LTD REG S SR UNSEC 3.625% 11-15-27                                  | CUSIP: N/A<br>LEI: 549300ZCUURSNVTOEU07       | Long             | DBT              | CORP              | HK        |   5800000 | PA      | $5445823.00   | 0.06%             | 2027-11-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PERSERO PT                                        | INDONESIA ASAHAN ALUMINIUM PERSERO PT REG S SR UNSEC 5.45% 05-15-30                   | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |  10000000 | PA      | $9542750.00   | 0.10%             | 2030-05-15      | Fixed         | 5.45%                 | 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        |    575000 | PA      | $400089.03    | 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        |     55000 | PA      | $34707.01     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | 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        |  14955000 | PA      | $12247696.35  | 0.13%             | 2029-05-15      | Fixed         | 4.25%                 | 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        |   1250000 | PA      | $1104897.50   | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 3.0% 01-15-52                                                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64263.80     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.55% 09-15-55                                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  33161000 | PA      | $22275570.14  | 0.24%             | 2055-09-15      | Fixed         | 3.55%                 | 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        |   1100000 | PA      | $947406.90    | 0.01%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INVESTMENT ENERGY RESOURCES LTD                                              | INVESTMENT ENERGY RESOURCES LTD 144A LIFE SR SEC 1ST LIEN 6.25% 04-26-29              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $335095.25    | 0.00%             | 2029-04-26      | Fixed         | 6.25%                 | 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        |   5210000 | PA      | $4605212.78   | 0.05%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                          | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6250000 | PA      | $6128462.50   | 0.07%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 1/13/2023                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $615.47       | 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        |   4747261 | NS      | $474678658.39 | 5.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                         | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   8518000 | PA      | $6705386.64   | 0.07%             | 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        |   5790500 | PA      | $5437661.67   | 0.06%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  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        |   2847000 | PA      | $2370816.47   | 0.03%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  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        |    560000 | PA      | $414445.36    | 0.00%             | 2051-06-09      | Fixed         | 4.75%                 | 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        |      3000 | PA      | $2038.31      | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 2.55% 12-01-33                                                      | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    386000 | PA      | $297775.84    | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                                | POWER FINANCE CORP LTD REG S SR UNSEC 6.15% 12-06-28                                  | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1221018.00   | 0.01%             | 2028-12-06      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                            | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1716000 | PA      | $1472813.63   | 0.02%             | 2029-01-23      | Fixed         | 6.50%                 | 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      | $-4379936.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | EURO$90DAY FUT EDU3 09-18-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      3288 | NC      | $-34560939.04 | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                      | ATI INC SR UNSEC 4.875% 10-01-29                                                      | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  12115000 | PA      | $10721835.58  | 0.12%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                      | ATI INC SR UNSEC 5.125% 10-01-31                                                      | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5365827.00   | 0.06%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                         | PETRONAS CAPITAL LTD REG S SR UNSEC 3.5% 04-21-30                                     | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   9700000 | PA      | $8871319.30   | 0.10%             | 2030-04-21      | Fixed         | 3.50%                 | Yes           |                  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        |   1300000 | PA      | $1188939.70   | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | 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        |  22705000 | PA      | $15467576.91  | 0.17%             | 2050-12-01      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                           | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                   | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |  11345000 | PA      | $9556063.68   | 0.10%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | EURO$90DAY FUT EDZ3 12-18-23                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      3597 | NC      | $34184540.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXH3 03-08-23                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        34 | NC      | $312607.24    | 0.00%             |  |  |  | No            |                  1 | 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        |  10000000 | PA      | $7798360.00   | 0.09%             | 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        |    398000 | PA      | $337986.77    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  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        |    800000 | PA      | $717319.20    | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                           | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6932000 | PA      | $6332437.46   | 0.07%             | 2027-01-23      | Fixed         | 6.49%                 | 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        |      5724 | NC      | $5201863.77   | 0.06%             |  |  |  | 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        |      1582 | NC      | $-2955504.94  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                            | INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.541% 04-27-32                      | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |   4898000 | PA      | $4042392.87   | 0.04%             | 2032-04-27      | Fixed         | 3.54%                 | Yes           |                  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        |  14405000 | PA      | $11987048.73  | 0.13%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165755.60    | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                           | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $3171995.00   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  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        |    550000 | PA      | $406404.35    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  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        |   1200000 | PA      | $981916.80    | 0.01%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | 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        |       674 | NC      | $-934550.68   | -0.01%            |  |  |  | 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        |      2756 | NC      | $4618878.80   | 0.05%             |  |  |  | No            |                  1 | 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        |  19575000 | PA      | $15857296.43  | 0.17%             | 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        |   3709000 | PA      | $2517027.54   | 0.03%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF REG S 6.588% 02-21-28                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   7100000 | PA      | $5809674.40   | 0.06%             | 2028-02-21      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLA REPUBLIC REG S 8.25% 05-09-28                                                  | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   2500000 | PA      | $2286500.00   | 0.03%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  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        |      1832 | NC      | $-2950787.39  | -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        |      3600 | NC      | $853979.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV SR UNSEC 4.252% 03-28-33/32                                              | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3976000 | PA      | $3511348.74   | 0.04%             | 2033-03-28      | Variable      | 4.25%                 | 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        |    304000 | PA      | $291249.94    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                       | EMIRATE OF ABU DHABI 144A LIFE 2.5% 09-30-29                                          | CUSIP: 29135LAE0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |  15000000 | PA      | $13480560.00  | 0.15%             | 2029-09-30      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLA (REPUBLIC OF) REG S 8.0% 11-26-29                                              | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |  25240000 | PA      | $22218267.20  | 0.24%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  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        |  15906000 | PA      | $14819023.73  | 0.16%             | 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        |   5470000 | PA      | $5452485.06   | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  18375000 | PA      | $15453834.38  | 0.17%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                  | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  10490000 | PA      | $8640613.00   | 0.09%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                       | EMIRATE OF ABU DHABI REG S 3.125% 04-16-30                                            | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   6500000 | PA      | $6046241.50   | 0.07%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                       | EMIRATE OF ABU DHABI REG S 3.875% 04-16-50                                            | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   9900000 | PA      | $8423167.50   | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN INC                                                                 | JELD-WEN INC 144A LIFE SR UNSEC 4.875% 12-15-27                                       | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1546212.50   | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  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        |     50000 | PA      | $48349.20     | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | 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        |  62185239 | PA      | $16926200.20  | 0.19%             | 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        |  71471989 | PA      | $18307264.09  | 0.20%             | 2035-07-09      | Variable      | 1.50%                 | 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        |   1322000 | PA      | $1157725.64   | 0.01%             | 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        |  32419000 | PA      | $23034672.07  | 0.25%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                       | EMIRATE OF ABU DHABI 144A LIFE 1.7% 03-02-31                                          | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |  12800000 | PA      | $10588262.40  | 0.12%             | 2031-03-02      | Fixed         | 1.70%                 | 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        |   5233069 | PA      | $1402237.47   | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | 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        |    108000 | PA      | $74736.65     | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                       | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26300000 | PA      | $20178175.30  | 0.22%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                       | EMIRATE OF ABU DHABI REG S 1.875% 09-15-31                                            | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |   1500000 | PA      | $1244821.50   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLA (REPUBLIC OF) REG S 8.75% 04-14-32                                             | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   3100000 | PA      | $2692040.00   | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  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        |    980000 | PA      | $822793.30    | 0.01%             | 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        |  11651000 | PA      | $9136795.76   | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                           | BX 22-GPA B 144A FRN (TSFR1M+266.4) 10-15-39/08-09-24                                 | CUSIP: 05608UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7858000 | PA      | $7810451.24   | 0.09%             | 2039-10-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-GPA                                                           | BX 22-GPA D 144A FRN (TSFR1M+406.1) 10-15-39/08-09-24                                 | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1855000 | PA      | $1839137.90   | 0.02%             | 2039-10-15      | Variable      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| ARMENIA (REPUBLIC OF)                                                        | ARMENIA REP OF REG S 7.15% 03-26-25                                                   | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $202814.00    | 0.00%             | 2025-03-26      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                      | CENTRAL BANK OF TUNISIA REG S 5.75% 01-30-25                                          | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |  17990000 | PA      | $12529963.04  | 0.14%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                  | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  11335000 | PA      | $9564699.70   | 0.10%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                  | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1915800.00   | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                           | BANK 22-BNK44 B FRN 11-15-32/11-18-32                                                 | CUSIP: 06540KAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8333000 | PA      | $7855894.09   | 0.09%             | 2032-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                           | BANK 22-BN44 C FRN 11-15-32/11-18-32                                                  | CUSIP: 06540KBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $6155902.50   | 0.07%             | 2032-11-15      | Variable      | 5.75%                 | 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        |   1126000 | PA      | $990670.56    | 0.01%             | 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        |    628000 | PA      | $504569.74    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL GLOBAL BD 4.75% 01-14-50                                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  12300000 | PA      | $8656936.80   | 0.09%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                                     | COSTA RICA REP OF REG S 7.158% 03-12-45                                               | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | CR        |   1200000 | PA      | $1151966.40   | 0.01%             | 2045-03-12      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C18                     | BBCMS 22-C18 C FRN 12-15-55/11-18-32                                                  | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10328000 | PA      | $8894370.32   | 0.10%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                   | BXSC 22-WSS B 144A FRN (TSFR1M+209.2) 03-15-35/27                                     | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13740000 | PA      | $13319707.14  | 0.15%             | 2035-03-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR26                                             | COMM 15-CR26 C FRN 10-10-48/09-12-25                                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $775872.22    | 0.01%             | 2048-10-10      | Variable      | 4.47%                 | No            |                  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        |    570000 | PA      | $556379.28    | 0.01%             | 2050-08-10      | Variable      | 5.11%                 | 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        |   4202000 | PA      | $3404342.74   | 0.04%             | 2032-03-01      | Fixed         | 2.75%                 | 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        |     76000 | PA      | $70417.50     | 0.00%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 4.5% 03-15-29                                                         | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $260265.00    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL BANK OF TUNISIA                                                      | CENTRAL BANK OF TUNISIA EUR REG S SR UNSEC 6.75% 10-31-23                             | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |    200000 | PA      | $180532.46    | 0.00%             | 2023-10-31      | Fixed         | 6.75%                 | 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        |    425000 | PA      | $377198.55    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                               | AUTONATION INC SR UNSEC 3.85% 03-01-32                                                | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6405056.00   | 0.07%             | 2032-03-01      | Fixed         | 3.85%                 | 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        |   1900000 | PA      | $1779403.20   | 0.02%             | 2047-05-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC21                            | CGCMT 14-GC21 AS 4.026% 05-10-47/04-10-24                                             | CUSIP: 17322MAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $403092.90    | 0.00%             | 2047-05-10      | Fixed         | 4.03%                 | 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        |   2326000 | PA      | $1899197.61   | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.912% 07-25-33/32                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26287000 | PA      | $25106897.71  | 0.28%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 5.2% 05-15-49                                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $136967.20    | 0.00%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                                     | COSTA RICA REP OF REG S SF 6.125% 02-19-31                                            | CUSIP: N/A<br>LEI: 549300DYYS8QPMR8OP36       | Long             | DBT              | NUSS              | CR        |   4228000 | PA      | $4121830.69   | 0.05%             | 2031-02-19      | Fixed         | 6.12%                 | Yes           |                  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        |   3254000 | PA      | $2814602.62   | 0.03%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMERICAN TOWER CORP SR UNSEC 4.05% 03-15-32                                           | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1252410.60   | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | 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        |  17140000 | PA      | $16735924.50  | 0.18%             | 2028-07-25      | Variable      | 4.85%                 | 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        |  10880000 | PA      | $8891038.08   | 0.10%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR18                                             | COMM 14-CR18 B FRN 07-15-47/06-17-24                                                  | CUSIP: 12632QBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381400 | PA      | $361908.93    | 0.00%             | 2047-07-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS6                                             | COMM 2014-UBS6 C FRN 12-10-47/12-12-24                                                | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $555186.12    | 0.01%             | 2047-12-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                            | KINDER MORGAN INC SR UNSEC 5.2% 03-01-48                                              | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13019.99     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | 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        |  29100000 | PA      | $25644782.40  | 0.28%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  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        |   7118954 | PA      | $5422122.82   | 0.06%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                             | ARCOS DORADOS BV 144A LIFE SR UNSEC 6.125% 05-27-29                                   | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1940870.00   | 0.02%             | 2029-05-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                                             | ARCOS DORADOS BV REG S SR UNSEC 6.125% 05-27-29                                       | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1261565.50   | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV SR UNSEC 4.7% 07-21-32                                        | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  10000000 | PA      | $9611120.00   | 0.11%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                    | KROGER CO SR UNSEC 3.95% 01-15-50                                                     | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  11840000 | PA      | $9248662.08   | 0.10%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                            | KINDER MORGAN INC SR UNSEC 3.25% 08-01-50                                             | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    669000 | PA      | $434744.97    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                              | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26               | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5258137.50   | 0.06%             | 2026-12-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                              | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27                      | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14720000 | PA      | $12125600.00  | 0.13%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  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        |  15687000 | PA      | $14865660.05  | 0.16%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 3.35% 08-08-32                                                     | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $17305675.00  | 0.19%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 5.5% 06-01-50                                           | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4325463.00   | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $8105177.87   | 0.09%             | 2029-03-01      | Fixed         | 4.75%                 | 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        |   6568000 | PA      | $5618832.05   | 0.06%             | 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        |  21460000 | PA      | $20588616.70  | 0.23%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                   | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                   | CUSIP: 00840KAA7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  14938000 | PA      | $15087380.00  | 0.17%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                | ALABAMA POWER CO SR UNSEC 3.94% 09-01-32                                              | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13821405.00  | 0.15%             | 2032-09-01      | Fixed         | 3.94%                 | 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        |   3020000 | PA      | $2277300.46   | 0.02%             | 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        |    355000 | PA      | $258656.55    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                          | ALLEGIANT TRAVEL CO 144A LIFE SR SEC 1ST LIEN 7.25% 08-15-27                          | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |  10511000 | PA      | $10012589.40  | 0.11%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.05% 08-18-29                                                     | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $10538437.50  | 0.12%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                            | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  19620000 | PA      | $14985756.00  | 0.16%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                                | HANA BANK REG S SR UNSEC 3.25% 03-30-27                                               | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |   3890000 | PA      | $3628856.52   | 0.04%             | 2027-03-30      | Fixed         | 3.25%                 | 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        |   4110000 | PA      | $3834087.48   | 0.04%             | 2027-03-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                            | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                             | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6191000 | PA      | $5589080.03   | 0.06%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $12995584.00  | 0.14%             | 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        |   5675000 | PA      | $5064301.90   | 0.06%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  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        |   5590000 | PA      | $5551266.89   | 0.06%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  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        |   3706000 | PA      | $3754244.71   | 0.04%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                            | KINDER MORGAN INC SR UNSEC 4.8% 02-01-33                                              | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $18602740.00  | 0.20%             | 2033-02-01      | Fixed         | 4.80%                 | 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        |   8667000 | PA      | $7719696.90   | 0.08%             | 2035-11-01      | Fixed         | 6.88%                 | 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        |   1995000 | PA      | $1943941.97   | 0.02%             | 2024-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC SR UNSEC 5.25% 04-01-25                                                 | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  10870000 | PA      | $9548131.91   | 0.10%             | 2025-04-01      | Fixed         | 5.25%                 | 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        |     53000 | PA      | $50208.91     | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                   | BANGKOK BANK PCL REG S SR UNSEC 4.45% 09-19-28                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    200000 | PA      | $191029.80    | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | Yes           |                  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        |   2370000 | PA      | $2087259.00   | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3576418.75   | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  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        |    186000 | PA      | $132122.50    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 3.5% 03-01-39                                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7463000 | PA      | $5408048.02   | 0.06%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 5.75% 08-15-27                        | CUSIP: 071734AC1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $136444.00    | 0.00%             | 2027-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27                                     | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  13400000 | PA      | $13025282.40  | 0.14%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                 | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26                 | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3450368.09   | 0.04%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.0% 01-15-28                                | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   2375000 | PA      | $1151704.00   | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  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        |   2245000 | PA      | $2100873.25   | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | 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        |   3784837 | PA      | $3682771.18   | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.25% 05-30-29                               | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $385117.88    | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                             | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.55% 02-15-50                              | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $578027.25    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2373816.78   | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  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        |    250000 | PA      | $205897.50    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | 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        |     83000 | PA      | $57332.58     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | 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        |    512000 | PA      | $372831.23    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORP SR UNSEC 2.8% 06-15-50                                           | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $1908938.77   | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | LEVEL 3 FINANCING INC 144A LIFE SR UNSEC 4.25% 07-01-28                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1350865.80   | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                 | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $4407163.98   | 0.05%             | 2027-09-15      | Fixed         | 5.25%                 | 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        |  23400000 | PA      | $19605128.40  | 0.22%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | LEVIATHAN BOND LTD 144A LIFE SR SEC 1ST LIEN 5.75% 06-30-23                           | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   5100000 | PA      | $5095501.80   | 0.06%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | LEVIATHAN BOND LTD 144A LIFE/REG S SR SEC 1ST LIEN 6.75% 06-30-30                     | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |   5870000 | PA      | $5554874.92   | 0.06%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                        | BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30                              | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5142418.11   | 0.06%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.375% 01-15-31                                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203845.00    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM SA                                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30                           | CUSIP: N/A<br>LEI: 549300RPMQUFGBB7EY44       | Long             | DBT              | CORP              | BR        |    850000 | PA      | $724806.90    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  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        |   1170000 | PA      | $997675.38    | 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        |    400000 | PA      | $310586.40    | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29                               | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |   4900000 | PA      | $3876492.90   | 0.04%             | 2029-11-15      | Fixed         | 7.45%                 | 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        |   2150000 | PA      | $1700910.15   | 0.02%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 01-30-28                                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $317838.84    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                            | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1091000 | PA      | $734544.12    | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP SR UNSEC 4.0% 02-15-30                                               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5193345.75   | 0.06%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP SR UNSEC 4.875% 01-15-29                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4176193.41   | 0.05%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                          | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 15.5% 11-01-23                      | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1566595 | PA      | $510866.63    | 0.01%             | 2023-11-01      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 01-30-30                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1220000 | PA      | $587179.90    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | 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        |    725000 | PA      | $723755.18    | 0.01%             | 2023-05-01      | Fixed         | 4.51%                 | 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        |   4305252 | PA      | $4189152.22   | 0.05%             | 2034-07-05      | Fixed         | 5.88%                 | 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        |   2670000 | PA      | $1924269.00   | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                            | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2444594.25   | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                     | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  13325000 | PA      | $11612071.25  | 0.13%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27                            | CGCMT 15-GC27 B 3.772% 02-10-48/01-10-25                                              | CUSIP: 17323CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7892300 | PA      | $7203617.90   | 0.08%             | 2048-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-LC6                                              | COMM 13-LC6 B 3.739% 01-10-46/01-12-23                                                | CUSIP: 20048EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54780 | PA      | $54671.56     | 0.00%             | 2046-01-10      | Fixed         | 3.74%                 | 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        |   2224369 | PA      | $1977944.07   | 0.02%             | 2062-04-20      | Fixed         | 1.42%                 | 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        |   2907897 | PA      | $2584303.48   | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11                            | CGCMT 13-GC11 C FRN 04-10-46/04-12-23                                                 | CUSIP: 17320DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1982396.00   | 0.02%             | 2046-04-10      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29                            | CGCMT 15-GC29 C FRN 04-10-48/25                                                       | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $2395513.54   | 0.03%             | 2048-04-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR26                                             | COMM 15-CR26 B FRN 10-10-48/09-12-25                                                  | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8035000 | PA      | $7482175.93   | 0.08%             | 2048-10-10      | Variable      | 4.47%                 | 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        |    296308 | PA      | $282093.87    | 0.00%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA C 144A 3.36% 04-20-62                                                      | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328000 | PA      | $1029295.62   | 0.01%             | 2062-04-20      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA D 144A 4.44% 04-20-62                                                      | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889000 | PA      | $1491794.30   | 0.02%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-F                              | NAVSL 21-FA A 1.11% 02-18-70/05-15-29                                                 | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3015750 | PA      | $2542572.79   | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                        | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                  | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3806047 | PA      | $3205049.73   | 0.04%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                        | NAVTR 21-1 B 144A 3.571% 11-15-46/28                                                  | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864717 | PA      | $708361.09    | 0.01%             | 2046-11-15      | Fixed         | 3.57%                 | 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        |    635297 | PA      | $628491.95    | 0.01%             | 2030-07-25      | Variable      | 5.33%                 | 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        |   2475000 | PA      | $2265216.53   | 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        |   1167000 | PA      | $1051000.20   | 0.01%             | 2027-05-17      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                              | ONDK 21-1A D 144A 4.94% 05-17-27/24                                                   | CUSIP: 68236WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1013834.25   | 0.01%             | 2027-05-17      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_21-1                              | ONDK 21-1A C 144A 2.97% 05-17-27/24                                                   | CUSIP: 68236WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1023563.25   | 0.01%             | 2027-05-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B D 144A 5.41% 05-08-31/05-01-24                                              | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $772903.00    | 0.01%             | 2031-05-08      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B C 144A 3.65% 05-08-31/05-01-24                                              | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2123684.08   | 0.02%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B B 144A 1.96% 05-08-31/05-01-24                                              | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2958000 | PA      | $2558125.73   | 0.03%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                              | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727000 | PA      | $1509967.91   | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_16-11A                                                       | OCP 16-11A A2R CLO 144A FRN (L+175) 10-26-30                                          | CUSIP: 67110DAS6<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $983829.00    | 0.01%             | 2030-10-26      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-A                                                | OPTN 22-A B 144A 5.25% 06-09-31                                                       | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7762803.50   | 0.09%             | 2031-06-09      | Fixed         | 5.25%                 | 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        |   2722000 | PA      | $2535888.69   | 0.03%             | 2028-03-08      | Fixed         | 1.21%                 | 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        |   4278000 | PA      | $4142109.33   | 0.05%             | 2029-10-15      | Variable      | 5.48%                 | Yes           |                  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        |    551000 | PA      | $459071.16    | 0.01%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  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        |   1062000 | PA      | $898642.10    | 0.01%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR4                               | PROG 21-SFR4 F 144A 3.407% 05-17-38/05-19-26                                          | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4305000 | PA      | $3670128.74   | 0.04%             | 2038-05-17      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-5                                    | PSTAT 22-5 A2 CLO 144A FRN (TSFR3M+265) 01-15-31                                      | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  15000000 | PA      | $14888415.00  | 0.16%             | 2031-01-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                   | AESOP 20-1A D 144A 3.34% 08-20-26/25                                                  | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $8484560.00   | 0.09%             | 2026-08-20      | Fixed         | 3.34%                 | 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        |   5000000 | PA      | $4868010.00   | 0.05%             | 2027-11-15      | Fixed         | 0.98%                 | 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        |   3594000 | PA      | $3488056.07   | 0.04%             | 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        |   4546000 | PA      | $4439387.21   | 0.05%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO LTD PPMC_22-6                                                        | PPMC 22-6 B CLO 144A FRN (TSFR3M+360) 01-20-31                                        | CUSIP: 69377WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  14933000 | PA      | $14875657.28  | 0.16%             | 2031-01-20      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_19-SFR3                                      | PROG 19SFR3-A 144A 2.271% 09-17-36                                                    | CUSIP: 74332WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396025 | PA      | $374878.60    | 0.00%             | 2036-09-17      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                    | PSTAT 21-1 A2 CLO 144A FRN (L+125) 04-20-29                                           | CUSIP: 69701YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $489908.00    | 0.01%             | 2029-04-20      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-1                                    | PSTAT 21-1 B CLO 144A FRN (L+180) 04-20-29                                            | CUSIP: 69701YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $861241.43    | 0.01%             | 2029-04-20      | Variable      | 6.04%                 | 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        |   2597000 | PA      | $2463877.78   | 0.03%             | 2026-08-17      | Fixed         | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-1                       | ACAR 22-1 E 144A 3.64% 03-13-28/09-15-25                                              | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236000 | PA      | $1016930.12   | 0.01%             | 2028-03-13      | Fixed         | 3.64%                 | Yes           |                  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        |    337077 | PA      | $332816.70    | 0.00%             | 2029-05-20      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A                                   | PSTAT 21-2A A2 CLO 144A FRN (L+125) 05-20-29                                          | CUSIP: 69702DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $976763.00    | 0.01%             | 2029-05-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-2A                                   | PSTAT 21-2A B CLO 144A FRN (L+140) 05-20-29                                           | CUSIP: 69702DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $480371.00    | 0.01%             | 2029-05-20      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_18-2A                                           | ROCKT 18-2A B 144A FRN (L+180) 10-20-31                                               | CUSIP: 77342KAC4<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-O            | CORP              | US        |   1260000 | PA      | $1214347.68   | 0.01%             | 2031-10-20      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-1                       | ACAR 22-1 D 144A 2.46% 03-13-28/09-15-25                                              | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1801234.00   | 0.02%             | 2028-03-13      | Fixed         | 2.46%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-1                       | ACAR 22-1 C 144A 2.12% 03-13-28/01-13-25                                              | CUSIP: 02530WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1887908.00   | 0.02%             | 2028-03-13      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-2                       | ACAR 22-2 F 144A 7.74% 02-13-29                                                       | CUSIP: 02530BAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8782000 | PA      | $7859995.38   | 0.09%             | 2029-02-13      | Fixed         | 7.74%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                       | ACAR 22-3 D 144A 5.83% 10-13-28/03-13-26                                              | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1663000 | PA      | $1598628.60   | 0.02%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                       | ACAR 22-3 C 144A 4.86% 10-13-28/04-14-25                                              | CUSIP: 02528GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7009000 | PA      | $6824382.94   | 0.07%             | 2028-10-13      | Fixed         | 4.86%                 | 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        |   5911000 | PA      | $5897700.25   | 0.06%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                    | AESOP 22-5 B 144A 7.09% 04-20-27/26                                                   | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14733000 | PA      | $14677603.92  | 0.16%             | 2027-04-20      | Fixed         | 7.09%                 | 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        |    100000 | PA      | $89890.60     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 5.705% 05-01-40                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  14095000 | PA      | $13500909.85  | 0.15%             | 2040-05-01      | Fixed         | 5.71%                 | 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        |   7924000 | PA      | $7387315.40   | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS4                                             | COMM 2014-UBS4 AM 3.968% 08-10-47                                                     | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    108000 | PA      | $102788.35    | 0.00%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-CR16                                             | COMM 14-CR16 C FRN 04-10-47/04-12-24                                                  | CUSIP: 12591VAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $417378.70    | 0.00%             | 2047-04-10      | Variable      | 4.92%                 | 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        |    500000 | PA      | $479579.00    | 0.01%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS2                                             | COMM 14-UBS4 B 4.701% 03-10-47/02-12-24                                               | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1024000 | PA      | $988606.46    | 0.01%             | 2047-03-10      | Fixed         | 4.70%                 | 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        |    950000 | PA      | $900515.45    | 0.01%             | 2047-10-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC11                            | CGCMT 13-GC11 B 3.732% 04-10-46/23                                                    | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $886496.28    | 0.01%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASING MANAGEMENT LTD                                     | CMB INTERNATIONAL LEASING MANAGEMENT LTD REG S SR UNSEC 2.75% 08-12-30                | CUSIP: N/A<br>LEI: 5493003RO1EBM4E5IG13       | Long             | DBT              | CORP              | HK        |   8305000 | PA      | $6373971.23   | 0.07%             | 2030-08-12      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 1.5% 02-15-31                                                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $16401336.00  | 0.18%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC25                            | CGCMT 14-GC25 AS 4.017% 10-10-47/09-12-24                                             | CUSIP: 17322YAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438000 | PA      | $416498.58    | 0.00%             | 2047-10-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-PC1                                              | COMM 15-PC1 AM FRN 07-10-50/06-12-25                                                  | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237435.50    | 0.00%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| REGATTA VIII FUNDING LTD REGT8_17-1A                                         | REGT8 17-1A B CLO 144A FRN (L+170) 10-17-30                                           | CUSIP: 75888KAC8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2945409.00   | 0.03%             | 2030-10-17      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                          | RPM 22-3 B 144A 6.58% 11-25-30                                                        | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13833000 | PA      | $12922940.76  | 0.14%             | 2030-11-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                          | RPM 22-3 A 144A 5.38% 11-25-30                                                        | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17893589 | PA      | $17445784.49  | 0.19%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  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        |     61484 | PA      | $56749.67     | 0.00%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  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        |   3625000 | PA      | $2865102.13   | 0.03%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    610000 | PA      | $501422.44    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                               | RACEP 15-9A A1A2 CLO 144A FRN (L+94) 10-15-30                                         | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |   1266000 | PA      | $1248778.60   | 0.01%             | 2030-10-15      | Variable      | 5.02%                 | 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        |   4000000 | PA      | $3403116.00   | 0.04%             | 2026-11-15      | Fixed         | 1.63%                 | 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        |    677981 | PA      | $574304.33    | 0.01%             | 2041-08-17      | Fixed         | 2.49%                 | 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        |   1474000 | PA      | $1366542.45   | 0.01%             | 2027-09-15      | Fixed         | 1.33%                 | 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        |   3600000 | PA      | $2962828.80   | 0.03%             | 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        |   5135000 | PA      | $4285876.40   | 0.05%             | 2027-11-01      | Fixed         | 1.38%                 | 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        |   1105000 | PA      | $1063156.97   | 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        |   3286302 | PA      | $2988937.46   | 0.03%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON CLO LTD SHACK_13-4RA                                              | SHACK 13-4RA A2A 144A FRN (L+160) 04-13-31                                            | CUSIP: 81882HAC9<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-O            | CORP              | US        |   2275000 | PA      | $2200227.58   | 0.02%             | 2031-04-13      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A B 144A 3.821% 02-28-33/01-18-28                                           | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472010 | PA      | $1271299.90   | 0.01%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                          | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1589903 | PA      | $1416416.21   | 0.02%             | 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        |   1692483 | PA      | $1429325.44   | 0.02%             | 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        |   1807548 | PA      | $1568128.88   | 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        |   2760809 | PA      | $2219362.25   | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                    | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 5.75% 01-15-31                           | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1492520.00   | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  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        |   6600000 | PA      | $4877136.00   | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |  13333000 | PA      | $13040900.64  | 0.14%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                                                          | BOXER PARENT CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 10-02-25                         | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4967869.20   | 0.05%             | 2025-10-02      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-A                                    | SMB 22-A D 144A 4.75% 11-16-54                                                        | CUSIP: 78450FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2083000 | PA      | $1892365.92   | 0.02%             | 2054-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STRATUS CLO LTD STRAS_22-1                                                   | STRAS 22-1A B CLO 144A FRN (TSFR3M+235) 07-20-30                                      | CUSIP: 86317WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  11140000 | PA      | $11076056.40  | 0.12%             | 2030-07-20      | Variable      | 4.63%                 | Yes           |                  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        |   8304000 | PA      | $7653207.22   | 0.08%             | 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        |  37495000 | PA      | $22943565.45  | 0.25%             | 2051-05-15      | Fixed         | 2.50%                 | 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        |  26276023 | PA      | $25735603.79  | 0.28%             | 2062-08-15      | Fixed         | 5.97%                 | 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        |   2589000 | PA      | $2519192.79   | 0.03%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A LIFE SR SEC 1ST LIEN 5.625% 03-15-27                                         | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154670.40    | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A LIFE SR SEC 1ST LIEN 6.0% 01-15-29                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    165000 | PA      | $138233.70    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 C 4.74% 10-15-28/02-17-26                                                  | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8222000 | PA      | $7954974.11   | 0.09%             | 2028-10-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-D                                    | SMB 22-D D 144A 7.23% 10-15-58                                                        | CUSIP: 78454XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12789000 | PA      | $12578365.17  | 0.14%             | 2058-10-15      | Fixed         | 7.23%                 | Yes           |                  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        |   4484000 | PA      | $3840667.07   | 0.04%             | 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        |   1600000 | PA      | $1498846.40   | 0.02%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  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        |  23000000 | PA      | $22939740.00  | 0.25%             | 2031-10-20      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-B                                    | SMB 22-B D 144A 5.95% 02-16-55                                                        | CUSIP: 83206NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13111000 | PA      | $12223149.30  | 0.13%             | 2055-02-16      | Fixed         | 5.95%                 | Yes           |                  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        |    182177 | PA      | $168644.66    | 0.00%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | 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        |     25000 | PA      | $22963.68     | 0.00%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                    | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                          | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11546640.00  | 0.13%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                             | CHS 144A LIFE SR SEC 2ND LIEN 6.875% 04-15-29                                         | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $618999.60    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                         | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                               | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   8135000 | PA      | $7337973.38   | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                               | BP CAPITAL MARKETS AMERICA INC SR UNSEC 1.749% 08-10-30                               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $15590230.50  | 0.17%             | 2030-08-10      | Fixed         | 1.75%                 | 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        |   3981000 | PA      | $4064290.48   | 0.04%             | 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        |   1100000 | PA      | $1111592.90   | 0.01%             | 2028-01-17      | Fixed         | 5.95%                 | 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        |     10000 | PA      | $9243.68      | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR10                                             | COMM 13-CR10 C 144A FRN 08-10-46/08-11-23                                             | CUSIP: 12626BAU8<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-CBDO         | CORP              | US        |   1309000 | PA      | $1273912.26   | 0.01%             | 2046-08-10      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                              | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  11120000 | PA      | $10373180.80  | 0.11%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.3% 11-15-32                                                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884208.00    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR11                                             | COMM 13-CR11 C 144A FRN 08-10-50/09-12-23                                             | CUSIP: 12626LAW2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1208580.00   | 0.01%             | 2050-08-10      | Variable      | 5.12%                 | Yes           |                  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        |    261797 | PA      | $236670.12    | 0.00%             | 2045-10-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.75% 04-15-29                                                  | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210021.68    | 0.00%             | 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        |    350000 | PA      | $314509.30    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER ACQUIRED RECEIVABLES TRUST SCART_20-A                     | SCART 20-A C 144A 3.71% 02-17-26/12-15-23                                             | CUSIP: 80281MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198391.80    | 0.00%             | 2026-02-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5299942 | PA      | $4736510.05   | 0.05%             | 2060-07-15      | Fixed         | 1.69%                 | 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        |   1504600 | PA      | $1496485.69   | 0.02%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR6                                              | COMM 13-CR6 C 144A FRN 03-10-46/02-10-23                                              | CUSIP: 12624XAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1274332.63   | 0.01%             | 2046-03-10      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                      | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 3.875% 09-01-28                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4673914.25   | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | 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        |  34940000 | PA      | $22996320.04  | 0.25%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  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        |    315378 | PA      | $260807.23    | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | 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        |    375065 | PA      | $335851.13    | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                              | COMM 13-CRE7 B 144A 3.613% 03-10-46/04-12-23                                          | CUSIP: 12625FAU0<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493289.00    | 0.01%             | 2046-03-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-CR7                                              | COMM 13-CR7 AM 144A 3.314% 03-10-46/04-12-23                                          | CUSIP: 12625FAS5<br>LEI: 549300FVY7JUBJ0PIH53 | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $555251.76    | 0.01%             | 2046-03-10      | Fixed         | 3.31%                 | 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        |     41660 | PA      | $37982.44     | 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        |    110437 | PA      | $98793.56     | 0.00%             | 2037-08-15      | Fixed         | 2.26%                 | Yes           |                  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        |   2750000 | PA      | $2151943.75   | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | 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        |    250000 | PA      | $222415.00    | 0.00%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  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        |    363495 | PA      | $312048.39    | 0.00%             | 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        |   1050000 | PA      | $1038600.15   | 0.01%             | 2030-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB5                                   | CFMT 21-HB5 A 144A FRN 02-25-31                                                       | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140683 | PA      | $136096.85    | 0.00%             | 2031-02-25      | Variable      | 0.80%                 | 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        |    537041 | PA      | $461357.08    | 0.01%             | 2060-01-25      | Variable      | 2.00%                 | 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        |  15680000 | PA      | $14879222.40  | 0.16%             | 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        |   3110000 | PA      | $3005115.25   | 0.03%             | 2026-02-01      | Fixed         | 5.50%                 | 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        |    833445 | PA      | $792266.48    | 0.01%             | 2036-06-25      | Variable      | 0.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC27                            | CGCMT 15-GC27 C FRN 02-10-48/01-10-25                                                 | CUSIP: 17323CAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3656000 | PA      | $3319984.35   | 0.04%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                            | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                             | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95172 | PA      | $82422.80     | 0.00%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                            | SEACO 21-1A B 144A 2.76% 04-17-41/04-19-32                                            | CUSIP: 37959PAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632795 | PA      | $1392950.72   | 0.02%             | 2041-04-17      | Fixed         | 2.76%                 | Yes           |                  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        |   1042000 | PA      | $798298.08    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | 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        |    500000 | PA      | $463922.00    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | 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        |    547042 | PA      | $542334.09    | 0.01%             | 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        |    734194 | PA      | $692019.34    | 0.01%             | 2031-10-27      | Variable      | 1.15%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                     | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $980838.78    | 0.01%             | 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        |   4738000 | PA      | $4163081.60   | 0.05%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.0% 02-15-29                                | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  14685000 | PA      | $7057434.78   | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |  20949000 | PA      | $10179433.34  | 0.11%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                     | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.625% 12-15-25                           | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7043000 | PA      | $6999326.36   | 0.08%             | 2025-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 2.45% 02-15-31                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8141000 | PA      | $6431015.51   | 0.07%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A                               | TMCL 21-2A B 144A 2.82% 04-20-46                                                      | CUSIP: 88315LAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    866667 | PA      | $721875.27    | 0.01%             | 2046-04-20      | Fixed         | 2.82%                 | 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        |   2477000 | PA      | $2303917.15   | 0.03%             | 2058-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 2.6% 02-15-33                                              | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6660000 | PA      | $5016718.26   | 0.06%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.75% 02-15-51                                             | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $3010747.45   | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                          | TPMT 17-2 B2 144A FRN 04-25-57                                                        | CUSIP: 89173HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2099553.60   | 0.02%             | 2057-04-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                          | TPMT 15-3 B1 144A FRN 03-25-54/04-25-29                                               | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |   2504000 | PA      | $2403672.23   | 0.03%             | 2054-03-25      | Variable      | 4.20%                 | 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        |   4787000 | PA      | $3416271.27   | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | 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        |   8770000 | PA      | $6575746.00   | 0.07%             | 2032-01-20      | Variable      | 2.28%                 | 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        |    260246 | PA      | $250687.27    | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | 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        |   1978390 | PA      | $1859224.11   | 0.02%             | 2045-08-21      | Fixed         | 4.94%                 | 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        |   1850000 | PA      | $1636206.60   | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.125% 02-15-29                      | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |  12090000 | PA      | $9641775.00   | 0.11%             | 2029-02-15      | Fixed         | 3.12%                 | 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        |   1145667 | PA      | $1005284.69   | 0.01%             | 2045-08-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                        | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                               | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355850 | PA      | $308300.61    | 0.00%             | 2045-09-20      | Fixed         | 3.74%                 | 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        |   3280000 | PA      | $2572825.44   | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $4715976.65   | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | 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        |    250000 | PA      | $249048.50    | 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        |     25000 | PA      | $22741.73     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                  | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2260658.48   | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.75% 06-15-29                | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4448565.00   | 0.05%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  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        |    710000 | PA      | $448387.72    | 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        |     46000 | PA      | $37759.33     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                 | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                             | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | US        |    381024 | PA      | $331833.76    | 0.00%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                            | TIF 21-1A B 144A 2.54% 02-20-46                                                       | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1873208 | PA      | $1531654.99   | 0.02%             | 2046-02-20      | Fixed         | 2.54%                 | 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        |    190000 | PA      | $152532.38    | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  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        |    474000 | PA      | $379532.27    | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | 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        |    479000 | PA      | $351029.88    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                         | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                               | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2993732.43   | 0.03%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-1                                | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                             | CUSIP: 88315LAN8<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |    314610 | PA      | $262098.12    | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | 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        |   3094294 | PA      | $2545823.99   | 0.03%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  31725000 | PA      | $27191211.98  | 0.30%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                              | CONSOLIDATED COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.0% 10-01-28               | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1034273.80   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | 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        |   1659000 | PA      | $1301185.22   | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                       | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16545000 | PA      | $14664147.86  | 0.16%             | 2029-05-15      | Fixed         | 4.75%                 | 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        |   4653000 | PA      | $3940151.09   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                                      | VOYA 16-3A A3R 144A FRN 10-18-31                                                      | CUSIP: 92915HAQ6<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1687458.50   | 0.02%             | 2031-10-18      | Variable      | 5.94%                 | Yes           |                  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        |   5730000 | PA      | $5075891.85   | 0.06%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 03-15-31         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2027481.30   | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                             | WLAKE 22-2A D 144A 5.48% 09-15-27                                                     | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7813000 | PA      | $7465821.53   | 0.08%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO DISTRIBUTION INC 144A SR UNSEC 7.125% 06-15-25                                  | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2004056.20   | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | Yes           |                  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        |   7330000 | PA      | $6430946.18   | 0.07%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3049130.00   | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                      | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 3.35% 04-01-51                | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   7907000 | PA      | $5860881.89   | 0.06%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP                                                                 | CROWNROCK LP 144A LIFE SR UNSEC 5.0% 05-01-29                                         | CUSIP: 228701AG3<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6100960.50   | 0.07%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                     | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                 | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |  13735000 | PA      | $12023344.30  | 0.13%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                     | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  13665000 | PA      | $13282844.61  | 0.15%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                      | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                            | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  18275000 | PA      | $15151802.50  | 0.17%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                          | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22030000 | PA      | $16946467.35  | 0.19%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                              | COGENT COMMUNICATIONS GROUP INC 144A LIFE SR SEC 1ST LIEN 3.5% 05-01-26               | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   7815000 | PA      | $7109211.72   | 0.08%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                            | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                  | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |   3240000 | PA      | $2605770.00   | 0.03%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                             | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                             | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7090000 | PA      | $5870718.52   | 0.06%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                  | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 02-01-29                                       | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $6699163.58   | 0.07%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                      | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                              | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   7907000 | PA      | $6970724.22   | 0.08%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                     | BUILDERS FIRSTSOURCE INC 144A LIFE SR UNSEC 4.25% 02-01-32                            | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1446219.74   | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | 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        |  24025000 | PA      | $16647931.55  | 0.18%             | 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        |   2445000 | PA      | $1950926.63   | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL CORP LTD 144A LIFE SR UNSEC 7.75% 02-15-29                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2204982.00   | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                            | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                  | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $3855936.00   | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |  10940000 | PA      | $10129783.60  | 0.11%             | 2028-02-15      | Fixed         | 6.00%                 | 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        |    111000 | PA      | $80077.73     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                              | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                             | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $5359003.72   | 0.06%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   7635000 | PA      | $6573735.00   | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.137% 11-15-35                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    802000 | PA      | $592134.24    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                 | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 4.5% 04-01-27                  | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3164748.30   | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | 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        |    931000 | PA      | $864553.60    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  11900000 | PA      | $12078440.50  | 0.13%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 5.0% 10-15-26                                | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  12815000 | PA      | $11732209.39  | 0.13%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 6.99% 02-20-32                               | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |  18525000 | PA      | $13258583.33  | 0.15%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                           | BRASKEM IDESA SAPI 144A LIFE SR SEC 1ST LIEN 6.99% 02-20-32                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   5880000 | PA      | $4208392.44   | 0.05%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  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        |  23990000 | PA      | $16109069.09  | 0.18%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                 | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 8.5% 12-11-24                  | CUSIP: 91349WAB4<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |   8580000 | PA      | $8014578.00   | 0.09%             | 2024-12-11      | Fixed         | 8.50%                 | Yes           |                  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        |    198000 | PA      | $165221.89    | 0.00%             | 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        |    300000 | PA      | $228272.40    | 0.00%             | 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        |   8174000 | PA      | $5377437.55   | 0.06%             | 2051-11-15      | Fixed         | 2.70%                 | 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        |   2698000 | PA      | $2421894.77   | 0.03%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                    | BANK OF NOVA SCOTIA SR UNSEC 2.45% 02-02-32                                           | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5911000 | PA      | $4769763.23   | 0.05%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 2.8% 02-10-51                                         | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  10815000 | PA      | $6667317.72   | 0.07%             | 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        |    365000 | PA      | $320062.66    | 0.00%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                 | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5763712.50   | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  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        |    175000 | PA      | $140973.35    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 2.551% 02-04-28/27                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622714.40    | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  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        |    210000 | PA      | $169721.79    | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  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        |    340000 | PA      | $282361.84    | 0.00%             | 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        |  15572000 | PA      | $11928416.72  | 0.13%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                              | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2532000 | PA      | $2098341.83   | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.45% 04-01-27                                  | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1961709.15   | 0.02%             | 2027-04-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                 | 7-ELEVEN INC 144A LIFE SR UNSEC 2.5% 02-10-41                                         | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $597194.10    | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 5.25% 02-01-42                                                   | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3664125.55   | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                           | BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.7% 04-01-32                                   | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $986060.90    | 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        |    992000 | PA      | $903216.99    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | 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        |   1760000 | PA      | $1331044.00   | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | 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        |  18606000 | PA      | $12510153.43  | 0.14%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                             | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $2748340.12   | 0.03%             | 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        |   9780000 | PA      | $8566859.46   | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                                         | AMERIGAS PARTNERS LP SR UNSEC 5.625% 05-20-24                                         | CUSIP: 030981AH7<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170140.08    | 0.00%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | ASSUREDPARTNERS INC 144A SR UNSEC 7.0% 08-15-25                                       | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    335000 | PA      | $324502.11    | 0.00%             | 2025-08-15      | Fixed         | 7.00%                 | Yes           |                  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        |   1790000 | PA      | $1642376.91   | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | 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        |  21380000 | PA      | $17039603.44  | 0.19%             | 2032-02-01      | Fixed         | 2.54%                 | 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        |    180000 | PA      | $154647.90    | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | 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        |  39050000 | PA      | $34132199.20  | 0.37%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-HB7                                   | CFMT 21-HB7 M1 144A FRN 10-27-31/09-25-24                                             | CUSIP: 12530BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1296000 | PA      | $1195246.37   | 0.01%             | 2031-10-27      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                   | CFMT 18-RM2 C 144A FRN 10-25-68/23                                                    | CUSIP: 14727QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733824 | PA      | $694084.94    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  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        |   1125000 | PA      | $961543.13    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                     | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1909215.05   | 0.02%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 11-01-26                  | CUSIP: 04364VAG8<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5008438.20   | 0.05%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           |                  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        |  14000000 | PA      | $13215496.00  | 0.15%             | 2030-02-15      | Fixed         | 4.30%                 | 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        |  14070000 | PA      | $13988984.94  | 0.15%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | GTCR AP FINANCE INC 144A LIFE SR UNSEC 8.0% 05-15-27                                  | CUSIP: 40060QAA3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   9122000 | PA      | $8752194.12   | 0.10%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  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        |  46160000 | PA      | $45158328.00  | 0.50%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.015% 07-22-33/32                                      | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12202000 | PA      | $11620513.69  | 0.13%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                   | CFMT 18-RM2 D 144A FRN 10-25-68/23                                                    | CUSIP: 14727QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733824 | PA      | $684059.44    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                   | CFMT 18-RM2 B 144A FRN 10-25-68/23                                                    | CUSIP: 14727QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    998000 | PA      | $947857.69    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 3.5% 06-01-31                                                      | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11988000.00  | 0.13%             | 2031-06-01      | Fixed         | 3.50%                 | 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        |  10000000 | PA      | $9390460.00   | 0.10%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  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        |   9051000 | PA      | $8273663.92   | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | 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        |   4000000 | PA      | $3546728.00   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  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        |   3161996 | PA      | $3102597.77   | 0.03%             | 2041-12-25      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                               | CAS 22-R06 1M1 144A FRN (SOFR30A+275) 05-25-42                                        | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9263764 | PA      | $9384220.58   | 0.10%             | 2042-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST CMHAT_22-MH1                                          | CMHAT 22-MH1 A 144A 4.25% 08-25-54/11-25-27                                           | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15723933 | PA      | $13810141.91  | 0.15%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  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        |     32876 | PA      | $32734.49     | 0.00%             | 2025-05-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 5.35% 07-01-49                                                   | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40483.55     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                  | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-26                 | CUSIP: 019576AA5<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3246392.40   | 0.04%             | 2026-07-15      | Fixed         | 6.62%                 | 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        |   8493849 | PA      | $8153678.37   | 0.09%             | 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        |   2343838 | PA      | $2254877.17   | 0.02%             | 2038-07-15      | Variable      | 6.02%                 | Yes           |                  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        |   3200000 | PA      | $3129612.80   | 0.03%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                    | BALL CORP SR UNSEC 6.875% 03-15-28                                                    | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  23230000 | PA      | $23891358.10  | 0.26%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  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        |   7115465 | PA      | $6921035.01   | 0.08%             | 2038-07-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 21-ESH B 144A FRN (L+138) 07-15-38/26                                             | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    373882 | PA      | $360069.31    | 0.00%             | 2038-07-15      | Variable      | 5.70%                 | Yes           |                  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        |   1841000 | PA      | $1333990.44   | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                   | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                           | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68078.20     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                  | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27                         | CUSIP: 019576AB3<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   8140000 | PA      | $7099301.00   | 0.08%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AG MERGER SUB II INC                                                         | ADVISOR GROUP HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                         | CUSIP: 00791GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4643000 | PA      | $4706948.04   | 0.05%             | 2027-08-01      | Fixed         | 10.75%                | 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        |    759461 | PA      | $613278.27    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                             | FKH 22-SFR1 D 144A 5.197% 05-17-39/05-19-27                                           | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3043000 | PA      | $2805773.81   | 0.03%             | 2039-05-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                   | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  18918000 | PA      | $17045307.18  | 0.19%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                               | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                            | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |   7752714 | PA      | $5404509.96   | 0.06%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK STACR_13-DN1                       | STACR 13-DN1 M2 FRN (L+715) 07-25-23                                                  | CUSIP: 3137G0AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11473048 | PA      | $11735884.33  | 0.13%             | 2023-07-25      | Variable      | 11.54%                | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_13-GC16                                    | GSMS 13-GC16 A3 4.244% 11-10-46/09-12-23                                              | CUSIP: 36248GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86987 | PA      | $86357.90     | 0.00%             | 2046-11-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ADVISOR GROUP HOLDINGS INC                                                   | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   7440000 | PA      | $6848780.40   | 0.08%             | 2028-03-01      | Fixed         | 6.25%                 | 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        |   6371000 | PA      | $4457616.68   | 0.05%             | 2050-02-21      | Fixed         | 3.38%                 | 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        |    650000 | PA      | $640617.90    | 0.01%             | 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        |    200000 | PA      | $189527.00    | 0.00%             | 2048-11-10      | Fixed         | 3.47%                 | 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        |   2286931 | PA      | $2229101.84   | 0.02%             | 2025-07-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_19-WOLF                                                 | GWT 19-WOLF D 144A FRN (L+193.3) 12-15-36/12-16-24                                    | CUSIP: 39152TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1213000 | PA      | $1157374.25   | 0.01%             | 2036-12-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                     | ALTICE FRANCE HOLDING SA 144A LIFE SR SEC 1ST LIEN 10.5% 05-15-27                     | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1520000 | PA      | $1162268.00   | 0.01%             | 2027-05-15      | Fixed         | 10.50%                | Yes           |                  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        |    700000 | PA      | $667301.60    | 0.01%             | 2025-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                | AIA GROUP LTD REG S SR UNSEC 3.375% 04-07-30                                          | CUSIP: 00131MAJ2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |  15000000 | PA      | $13214055.00  | 0.14%             | 2030-04-07      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ARCONIC CORP                                                                 | ARCONIC CORP 144A LIFE SR SEC 1ST LIEN 6.0% 05-15-25                                  | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113343.66    | 0.00%             | 2025-05-15      | Fixed         | 6.00%                 | 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        |     65000 | PA      | $56697.62     | 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        |   4270000 | PA      | $4027929.43   | 0.04%             | 2027-06-01      | Fixed         | 3.85%                 | 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        |  13286000 | PA      | $9463458.37   | 0.10%             | 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        |   2696000 | PA      | $2310477.39   | 0.03%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1993327.05   | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 4.0% 03-01-48                                                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28234.68     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | 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        |  11250000 | PA      | $9574976.25   | 0.11%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                       | AMERISOURCEBERGEN CORP SR UNSEC 2.8% 05-15-30                                         | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3287105.20   | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  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        |  15000000 | PA      | $13937940.00  | 0.15%             | 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        |      2000 | PA      | $1891.55      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | 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        |     45000 | PA      | $37405.49     | 0.00%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC                       | ARDAGH PACKAGING FINANCE PLC 144A LIFE SR UNSEC 5.25% 08-15-27                        | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |   6000000 | PA      | $4495932.00   | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                   | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                          | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |  11005000 | PA      | $10190079.75  | 0.11%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  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        |   5615000 | PA      | $5113692.80   | 0.06%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                     | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.8% 11-15-28                                     | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1902528.00   | 0.02%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  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        |    205000 | PA      | $192344.12    | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                   | ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 5.5% 12-15-27                           | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $289614.30    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | 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        |   3900000 | PA      | $3300285.30   | 0.04%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE FINANCE LLC                                                        | COMMSCOPE INC 144A LIFE SR UNSEC 8.25% 03-01-27                                       | CUSIP: 20338QAA1<br>LEI: 549300NGP3QQM94T9A69 | Long             | DBT              | CORP              | US        |    875000 | PA      | $679507.50    | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                     | CSX CORP SR UNSEC 4.5% 03-15-49                                                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21895.58     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | 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        |    500000 | PA      | $393208.50    | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC SR UNSEC 2.25% 08-15-60                                                  | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6030000 | PA      | $3426221.88   | 0.04%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  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        |   5045000 | PA      | $5015839.90   | 0.06%             | 2027-03-14      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.875% 04-01-27                    | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28346.94     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                              | ASTRAZENECA PLC SR UNSEC 1.375% 08-06-30                                              | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $44371.15     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 4.625% 11-15-25                                                  | CUSIP: 037411BH7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    985000 | PA      | $952352.18    | 0.01%             | 2025-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSORCIO TRANSMANTARO SA                                                    | CONSORCIO TRANSMANTARO SA REG S SR UNSEC SF 4.7% 04-16-34                             | CUSIP: N/A<br>LEI: 549300NL65DC6HVEJX96       | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $911774.00    | 0.01%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTIONS INC                                                | CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 5.0% 07-15-27                        | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4459945.38   | 0.05%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  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        |     13000 | PA      | $9881.89      | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                     | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                     | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $2547575.40   | 0.03%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                           | AES PANAMA GENERATION HOLDINGS SRL REG S SR SEC 1ST LIEN SF 4.375% 05-31-30           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |   3893000 | PA      | $3390978.19   | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  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        |    875000 | PA      | $762164.38    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | 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        |  11200000 | PA      | $9684640.00   | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    280000 | PA      | $204368.64    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | 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        |   3185000 | PA      | $2679190.15   | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AXIATA SPV5 LABUAN LTD                                                       | AXIATA SPV5 LABUAN LTD REG S SR UNSEC 3.064% 08-19-50                                 | CUSIP: N/A<br>LEI: 2549002DHJ9LDV9BRC77       | Long             | DBT              | CORP              | MY        |   8400000 | PA      | $5598700.80   | 0.06%             | 2050-08-19      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3338473.32   | 0.04%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                  | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173478.80    | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                   | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 2.625% 09-10-30                         | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5960000 | PA      | $4857227.16   | 0.05%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                   | ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 3.95% 09-10-50                          | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    206000 | PA      | $151453.26    | 0.00%             | 2050-09-10      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                 | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $956930.96    | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  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        |   9135000 | PA      | $7567525.35   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARCOS DORADOS HOLDINGS INC                                                   | ARCOS DORADOS HOLDINGS INC REG S SR UNSEC 5.875% 04-04-27                             | CUSIP: N/A<br>LEI: 54930023P2MIZN13DQ85       | Long             | DBT              | CORP              | UY        |   6900000 | PA      | $6720910.50   | 0.07%             | 2027-04-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27            | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   9840000 | PA      | $8828231.52   | 0.10%             | 2027-10-15      | Fixed         | 4.25%                 | 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        |    260000 | PA      | $261097.20    | 0.00%             | 2026-03-15      | Fixed         | 6.75%                 | 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        |   5605000 | PA      | $4250568.57   | 0.05%             | 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        |     15000 | PA      | $12433.11     | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | 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        |   1400000 | PA      | $1089502.40   | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | 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        |  49320000 | PA      | $30167169.84  | 0.33%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27                                         | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153127.20    | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 4.05% 11-21-39                                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1290190.50   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | 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        |    325000 | PA      | $271383.45    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP                                                                | CEDAR FAIR LP 144A LIFE SR SEC 1ST LIEN 5.5% 05-01-25                                 | CUSIP: 150190AF3<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11790960.30  | 0.13%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  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        |   1040000 | PA      | $887685.76    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  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        |     25000 | PA      | $22354.35     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | 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        |  15000000 | PA      | $9349350.00   | 0.10%             | 2051-01-15      | Fixed         | 2.95%                 | 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        |    644000 | PA      | $545870.50    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |  30621000 | PA      | $28051622.51  | 0.31%             | 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        |   5214000 | PA      | $3767766.75   | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  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        |  21734000 | PA      | $19551993.34  | 0.21%             | 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        |   5035000 | PA      | $4326434.52   | 0.05%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                            | CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.75% 05-15-25                            | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180678.78    | 0.00%             | 2025-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                          | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   5773000 | PA      | $4758909.05   | 0.05%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ATS CORP                                                                     | ATS CORP 144A LIFE SR UNSEC 4.125% 12-15-28                                           | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $194386.50    | 0.00%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                      | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 2.9% 07-01-50                 | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  15735000 | PA      | $10660195.01  | 0.12%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSC HOLDINGS LLC 144A LIFE SR UNSEC 4.625% 12-01-30                                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $221935.60    | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28                 | CUSIP: 04364VAR4<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   5077000 | PA      | $4983100.89   | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AFFINITY GAMING LLC                                                          | AFFINITY GAMING 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-27                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1358542.40   | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  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        |  12157000 | PA      | $10959243.73  | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                                                | CAESARS RESORT COLLECTION LLC 144A LIFE SR SEC 1ST LIEN 5.75% 07-01-25                | CUSIP: 12770RAA1<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |  11275000 | PA      | $11053626.65  | 0.12%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC SR UNSEC 3.7% 02-04-51                                               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  27559000 | PA      | $17364099.13  | 0.19%             | 2051-02-04      | Fixed         | 3.70%                 | 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        |  18405000 | PA      | $12226147.02  | 0.13%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                    | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                    | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |   5700000 | PA      | $4551860.40   | 0.05%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                              | ALPEK SAB DE CV REG S SR UNSEC 3.25% 02-25-31                                         | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2504088.00   | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  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        |   1100000 | PA      | $918165.60    | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC                                       | ARDAGH METAL PACKAGING FINANCE USA LLC 144A LIFE SR UNSEC 4.0% 09-01-29               | CUSIP: 03969YAB4<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |  19300000 | PA      | $15331958.60  | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |    561000 | PA      | $459413.56    | 0.01%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                       | AMERISOURCEBERGEN CORP SR UNSEC 2.7% 03-15-31                                         | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   6634000 | PA      | $5522897.88   | 0.06%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  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        |   1464000 | PA      | $1435567.66   | 0.02%             | 2024-08-15      | Variable      | 5.76%                 | 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        |    757000 | PA      | $742424.72    | 0.01%             | 2024-08-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 6.0% 01-15-37                                                    | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51005.90     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                                     | ARETEC ESCROW ISSUER INC 144A LIFE SR UNSEC 7.5% 04-01-29                             | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18309000 | PA      | $15149928.52  | 0.17%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                    | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 5.125% 07-15-29                            | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   5813000 | PA      | $4368632.26   | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  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        |   4810000 | PA      | $3905926.83   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LSC COMMUNICATIONS INC                                                       | LSC COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.75% 10-15-23                       | CUSIP: 502ESCAA4<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |     44843 | PA      | $135.47       | 0.00%             | 2023-10-15      | Fixed         | 8.75%                 | Yes           |                  3 | On Loan: No      |
| LSB INDUSTRIES INC                                                           | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                           | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4466596.88   | 0.05%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $7063131.75   | 0.08%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                                                                     | LABL INC 144A LIFE SR UNSEC 8.25% 11-01-29                                            | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2023809.65   | 0.02%             | 2029-11-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                          | LOWE'S COS INC SR UNSEC 5.625% 04-15-53                                               | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5777832.00   | 0.06%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                    | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6087000 | PA      | $6232095.82   | 0.07%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  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        |   7301000 | PA      | $7098397.25   | 0.08%             | 2036-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                         | HAWT 21-INV1 A9 144A FRN 07-25-51                                                     | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2529366 | PA      | $2204777.61   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  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        |  12255000 | PA      | $12675505.82  | 0.14%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                    | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   5720000 | PA      | $6030670.36   | 0.07%             | 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        |   1368000 | PA      | $1478567.23   | 0.02%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                    | MGM RESORTS INTERNATIONAL SR UNSEC 6.0% 03-15-23                                      | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74886.00     | 0.00%             | 2023-03-15      | Fixed         | 6.00%                 | 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        |   5400000 | PA      | $5159538.00   | 0.06%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                   | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75848.40     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | 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        |   5800000 | PA      | $5314313.80   | 0.06%             | 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        |   7300000 | PA      | $5638118.50   | 0.06%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                                         | HAWT 21-INV1 A27 144A FRN 07-25-51                                                    | CUSIP: 44590HBD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2528507 | PA      | $1937918.78   | 0.02%             | 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        |   2151920 | PA      | $1861748.24   | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP SR UNSEC 4.7% 04-15-48                                                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $4681803.40   | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS PLC                                                    | MERLIN ENTERTAINMENTS LTD 144A LIFE SR SEC 1ST LIEN 5.75% 06-15-26                    | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187563.60    | 0.00%             | 2026-06-15      | Fixed         | 5.75%                 | Yes           |                  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        |    834000 | PA      | $786357.75    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                    | MGM RESORTS INTERNATIONAL SR UNSEC 5.75% 06-15-25                                     | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3942010.80   | 0.04%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                    | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                      | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49378.46     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABL ESCROW ISSUER LLC                                                       | LABL INC 144A LIFE SR UNSEC 10.5% 07-15-27                                            | CUSIP: 50168AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $619833.20    | 0.01%             | 2027-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| MAGELLAN MIDSTREAM PARTNERS LP                                               | MAGELLAN MIDSTREAM PARTNERS LP SR UNSEC 3.95% 03-01-50                                | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736266.00    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | 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        |   3000000 | PA      | $2667087.00   | 0.03%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI INC 144A LIFE SR UNSEC 4.0% 11-15-29                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $2954461.85   | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | MURPHY OIL CORP SR UNSEC 5.875% 12-01-27                                              | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3856040.00   | 0.04%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                    | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.375% 12-04-29                          | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3040000 | PA      | $2444433.60   | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                                     | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                            | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   5516000 | PA      | $5111787.52   | 0.06%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  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        |    150000 | PA      | $149888.55    | 0.00%             | 2023-01-13      | Fixed         | 1.95%                 | Yes           |                  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        |   3680000 | PA      | $3065532.00   | 0.03%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 4.55% 03-23-30                                                   | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32520.21     | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 3.85% 03-26-50                                                | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83992.20     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI INC 144A LIFE SR UNSEC 3.875% 02-15-31                                           | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $3787727.20   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | 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        |   5681000 | PA      | $5194479.16   | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP SR UNSEC 2.65% 08-15-30                                                       | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    651000 | PA      | $529037.75    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                   | MARRIOTT INTERNATIONAL INC SR UNSEC 3.5% 10-15-32                                     | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   7970000 | PA      | $6652056.89   | 0.07%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |  12033825 | PA      | $11017387.97  | 0.12%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   5150000 | PA      | $4785483.00   | 0.05%             | 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        |  11200000 | PA      | $8647643.20   | 0.09%             | 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        |   1400000 | PA      | $1080955.40   | 0.01%             | 2030-10-28      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                   | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  16215000 | PA      | $11149012.41  | 0.12%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                             | MERCADOLIBRE INC SR UNSEC 2.375% 01-14-26                                             | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |    300000 | PA      | $269496.00    | 0.00%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                             | MERCADOLIBRE INC SR UNSEC 3.125% 01-14-31                                             | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | AR        |   8276000 | PA      | $6408934.40   | 0.07%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                              | MARB BONDCO PLC REG S SR UNSEC 3.95% 01-29-31                                         | CUSIP: N/A<br>LEI: 254900PVA1EU6QM1JN57       | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $3848145.00   | 0.04%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                              | MARB BONDCO PLC 144A LIFE SR UNSEC 3.95% 01-29-31                                     | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   2577000 | PA      | $1983333.93   | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENTERTAINMENT                                               | MOHEGAN TRIBAL GAMING AUTHORITY 144A LIFE SR SEC 1ST LIEN 8.0% 02-01-26               | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6488863.50   | 0.07%             | 2026-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                 | HILT 16-HHV D 144A 4.1935% 11-05-38/26                                                | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1088092.44   | 0.01%             | 2038-11-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY                                 | TOWN 22-STAY C 144A FRN (TSFR1M+368.52) 08-15-37/24                                   | CUSIP: 46117NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3069178.32   | 0.03%             | 2037-08-15      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| MASCO CORP                                                                   | MASCO CORP SR UNSEC 2.0% 02-15-31                                                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37042.61     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | 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        |  18110000 | PA      | $14756426.42  | 0.16%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST TOWN_22-STAY                                 | TOWN 22-STAY B 144A FRN (TSFR1M+328.63) 08-15-37/24                                   | CUSIP: 46117NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7882000 | PA      | $7855272.14   | 0.09%             | 2037-08-15      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2              | ILPT 22-LPF2 C 144A FRN (TSFR1M+349.3) 10-15-39/24                                    | CUSIP: 449652AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4364000 | PA      | $4324126.13   | 0.05%             | 2039-10-15      | Variable      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                   | MARRIOTT INTERNATIONAL INC SR UNSEC 2.85% 04-15-31                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    315000 | PA      | $255840.48    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                        | MINERVA LUXEMBOURG SA REG S SR UNSEC 4.375% 03-18-31                                  | CUSIP: N/A<br>LEI: 222100NM3G3RCPGZ2Z17       | Long             | DBT              | CORP              | LU        |   5300000 | PA      | $4359117.50   | 0.05%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  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        |   1775000 | PA      | $1671022.28   | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                   | MUELLER WATER PRODUCTS INC 144A LIFE SR UNSEC 4.0% 06-15-29                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1056030.00   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                               | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   7540000 | PA      | $6265182.04   | 0.07%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL INC                                                  | MONEYGRAM INTERNATIONAL INC 144A LIFE SR SEC 1ST LIEN 5.375% 08-01-26                 | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |  12555000 | PA      | $12740663.34  | 0.14%             | 2026-08-01      | Fixed         | 5.38%                 | Yes           |                  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        |   3160000 | PA      | $2746065.28   | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | 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        |   7145000 | PA      | $5528115.08   | 0.06%             | 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        |   8145000 | PA      | $6731475.98   | 0.07%             | 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        |   1846000 | PA      | $1413570.81   | 0.02%             | 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        |    325000 | PA      | $312016.25    | 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        |   3880000 | PA      | $3406170.52   | 0.04%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                   | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                         | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1615490.00   | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                                   | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                 | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13995000 | PA      | $11140789.73  | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2              | ILPT 22-LPF2 B 144A FRN (TSFR1M+274.4) 10-15-39/24                                    | CUSIP: 449652AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3273000 | PA      | $3265246.26   | 0.04%             | 2039-10-15      | Variable      | 7.08%                 | Yes           |                  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        |    920000 | PA      | $877070.96    | 0.01%             | 2047-04-15      | Variable      | 4.39%                 | 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        |    459000 | PA      | $360424.24    | 0.00%             | 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        |  11930000 | PA      | $9924376.12   | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                                     | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1332052.64   | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | 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        |   1490000 | PA      | $1326025.50   | 0.01%             | 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        |   1902000 | PA      | $1543598.53   | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  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        |  30632000 | PA      | $22386692.66  | 0.25%             | 2052-03-15      | Fixed         | 5.14%                 | 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        |    164000 | PA      | $120378.79    | 0.00%             | 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        |  15000000 | PA      | $12394020.00  | 0.14%             | 2032-03-15      | Fixed         | 4.28%                 | 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        |  10000000 | PA      | $8216010.00   | 0.09%             | 2052-03-14      | Fixed         | 4.95%                 | 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        |   2691000 | PA      | $2467875.74   | 0.03%             | 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        |   3469000 | PA      | $3304666.53   | 0.04%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                  | METLIFE INC SR UNSEC 5.0% 07-15-52                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1001042.08   | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | 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        |    500000 | PA      | $464874.00    | 0.01%             | 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        |    650000 | PA      | $632855.60    | 0.01%             | 2047-12-15      | Variable      | 3.67%                 | 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        |    699000 | PA      | $669486.82    | 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        |  22325000 | PA      | $21040263.23  | 0.23%             | 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        |  15040000 | PA      | $14796712.96  | 0.16%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX LP SR UNSEC 4.95% 09-01-32                                                       | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  34163000 | PA      | $32134742.69  | 0.35%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  21560000 | PA      | $21149497.60  | 0.23%             | 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        |  13425000 | PA      | $12952023.83  | 0.14%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 3.85% 08-15-32                                            | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  60000000 | PA      | $52968370.20  | 0.58%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                            | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $31993671.20  | 0.35%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                          | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3372400.80   | 0.04%             | 2027-04-28      | Fixed         | 5.62%                 | 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        |   3100000 | PA      | $2791683.30   | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY PARTNERS LP                                                       | NGL ENERGY PARTNERS LP SR UNSEC 7.5% 11-01-23                                         | CUSIP: 62913TAJ1<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   7424000 | PA      | $7240627.20   | 0.08%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                  | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  18225000 | PA      | $17638811.10  | 0.19%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29                                        | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11185130.25  | 0.12%             | 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        |  14758000 | PA      | $14994570.74  | 0.16%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26                                            | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1567518.88   | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR ESCROW CORP                                                          | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                  | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  11667000 | PA      | $10726499.80  | 0.12%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                          | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                    | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    500000 | PA      | $483777.00    | 0.01%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC 144A LIFE SR UNSEC 4.875% 06-15-30                                        | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3271845.06   | 0.04%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   6326000 | PA      | $5622675.32   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $6162070.08   | 0.07%             | 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        |     32000 | PA      | $30185.02     | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  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        |    329000 | PA      | $299702.88    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | 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        |  16043000 | PA      | $10818051.59  | 0.12%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 2.25% 06-01-30                           | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  13405000 | PA      | $11054124.94  | 0.12%             | 2030-06-01      | Fixed         | 2.25%                 | 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        |   2870000 | PA      | $1832417.51   | 0.02%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP CORP 144A LIFE SR UNSEC 6.875% 08-15-28                                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |  14269000 | PA      | $11793028.85  | 0.13%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25                      | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7281561.60   | 0.08%             | 2025-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                          | NUSTAR LOGISTICS LP SR UNSEC 5.75% 10-01-25                                           | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674137.10    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30               | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $830676.35    | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | 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        |     24000 | PA      | $20179.92     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                   | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1594378.40   | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                              | NORTHRIVER MIDSTREAM FINANCE LP 144A LIFE SR SEC 1ST LIEN 5.625% 02-15-26             | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1185997.50   | 0.01%             | 2026-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL CORP LTD 144A LIFE SR UNSEC 5.875% 03-15-26                                       | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $984000.00    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                     | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 7.5% 02-01-26                      | CUSIP: 62922LAA6<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |  33190000 | PA      | $29609495.99  | 0.32%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1462310.68   | 0.02%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL AND GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  15385000 | PA      | $14791815.94  | 0.16%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                              | NCL FINANCE LTD 144A LIFE SR UNSEC 6.125% 03-15-28                                    | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $1848677.50   | 0.02%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  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        |   5300000 | PA      | $5264050.10   | 0.06%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NEIMAN MARCUS GROUP LTD LLC                                                  | NMG HOLDING CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 04-01-26                          | CUSIP: 62929RAC2<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $7625394.56   | 0.08%             | 2026-04-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                       | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18500000 | PA      | $17216100.00  | 0.19%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                                                    | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                          | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  22325000 | PA      | $19396741.38  | 0.21%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NATURA COSMETICOS SA                                                         | NATURA COSMETICOS SA 144A LIFE SR UNSEC 4.125% 05-03-28                               | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   3800000 | PA      | $3105417.00   | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   7021000 | PA      | $5741366.58   | 0.06%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                              | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1474172.00   | 0.02%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  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        |   7010000 | PA      | $6389229.45   | 0.07%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                          | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1977797.40   | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                    | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.5% 06-01-52                                | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    138000 | PA      | $125840.13    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | 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        |   3049000 | PA      | $2789600.23   | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                     | NFP CORP 144A LIFE SR SEC 1ST LIEN 7.5% 10-01-30                                      | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6626018.00   | 0.07%             | 2030-10-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NUTRIEN LTD SR UNSEC 5.9% 11-07-24                                                    | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4003000 | PA      | $4056235.90   | 0.04%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                          | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 3.75% 04-01-45                         | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   9121000 | PA      | $7375550.71   | 0.08%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OFFSHORE DRILLING FINANCE LTD                                      | ODEBRECHT OFFSHORE DRILLING FINANCE LTD REG S SR SEC 1ST LIEN PIK 7.72% 12-01-26      | CUSIP: N/A<br>LEI: 549300L7LF2PIRAWID66       | Long             | DBT              | CORP              | KY        |  49379519 | PA      | $13209021.33  | 0.14%             | 2026-12-01      | Fixed         | 7.72%                 | Yes           |                  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    | 0.01%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_13-LC11           | JPMCC 13-LC11 B 3.4986% 04-15-46/04-17-23                                             | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1960608.00   | 0.02%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-3                                          | JPMMT 18-3 A1 144A FRN 09-25-48/40                                                    | CUSIP: 46649TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196908 | PA      | $173030.85    | 0.00%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO C 144A FRN 01-05-39/01-08-27                                             | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2092000 | PA      | $1626264.32   | 0.02%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                         | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2602000 | PA      | $2122729.81   | 0.02%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-1                                          | JPMMT 20-1 A15 144A FRN 06-25-50/11-02-43                                             | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815107 | PA      | $692430.30    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_19-GS7                                      | LMAT 19-GS7 A1 144A FRN 11-25-59                                                      | CUSIP: 52474MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208457 | PA      | $208293.77    | 0.00%             | 2059-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_20-GS4                                      | LMAT 20-GS4 A1 144A FRN 02-25-60                                                      | CUSIP: 52474KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238465 | PA      | $234970.48    | 0.00%             | 2060-02-25      | Variable      | 3.25%                 | 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        |    858297 | PA      | $780043.58    | 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        |    475541 | PA      | $455559.82    | 0.00%             | 2038-10-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OLIN CORP                                                                    | OLIN CORP SR UNSEC 5.0% 02-01-30                                                      | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2742825.00   | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 5.2% 07-15-48                                                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    582000 | PA      | $487414.52    | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                  | LUXE 21-TRIP C 144A FRN (L+175) 10-15-38/24                                           | CUSIP: 55066WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4669480.00   | 0.05%             | 2038-10-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| LUXE COMMERCIAL MORTGAGE TRUST LUXE_21-TRIP                                  | LUXE 21-TRIP B 144A FRN (L+140) 10-15-38/24                                           | CUSIP: 55066WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1142000 | PA      | $1081674.99   | 0.01%             | 2038-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                      | LMAT 21-GS5 A1 144A 2.25% 07-25-67/11-25-24                                           | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2644311 | PA      | $2380316.49   | 0.03%             | 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        |  11266307 | PA      | $10035958.70  | 0.11%             | 2070-01-29      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C25                                       | MSBAM 15-C25 B FRN 10-15-48/09-17-25                                                  | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74000 | PA      | $68958.38     | 0.00%             | 2048-10-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C12                                       | MSBAM 13-C12 AS FRN 10-15-46/09-15-23                                                 | CUSIP: 61762XAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489994.00    | 0.01%             | 2046-10-15      | Variable      | 4.48%                 | 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        |    923000 | PA      | $875735.02    | 0.01%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C17                                       | MSBAM 14-C17 A4 3.443% 08-15-47/03-15-24                                              | CUSIP: 61763UAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151098 | PA      | $146849.09    | 0.00%             | 2047-08-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C18                                       | MSBAM 14-C18 AS FRN 10-15-47/09-17-24                                                 | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188581 | PA      | $1133647.16   | 0.01%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_13-C11                                       | MSBAM 13-C11 A4 FRN 08-15-46                                                          | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876000 | PA      | $2835002.62   | 0.03%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_14-C14                                       | MSBAM 14-C14 C FRN 02-15-47/01-18-24                                                  | CUSIP: 61690GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5800000 | PA      | $5585626.20   | 0.06%             | 2047-02-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_17-H1                                     | MSCI 17-H1 A5 3.53% 06-15-50/05-17-27                                                 | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $41729.04     | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-L3                                     | MSCI 19-L3 B FRN 11-15-52/11-16-29                                                    | CUSIP: 61691UBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $4320030.00   | 0.05%             | 2052-11-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1                          | MCAS 20-1 M10 144A (L+375) FRN 03-25-50                                               | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3400000 | PA      | $3153143.00   | 0.03%             | 2050-03-25      | Variable      | 8.14%                 | 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        |   1616000 | PA      | $1563501.01   | 0.02%             | 2055-11-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C20                                       | MSBAM 15-C20 B 4.16% 02-15-48/01-17-25                                                | CUSIP: 61764RBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18112500 | PA      | $16929445.84  | 0.19%             | 2048-02-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST  NRZT_18-1                               | NRZT 18-1A A1A 144A FRN 12-25-57                                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46803 | PA      | $44093.05     | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | 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        |    133553 | PA      | $126786.83    | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 18-5A                               | NRZT 18-5A A1 144A FRN 12-25-57                                                       | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104255 | PA      | $100669.97    | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | 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        |   2250000 | PA      | $2217514.50   | 0.02%             | 2055-05-25      | Variable      | 5.14%                 | 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        |   3000000 | PA      | $2827395.00   | 0.03%             | 2032-02-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_20-SFR2                                      | PROG 20-SFR2 A 144A 2.078% 06-18-37/06-19-25                                          | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99877 | PA      | $91829.56     | 0.00%             | 2037-06-18      | Fixed         | 2.08%                 | 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        |    661092 | PA      | $623308.38    | 0.01%             | 2031-11-25      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 20-DNA1 M2 144A FRN (L+170) 01-25-50                                            | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |   2025564 | PA      | $2020042.76   | 0.02%             | 2050-01-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                | STACR 20-DNA2 M2 144A FRN (L+185) 02-25-50                                            | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |   4831173 | PA      | $4823346.01   | 0.05%             | 2050-02-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH1                                           | SEMT 18-CH1 A2 144A FRN 02-25-48/05-25-34                                             | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-CBDO         | CORP              | US        |     62765 | PA      | $57141.68     | 0.00%             | 2048-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_13-2                                             | SEMT 13-2 A FRN 02-25-43                                                              | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38411 | PA      | $32165.71     | 0.00%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  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        |   1762635 | PA      | $1777111.07   | 0.02%             | 2050-10-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-FLWR                                                    | SREIT 21-FLWR B 144A FRN (L+92.59) 07-15-36                                           | CUSIP: 78485GAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7633160.00   | 0.08%             | 2036-07-15      | Variable      | 5.24%                 | 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        |   1558000 | PA      | $1497646.20   | 0.02%             | 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        |   6181398 | PA      | $6102443.00   | 0.07%             | 2041-10-25      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 21-MFP B 144A FRN (L+107.98) 11-15-38/11-16-26                                  | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1545000 | PA      | $1474458.39   | 0.02%             | 2038-11-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 21-MFP C 144A FRN (L+132.9) 11-15-38/11-16-26                                   | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2077000 | PA      | $1977445.24   | 0.02%             | 2038-11-15      | Variable      | 5.65%                 | 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        |   1442000 | PA      | $1389049.76   | 0.02%             | 2038-11-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                  | STACR 20-DNA6 M2 144A FRN (SOFR30A+200) 12-25-50                                      | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4354729 | PA      | $4327063.80   | 0.05%             | 2050-12-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA3                                                | STACR 20-DNA3 B1 144A FRN (L+510) 06-25-50                                            | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11787212 | PA      | $12292400.31  | 0.13%             | 2050-06-27      | Variable      | 9.49%                 | 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        |   5970000 | PA      | $5770709.46   | 0.06%             | 2039-01-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                           | SMRT 22-MINI D 144A FRN (TSFR1M+195) 01-15-39/01-16-24                                | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $8862939.50   | 0.10%             | 2039-01-15      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                  | STACR 22-DNA2 M1A 144A FRN (SOFR30A+130) 02-25-42                                     | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14596048 | PA      | $14360117.57  | 0.16%             | 2042-02-25      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                  | STACR 20-DNA4 B1 144A FRN (L+600) 08-25-50                                            | CUSIP: 35565XBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8665275 | PA      | $9223881.53   | 0.10%             | 2050-08-25      | Variable      | 10.39%                | Yes           |                  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        |   1549570 | PA      | $1542545.52   | 0.02%             | 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        |   1850807 | PA      | $1845961.76   | 0.02%             | 2042-05-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                  | STACR 22-DNA5 M1A 144A FRN (SOFR30A+295) 06-25-42                                     | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10766715 | PA      | $10898359.26  | 0.12%             | 2042-06-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 21-MFP D 144A FRN (L+157.82) 11-15-38/11-16-26                                  | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2368330.00   | 0.03%             | 2038-11-15      | Variable      | 5.90%                 | 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        |   1460000 | PA      | $1491871.80   | 0.02%             | 2042-09-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 22-DNA6 M1A 144A FRN (SOFR30A+215) 09-25-42                                     | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    604253 | PA      | $605383.18    | 0.01%             | 2042-09-25      | Variable      | 6.08%                 | 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        |   3000000 | PA      | $2316573.00   | 0.03%             | 2059-10-25      | Variable      | 3.00%                 | 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        |   2342458 | PA      | $2038943.02   | 0.02%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_17-SFR2                                            | TAH 17-SFR2 E 144A 4.216% 01-17-36/01-22-24                                           | CUSIP: 89613FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6325442.50   | 0.07%             | 2036-01-17      | Fixed         | 4.22%                 | Yes           |                  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        |    500000 | PA      | $495981.00    | 0.01%             | 2048-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                | WFRBS 14-C22 AS FRN 09-15-57/09-17-24                                                 | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93683.30     | 0.00%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WFRBS_12-C10                   | WFRBS 12-C10 AS 3.241% 12-15-45/12-16-22                                              | CUSIP: 92890NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220629 | PA      | $216568.57    | 0.00%             | 2045-12-15      | Fixed         | 3.24%                 | 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        |     25000 | PA      | $23191.10     | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-NXS1                           | WFCM 15-NXS1 C FRN 05-15-48/04-17-25                                                  | CUSIP: 94989HBJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $900504.00    | 0.01%             | 2048-05-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                           | WFCM 15-LC22 B FRN 09-15-58                                                           | CUSIP: 94989TBE3<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6204525.75   | 0.07%             | 2058-09-15      | Variable      | 4.55%                 | 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        |    512000 | PA      | $489950.72    | 0.01%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C19                                | WFRBS 14-C19 AS 4.271% 03-15-47/24                                                    | CUSIP: 92938VAS4<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-CBDO         | CORP              | US        |    417000 | PA      | $404754.80    | 0.00%             | 2047-03-15      | Fixed         | 4.27%                 | 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        |   1251000 | PA      | $1195601.97   | 0.01%             | 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        |    110000 | PA      | $98962.38     | 0.00%             | 2058-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                           | WFCM 16-NXS5 B FRN 01-15-59/01-16-26                                                  | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |   5760000 | PA      | $5150073.60   | 0.06%             | 2059-01-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 2.9% 08-15-24                                      | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201476.10    | 0.00%             | 2024-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.4% 08-15-49                                      | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1542468.82   | 0.02%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 4.45% 09-01-49                                                     | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1195713.60   | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  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        |   3170000 | PA      | $3240548.35   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                      | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1294212.48   | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                                   | OUTFRONT MEDIA CAPITAL LLC 144A LIFE SR UNSEC 4.625% 03-15-30                         | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1649568.71   | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                          | ONCOR ELECTRIC DELIVERY CO LLC SR SEC 1ST LIEN 3.1% 09-15-49                          | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3256000 | PA      | $2320144.20   | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 4.5% 03-15-50                                                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1498904.00   | 0.02%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33872.50     | 0.00%             | 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        |     27000 | PA      | $27354.19     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | 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        |   5630000 | PA      | $6365756.55   | 0.07%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.875% 09-01-25                                    | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3912195.28   | 0.04%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                    | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   9153000 | PA      | $9479167.16   | 0.10%             | 2030-09-01      | Fixed         | 6.62%                 | 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        |   7530000 | PA      | $6575504.73   | 0.07%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                    | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5601577.10   | 0.06%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                                   | OUTFRONT MEDIA CAPITAL LLC 144A LIFE SR UNSEC 4.25% 01-15-29                          | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2493015.00   | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 2.875% 03-25-31                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2061496.74   | 0.02%             | 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        |    212000 | PA      | $151966.05    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MIDSTREAM PARTNERS LP                                              | CRESTWOOD MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 8.0% 04-01-29                      | CUSIP: 67421QAA0<br>LEI: 549300VJQPPSEJPBNA66 | Long             | DBT              | CORP              | US        |   9580000 | PA      | $9546949.00   | 0.10%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                       | OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29                             | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3118506.60   | 0.03%             | 2029-10-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                           | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                 | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |  11180000 | PA      | $10420989.80  | 0.11%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                          | ONCOR ELECTRIC DELIVERY CO LLC 144A SR SEC 1ST LIEN 4.15% 06-01-32                    | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $1791466.69   | 0.02%             | 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        |   1875000 | PA      | $1841602.50   | 0.02%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  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        |     15000 | PA      | $12108.80     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | PARTY CITY HOLDINGS INC 144A LIFE SR UNSEC 6.125% 08-15-23                            | CUSIP: 702150AC7<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |     50000 | PA      | $3000.00      | 0.00%             | 2023-08-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                          | PROGRESS ENERGY INC SR UNSEC 7.75% 03-01-31                                           | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   4359000 | PA      | $4951087.33   | 0.05%             | 2031-03-01      | Fixed         | 7.75%                 | 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        |    258000 | PA      | $236748.28    | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                  | PETROBRAS GLOBAL FINANCE BV SR UNSEC 8.75% 05-23-26                                   | CUSIP: 71647NAQ2<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2732815.00   | 0.03%             | 2026-05-23      | Fixed         | 8.75%                 | 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        |   2389000 | PA      | $2613057.14   | 0.03%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                  | PETROBRAS GLOBAL FINANCE BV SR UNSEC 7.375% 01-17-27                                  | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1676280.00   | 0.02%             | 2027-01-17      | Fixed         | 7.38%                 | 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        |    120000 | PA      | $113603.64    | 0.00%             | 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        |    373000 | PA      | $332342.63    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28                                  | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $6948472.85   | 0.08%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  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        |    183000 | PA      | $161800.91    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | 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        |    383000 | PA      | $362003.17    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                            | CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26                            | CUSIP: 69867DAA6<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137054.68    | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                            | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                    | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5059139.69   | 0.06%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  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        |     37000 | PA      | $33397.20     | 0.00%             | 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        |   2231000 | PA      | $2028692.92   | 0.02%             | 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        |   7100000 | PA      | $6571703.20   | 0.07%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                    | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   8255000 | PA      | $7487285.00   | 0.08%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                           | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3880415.45   | 0.04%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   5345000 | PA      | $5025807.29   | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO LTD                                                 | PTTEP TREASURY CENTER CO LTD REG S SR UNSEC 2.993% 01-15-30                           | CUSIP: N/A<br>LEI: 2549006WFOUPZX6TZG08       | Long             | DBT              | CORP              | TH        |   1474000 | PA      | $1282024.77   | 0.01%             | 2030-01-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                     | MASS GENERAL BRIGHAM INC SR UNSEC 3.192% 07-01-49                                     | CUSIP: 70213HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $29099.99     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  12811000 | PA      | $11079273.08  | 0.12%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                  | PEPSICO INC SR UNSEC 1.625% 05-01-30                                                  | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4893.98      | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | 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        |   2784000 | PA      | $2240630.02   | 0.02%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                              | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    116000 | PA      | $101086.11    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLDT INC                                                                     | PLDT INC REG S SR UNSEC 2.5% 01-23-31                                                 | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | DBT              | CORP              | PH        |   5500000 | PA      | $4314475.00   | 0.05%             | 2031-01-23      | Fixed         | 2.50%                 | 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        |  17728000 | PA      | $15167119.49  | 0.17%             | 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        |    920000 | PA      | $626039.76    | 0.01%             | 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        |  11405000 | PA      | $7127132.77   | 0.08%             | 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        |  14836000 | PA      | $11544885.61  | 0.13%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                                     | CALLON PETROLEUM CO 144A LIFE SR UNSEC 8.0% 08-01-28                                  | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4104689.70   | 0.05%             | 2028-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                  | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  24620000 | PA      | $20827781.40  | 0.23%             | 2028-07-15      | Fixed         | 2.45%                 | 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        |  13487000 | PA      | $12256176.38  | 0.13%             | 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 3.75% 07-01-28                            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $972334.07    | 0.01%             | 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        |    125000 | PA      | $115162.00    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | 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        |     18000 | PA      | $10044.77     | 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        |   3087000 | PA      | $1735184.18   | 0.02%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.875% 10-01-28              | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8172864.00   | 0.09%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  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        |  13290000 | PA      | $12037975.68  | 0.13%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTERFIELD MEDIA PARENT INC                                                 | MILLENNIUM ESCROW CORP 144A LIFE SR SEC 1ST LIEN 6.625% 08-01-26                      | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    833000 | PA      | $534203.73    | 0.01%             | 2026-08-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28                      | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6111008.00   | 0.07%             | 2028-10-01      | Fixed         | 9.50%                 | 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        |     34000 | PA      | $26865.78     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | 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        |  20750000 | PA      | $16535633.50  | 0.18%             | 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        |   3500000 | PA      | $2860760.00   | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                    | AESOP 20-2A C 144A 4.25% 02-20-27/26                                                  | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6550000 | PA      | $5859630.00   | 0.06%             | 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        |     45288 | PA      | $44943.50     | 0.00%             | 2026-06-15      | Fixed         | 1.85%                 | 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        |     72026 | PA      | $70867.68     | 0.00%             | 2027-03-15      | Fixed         | 0.83%                 | Yes           |                  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        |    100000 | PA      | $94330.70     | 0.00%             | 2027-03-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO I LTD ALLEG_17-1A                                                | ALLEG 17-1A AR 144A CLO FRN (L+95) 10-16-30                                           | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-O            | CORP              | US        |    477000 | PA      | $469021.70    | 0.01%             | 2030-10-16      | Variable      | 5.03%                 | 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        |    559061 | PA      | $519693.88    | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                            | BHG 21-A C 144A 3.69% 11-17-33                                                        | CUSIP: 08861YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1146143.06   | 0.01%             | 2033-11-17      | Fixed         | 3.69%                 | 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        |   4733000 | PA      | $3974645.61   | 0.04%             | 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        |    752743 | PA      | $568843.98    | 0.01%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  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        |   2270787 | PA      | $1867656.20   | 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        |    504304 | PA      | $474995.40    | 0.01%             | 2034-10-17      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-A                                            | BHG 22-A A 144A 1.71% 02-20-35                                                        | CUSIP: 054977AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3164598 | PA      | $2958652.26   | 0.03%             | 2035-02-20      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_22-A                                            | BHG 22-A B 144A 2.7% 02-20-35                                                         | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4354985.00   | 0.05%             | 2035-02-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                   | BHG 20-A C 144A 5.17% 09-17-31                                                        | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $275081.70    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                   | BHG 20-A B 144A 3.59% 09-17-31                                                        | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $281165.10    | 0.00%             | 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        |    122620 | PA      | $119828.48    | 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        |   1290000 | PA      | $1273867.26   | 0.01%             | 2030-11-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-B                                          | CPS 21-B C 144A 1.23% 03-15-27/04-15-24                                               | CUSIP: 12656QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2184666.75   | 0.02%             | 2027-03-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_21-B                                          | CPS 21-B D 144A 1.52% 03-15-27/11-15-24                                               | CUSIP: 12656QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1873900.00   | 0.02%             | 2027-03-15      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3                                 | CAALT 21-3A C 144A 1.63% 09-16-30/11-15-24                                            | CUSIP: 22535GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2706885.00   | 0.03%             | 2030-09-16      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3                                 | CAALT 21-3A B 144A 1.38% 07-15-30/09-16-24                                            | CUSIP: 22535GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1836106.00   | 0.02%             | 2030-07-15      | Fixed         | 1.38%                 | 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        |    591039 | PA      | $517178.75    | 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        |   2545121 | PA      | $2166221.52   | 0.02%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_17-1A                                                  | CIFC 17-1A B CLO 144A FRN (L+170) 04-23-29                                            | CUSIP: 12551AAC9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1729407.75   | 0.02%             | 2029-04-23      | Variable      | 5.98%                 | 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        |    757000 | PA      | $722840.38    | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_20-HB4                                   | CFMT 20-HB4 M3 144A FRN 12-26-30/11-27-23                                             | CUSIP: 12529LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $209076.98    | 0.00%             | 2030-12-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_21-1                                                 | CFG 21-1 B 144A 5.82% 05-20-32/10-20-25                                               | CUSIP: 12528GAE2<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2854650.00   | 0.03%             | 2032-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                          | CPS 22-B D 144A 5.19% 08-15-28/12-15-25                                               | CUSIP: 12663BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5701740.00   | 0.06%             | 2028-08-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2130803.77   | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | PARTY CITY HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-26                      | CUSIP: 702150AG8<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |  24400000 | PA      | $7076000.00   | 0.08%             | 2026-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                          | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   5985000 | PA      | $4943280.83   | 0.05%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  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        |   6542000 | PA      | $5224244.94   | 0.06%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.5% 09-15-31                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1685012.00   | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                            | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9497000 | PA      | $7742505.23   | 0.08%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 4.875% 05-15-29              | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |  10330000 | PA      | $8757774.00   | 0.10%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  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        |     54000 | PA      | $46787.17     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG SARL                                                     | PETRORIO LUXEMBOURG TRADING SARL 144A LIFE SR SEC 1ST LIEN 6.125% 06-09-26            | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |   6090000 | PA      | $5803648.20   | 0.06%             | 2026-06-09      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                   | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12433000 | PA      | $10789357.40  | 0.12%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.625% 09-01-29                      | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4432200.00   | 0.05%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                                | PREMIER ENTERTAINMENT SUB LLC 144A LIFE SR UNSEC 5.875% 09-01-31                      | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4252200.00   | 0.05%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                                                          | PGT INNOVATIONS INC 144A LIFE SR UNSEC 4.375% 10-01-29                                | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $6565595.94   | 0.07%             | 2029-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                  | PEPSICO INC SR UNSEC 1.95% 10-21-31                                                   | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $1993555.56   | 0.02%             | 2031-10-21      | Fixed         | 1.95%                 | 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        |   7077000 | PA      | $4930177.90   | 0.05%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                               | PUBLIC STORAGE SR UNSEC 2.25% 11-09-31                                                | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8155000 | PA      | $6561064.48   | 0.07%             | 2031-11-09      | Fixed         | 2.25%                 | 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        |    417000 | PA      | $356510.40    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | 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        |   4663000 | PA      | $4089329.76   | 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        |    850000 | PA      | $573205.15    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | 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        |     12000 | PA      | $9531.73      | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | 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        |  15000000 | PA      | $14162835.00  | 0.16%             | 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        |  22655000 | PA      | $20638569.07  | 0.23%             | 2052-06-01      | Fixed         | 5.05%                 | 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        |   3995000 | PA      | $3652572.57   | 0.04%             | 2062-06-01      | Fixed         | 5.25%                 | 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        |   3756000 | PA      | $3922473.43   | 0.04%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $3497499.00   | 0.04%             | 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        |  13113000 | PA      | $8314074.73   | 0.09%             | 2052-08-15      | Fixed         | 2.65%                 | 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        |   6500000 | PA      | $4810000.00   | 0.05%             | 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        |   2888000 | PA      | $2258216.73   | 0.02%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                              | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28             | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4259798.16   | 0.05%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                              | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4470000 | PA      | $3806875.50   | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                          | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  12198000 | PA      | $9948627.81   | 0.11%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   6702000 | PA      | $3551389.80   | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $3271728.80   | 0.04%             | 2031-10-01      | Fixed         | 3.62%                 | 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        |   6015000 | PA      | $4757052.98   | 0.05%             | 2030-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                   | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                         | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |  12535000 | PA      | $9894627.60   | 0.11%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                    | CONTINENTAL RESOURCES INC 144A LIFE SR UNSEC 2.875% 04-01-32                          | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $2771124.62   | 0.03%             | 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        |   2463000 | PA      | $1639247.19   | 0.02%             | 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        |    155000 | PA      | $101218.88    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32               | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  10080000 | PA      | $8020182.24   | 0.09%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                         | COVANTA HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $6663028.40   | 0.07%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  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        |    469000 | PA      | $389692.10    | 0.00%             | 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        |    435000 | PA      | $388244.03    | 0.00%             | 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        |    423000 | PA      | $320694.07    | 0.00%             | 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        |  23487000 | PA      | $15899360.24  | 0.17%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1                                 | CAALT 22-1A C 144A 5.7% 10-15-32/04-15-26                                             | CUSIP: 22534LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5803902.00   | 0.06%             | 2032-10-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1                                 | CAALT 22-1A D 144A 6.63% 12-15-32/04-15-26                                            | CUSIP: 22534LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7671576.00   | 0.08%             | 2032-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                  | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                    | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3116655.05   | 0.03%             | 2031-03-01      | Fixed         | 4.00%                 | 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   | 0.07%             | 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        |   5053000 | PA      | $4090822.90   | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                             | CSN RESOURCES SA REG S SR UNSEC 5.875% 04-08-32                                       | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | LU        |    640000 | PA      | $536430.72    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  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        |    432000 | PA      | $334114.42    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                      | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                           | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  16130000 | PA      | $14728496.56  | 0.16%             | 2027-03-03      | Fixed         | 2.45%                 | 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        |  23215000 | PA      | $19917936.06  | 0.22%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                        | CDI ESCROW ISSUER INC 144A LIFE SR UNSEC 5.75% 04-01-30                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13925000 | PA      | $12507212.20  | 0.14%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  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        |   1240000 | PA      | $1096260.44   | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC 144A SR UNSEC 3.85% 04-05-29                                 | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5959000 | PA      | $5439822.13   | 0.06%             | 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        |  12896000 | PA      | $11298391.94  | 0.12%             | 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        |  14051000 | PA      | $11205293.12  | 0.12%             | 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        |   1724000 | PA      | $1421489.72   | 0.02%             | 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        |    244000 | PA      | $235509.29    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                                     | CALLON PETROLEUM CO 144A LIFE SR UNSEC 7.5% 06-15-30                                  | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $6565289.50   | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CDK GLOBAL INC                                                               | CENTRAL PARENT INC 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-29                           | CUSIP: 15477CAA3<br>LEI: 5493000L10CYRTHIJ385 | Long             | DBT              | CORP              | US        |  14770000 | PA      | $14465693.69  | 0.16%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                  | CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $4899730.84   | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | 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        |   7286000 | PA      | $6948811.21   | 0.08%             | 2032-07-15      | Fixed         | 6.38%                 | 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        |   6175000 | PA      | $5644017.93   | 0.06%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 6.375% 09-01-29                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13275000 | PA      | $12500602.88  | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  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        |   5085000 | PA      | $4880938.95   | 0.05%             | 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        |  15396000 | PA      | $15931888.57  | 0.17%             | 2033-11-17      | Variable      | 6.27%                 | 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        |   2375000 | PA      | $2438293.75   | 0.03%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 8.0% 04-20-33                                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8870000 | PA      | $8907670.89   | 0.10%             | 2033-04-20      | Fixed         | 8.00%                 | 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        |    300000 | PA      | $298983.00    | 0.00%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  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        |   2055000 | PA      | $1981143.30   | 0.02%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                                     | DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27                           | CUSIP: 25277LAC0<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $35718.75     | 0.00%             | 2027-08-15      | Fixed         | 6.62%                 | Yes           |                  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        |  11006000 | PA      | $9460592.51   | 0.10%             | 2029-08-15      | Fixed         | 2.45%                 | 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        |  16599000 | PA      | $14154332.48  | 0.16%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $2798700.74   | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  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        |     74000 | PA      | $58992.73     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 9.375% 07-15-25                         | CUSIP: 253657AA8<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   8628000 | PA      | $5881491.90   | 0.06%             | 2025-07-15      | Fixed         | 9.38%                 | Yes           |                  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        |   1099000 | PA      | $664307.04    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                     | DIAMOND OFFSHORE DRILLING SR UNSEC PIK UNFUNDED BACKSTOP 0.0% 03-22-27                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |       499 | PA      | $474.05       | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  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        |   1010000 | PA      | $879491.84    | 0.01%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                     | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 1ST LIEN PIK FRN 04-22-27                   | CUSIP: 25260WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    102044 | PA      | $96941.80     | 0.00%             | 2027-04-22      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                     | DIAMOND FOREIGN ASSET CO SR SEC 1ST LIEN PIK 9.0% 04-22-27                            | CUSIP: 25260WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     92247 | PA      | $87634.65     | 0.00%             | 2027-04-22      | Fixed         | 9.00%                 | 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        |   7600000 | PA      | $7153272.00   | 0.08%             | 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        |   2550000 | PA      | $2219606.70   | 0.02%             | 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        |   1755000 | PA      | $1511116.43   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  16032000 | PA      | $16177474.37  | 0.18%             | 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        |   9826000 | PA      | $9991342.10   | 0.11%             | 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        |  11020000 | PA      | $11268589.16  | 0.12%             | 2032-11-17      | Fixed         | 5.75%                 | 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        |  10395000 | PA      | $9948524.36   | 0.11%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  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        |  15750000 | PA      | $12161299.50  | 0.13%             | 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        |  12995000 | PA      | $9626696.00   | 0.11%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                          | CPS 22-C D 144A 6.45% 04-15-30/07-15-26                                               | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3377000 | PA      | $3282896.52   | 0.04%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                          | CPS 22-C C 144A 5.28% 04-15-30/08-15-25                                               | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3690626.42   | 0.04%             | 2030-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP SR UNSEC 4.875% 05-15-25                                         | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4862333.63   | 0.05%             | 2025-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 3.7% 03-15-28                                    | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $3520852.40   | 0.04%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                        | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                  | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    590000 | PA      | $545879.80    | 0.01%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  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        |   2451000 | PA      | $2112749.75   | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                        | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                   | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |   5865000 | PA      | $5055600.68   | 0.06%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR UNSEC 9.25% 02-01-28                              | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  12830000 | PA      | $7222443.22   | 0.08%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                        | REPUBLIC SERVICES INC SR UNSEC 1.45% 02-15-31                                         | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  18975000 | PA      | $14673652.13  | 0.16%             | 2031-02-15      | Fixed         | 1.45%                 | 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        |   6230000 | PA      | $5944229.90   | 0.07%             | 2027-10-15      | Fixed         | 5.75%                 | 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        |   4075000 | PA      | $3424018.75   | 0.04%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  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        |   4723000 | PA      | $3300385.17   | 0.04%             | 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        |   7770000 | PA      | $6966271.20   | 0.08%             | 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        |   3925000 | PA      | $3111398.53   | 0.03%             | 2031-08-15      | Fixed         | 2.00%                 | 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        |   2094000 | PA      | $1778126.38   | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | 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        |   2374000 | PA      | $1999397.04   | 0.02%             | 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        |   4750000 | PA      | $3694488.25   | 0.04%             | 2031-12-14      | Fixed         | 2.50%                 | 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        |  13398000 | PA      | $11482930.07  | 0.13%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RP ESCROW ISSUER LLC                                                         | RP ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 5.25% 12-15-25                         | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5735000 | PA      | $4386707.24   | 0.05%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |   6890000 | PA      | $5220484.10   | 0.06%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_18-RM2                                   | CFMT 18-RM2 A 144A FRN 10-25-68/23                                                    | CUSIP: 14727QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    861607 | PA      | $832191.09    | 0.01%             | 2068-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO TRUST CPS_20-B                                                      | CPS 20-B D 144A 4.75% 04-15-26                                                        | CUSIP: 12656CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90743 | PA      | $90460.85     | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                    | CLIF 20-1A B 144A 3.62% 09-18-45                                                      | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    278149 | PA      | $242201.36    | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                    | CLIF 20-2A B 144A 3.56% 09-15-45                                                      | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215438 | PA      | $188752.95    | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  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        |    130286 | PA      | $128653.53    | 0.00%             | 2026-09-15      | Fixed         | 0.83%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP CECLO_14-21A                                                     | CECLO 14-21A A1R3 144A FRN (L+97) 07-27-30                                            | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1412260 | PA      | $1391764.84   | 0.02%             | 2030-07-27      | Variable      | 5.33%                 | Yes           |                  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        |    277000 | PA      | $254397.35    | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | 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        |    616000 | PA      | $585400.82    | 0.01%             | 2027-02-16      | Fixed         | 1.10%                 | Yes           |                  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        |  17178000 | PA      | $14624593.37  | 0.16%             | 2028-01-07      | Variable      | 2.55%                 | 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        |   2100000 | PA      | $1634652.60   | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                               | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                              | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12485000 | PA      | $11498397.85  | 0.13%             | 2028-04-01      | Variable      | 4.30%                 | 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        |  16970000 | PA      | $16611084.50  | 0.18%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                          | ROCKET SOFTWARE INC 144A LIFE SR UNSEC 6.5% 02-15-29                                  | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $4579830.80   | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                      | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                              | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $4971566.10   | 0.05%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUKE ENERGY CORP SR UNSEC 5.0% 08-15-52                                               | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7142080.00   | 0.08%             | 2052-08-15      | Fixed         | 5.00%                 | 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        |   3200000 | PA      | $3426137.60   | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                         | DRSLF 17-47A BR CLO 144A FRN (L+147) 04-15-28                                         | CUSIP: 26245EAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1965574.00   | 0.02%             | 2028-04-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                         | DRSLF 17-47A A2R CLO 144A FRN (L+127) 04-15-28                                        | CUSIP: 26245EAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1966856.00   | 0.02%             | 2028-04-15      | Variable      | 5.35%                 | Yes           |                  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        |  15850000 | PA      | $16343727.50  | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                  | DISCOVER FINANCIAL SERVICES SR UNSEC 6.7% 11-29-32                                    | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4536668.20   | 0.05%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 6.125% 12-15-45                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18596.36     | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                  | EMBARQ CORP SR UNSEC 7.995% 06-01-36                                                  | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $221922.38    | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP SR UNSEC 4.0% 08-01-24                                      | CUSIP: 26885BAA8<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    936000 | PA      | $901077.84    | 0.01%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 5.3% 04-15-47                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58582.72     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                         | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2583105.51   | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 6.0% 06-15-48                                             | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $235585.48    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  14800000 | PA      | $11837336.00  | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                         | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2327684.13   | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 6.25% 04-15-49                                            | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $12805225.60  | 0.14%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                                       | PAR PHARMACEUTICAL INC 144A LIFE SR SEC 1ST LIEN 7.5% 04-01-27                        | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $342945.00    | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.75% 06-15-27                                          | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4454000 | PA      | $4474782.36   | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | 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        |  16670000 | PA      | $14598719.16  | 0.16%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                        | ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28                                          | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3132047.90   | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                        | ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30                                         | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3070317.03   | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | 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        |     68000 | PA      | $62244.89     | 0.00%             | 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        |     75000 | PA      | $65445.45     | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_17-47A                                         | DRSLF 17-47A CR CLO 144A FRN (L+205) 04-15-28                                         | CUSIP: 26245EAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1936496.00   | 0.02%             | 2028-04-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-3                                               | DTAOT 21-3A C 144A 0.87% 05-17-27/06-17-24                                            | CUSIP: 23344QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1872438.00   | 0.02%             | 2027-05-17      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 3.75% 05-15-30                                            | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2430978.00   | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP SR UNSEC 6.125% 02-01-25                                                     | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80318.40     | 0.00%             | 2025-02-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-3                                               | DTAOT 21-3A D 144A 1.31% 05-17-27/04-15-25                                            | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1753994.00   | 0.02%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_28R                                            | DRSLF 13-28A A2LR CLO 144A FRN (L+165) 08-15-30                                       | CUSIP: 26251BAN6<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $2926689.00   | 0.03%             | 2030-08-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 4.25% 07-01-26                         | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  12260000 | PA      | $9925671.48   | 0.11%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  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        |   1515000 | PA      | $1193283.69   | 0.01%             | 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        |  28515000 | PA      | $18602359.07  | 0.20%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                         | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $2744935.18   | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 4.95% 04-15-25                                          | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127967.84    | 0.00%             | 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        |  49000000 | PA      | $42924098.00  | 0.47%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA INC.                                       | ROLLER BEARING CO OF AMERICA INC 144A LIFE SR UNSEC 4.375% 10-15-29                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2450638.50   | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                  | RIO TINTO FINANCE USA LTD SR UNSEC 2.75% 11-02-51                                     | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   7587000 | PA      | $5055210.51   | 0.06%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                    | EDGEWELL PERSONAL CARE CO 144A LIFE SR UNSEC 5.5% 06-01-28                            | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5200350.00   | 0.06%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENDO DAC                                                                     | ENDO DAC 144A LIFE SR UNSEC 6.0% 06-30-28                                             | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $60500.00     | 0.00%             | 2028-06-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 2.15% 07-15-30                                                   | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $5608365.28   | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.0% 07-01-25                            | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3407677.43   | 0.04%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  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        |   1390000 | PA      | $1112581.02   | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | 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        |   4670000 | PA      | $4000055.81   | 0.04%             | 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        |   4653000 | PA      | $3798062.43   | 0.04%             | 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        |    791000 | PA      | $516039.70    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27                            | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7229125.00   | 0.08%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.25% 07-01-25                    | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    655000 | PA      | $637777.43    | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                          | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5458169.10   | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                               | REALOGY GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $4914697.25   | 0.05%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $6663267.60   | 0.07%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                                     | RYAN SPECIALTY GROUP LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                    | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $12573617.00  | 0.14%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29                  | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  20090000 | PA      | $20215562.50  | 0.22%             | 2029-01-15      | Fixed         | 8.25%                 | Yes           |                  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        |  10570000 | PA      | $11037817.63  | 0.12%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                           | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $1906829.35   | 0.02%             | 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        |   2825000 | PA      | $2780161.60   | 0.03%             | 2025-01-23      | Variable      | 5.95%                 | No            |                  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        |  11460000 | PA      | $11920634.70  | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | 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        |   1600000 | PA      | $1543792.00   | 0.02%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                      | DRIVE 21-3 B 1.11% 05-15-26                                                           | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3960000 | PA      | $3851242.56   | 0.04%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_20-2                                               | DTAOT 20-2A D 144A 4.73% 03-16-26                                                     | CUSIP: 23343RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $835850.90    | 0.01%             | 2026-03-16      | Fixed         | 4.73%                 | Yes           |                  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        |    200000 | PA      | $195770.00    | 0.00%             | 2028-05-15      | Fixed         | 3.05%                 | No            |                  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        |    100000 | PA      | $92146.30     | 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        |    100000 | PA      | $96026.00     | 0.00%             | 2026-10-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-4A                               | EART 21-4A E 144A 4.02% 01-17-28/01-15-26                                             | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8060000 | PA      | $7152871.18   | 0.08%             | 2028-01-17      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                   | EART 22-2A E 144A 6.34% 10-15-29                                                      | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9625000 | PA      | $8377763.63   | 0.09%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                   | EART 22-2A D 4.56% 07-17-28                                                           | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469000 | PA      | $440009.23    | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT 2013 LTD                                      | STATE GRID OVERSEAS INVESTMENT 2013 LTD REG S SR UNSEC 4.375% 05-22-43                | CUSIP: N/A<br>LEI: 529900GBH9XYPD4XZZ70       | Long             | DBT              | CORP              | VG        |   2800000 | PA      | $2514075.20   | 0.03%             | 2043-05-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INVESTMENT 2014 LTD                                      | STATE GRID OVERSEAS INVESTMENT 2014 LTD REG S SR UNSEC 4.85% 05-07-44                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |   2000000 | PA      | $1901996.00   | 0.02%             | 2044-05-07      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                                | EART 22-3A E 144A 9.09% 01-15-30/02-16-27                                             | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9724330.00   | 0.11%             | 2030-01-15      | Fixed         | 9.09%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A D 5.98% 12-15-28                                                           | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5907000 | PA      | $5606369.14   | 0.06%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A C 4.92% 12-15-28                                                           | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9678000 | PA      | $9348860.90   | 0.10%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A E 144A 8.23% 03-15-30                                                      | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5833000 | PA      | $5306297.60   | 0.06%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  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        |   4330000 | PA      | $5162897.15   | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 5.0% 08-01-27                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2941831.18   | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                                | EART 22-5 E 144A 10.45% 04-15-30/06-15-27                                             | CUSIP: 30167FAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26790000 | PA      | $26371004.40  | 0.29%             | 2030-04-15      | Fixed         | 10.45%                | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_19-3                                | EART 19-3 E 144A 4.0% 08-17-26/08-15-23                                               | CUSIP: 30167EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3595000 | PA      | $3439289.77   | 0.04%             | 2026-08-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                | EART 22-6 E 144A 11.61% 06-17-30/09-15-27                                             | CUSIP: 30168AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21500000 | PA      | $21753356.00  | 0.24%             | 2030-06-17      | Fixed         | 11.61%                | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2                                | EART 20-2 D 144A 4.73% 04-15-26/04-15-24                                              | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99020.60     | 0.00%             | 2026-04-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                  | SOUTHWESTERN ENERGY CO SR UNSEC 7.75% 10-01-27                                        | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199046.45    | 0.00%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                  | SPRINT LLC SR UNSEC 7.625% 03-01-26                                                   | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    837000 | PA      | $882621.52    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                            | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                              | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $77841.18     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                        | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |  11735000 | PA      | $9993526.00   | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | 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        |    142766 | PA      | $120668.99    | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                                 | FREED 22-1FP A 144A 0.94% 03-19-29                                                    | CUSIP: 35633KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54614 | PA      | $54453.71     | 0.00%             | 2029-03-19      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_22-1FP                                                 | FREED 22-1FP B 144A 1.91% 03-19-29                                                    | CUSIP: 35633KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2462000 | PA      | $2389206.05   | 0.03%             | 2029-03-19      | Fixed         | 1.91%                 | Yes           |                  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        |    300000 | PA      | $290188.50    | 0.00%             | 2027-03-15      | Fixed         | 0.89%                 | Yes           |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                                                      | ENN ENERGY HOLDINGS LTD REG S SR UNSEC 2.625% 09-17-30                                | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $811680.00    | 0.01%             | 2030-09-17      | Fixed         | 2.62%                 | Yes           |                  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        |   3000000 | PA      | $2435040.00   | 0.03%             | 2030-09-17      | Fixed         | 2.62%                 | 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        |    300000 | PA      | $272540.40    | 0.00%             | 2027-03-15      | Fixed         | 1.62%                 | 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        |   2555987 | PA      | $2160297.41   | 0.02%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_05-SD2                                                     | GSAMP 05-SD2 M3 144A FRN (L+135) 04-25-35                                             | CUSIP: 362341CF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698364 | PA      | $683779.37    | 0.01%             | 2035-04-25      | Variable      | 5.74%                 | Yes           |                  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        |    115559 | PA      | $102641.77    | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                       | ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 4.375% 03-31-29                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2820861.24   | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | 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        |    105000 | PA      | $86960.48     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | 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        |   2336000 | PA      | $2106794.02   | 0.02%             | 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        |   1220000 | PA      | $1118787.58   | 0.01%             | 2025-12-26      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 2.95% 09-15-51                                                   | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2038198.50   | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | 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        |   1195000 | PA      | $1125902.71   | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.5% 01-15-29                            | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   8195000 | PA      | $6895248.42   | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 01-15-31                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |  11461000 | PA      | $9391773.76   | 0.10%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                            | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1317000 | PA      | $1130990.87   | 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        |    826000 | PA      | $682856.68    | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU                                                     | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |   6300000 | PA      | $4419191.70   | 0.05%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                 | ENTERGY CORP SR UNSEC 2.4% 06-15-31                                                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $4899907.95   | 0.05%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                  | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 4.5% 03-30-24             | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    805000 | PA      | $778636.25    | 0.01%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                  | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31           | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    930000 | PA      | $815493.75    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_21-A                                   | HERTZ 21-A B 144A 3.65% 06-30-23                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   7110000 | PA      | $6821334.00   | 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        |   1776000 | PA      | $1596192.43   | 0.02%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  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        |  10000000 | PA      | $7974360.00   | 0.09%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENDO LUXEMBOURG FINANCE COMPANY I SARL                                       | ENDO LUXEMBOURG FINANCE CO I SARL 144A LIFE SR SEC 1ST LIEN 6.125% 04-01-29           | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |   3610000 | PA      | $2745311.14   | 0.03%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                   | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $1989505.12   | 0.02%             | 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        |    894000 | PA      | $756324.89    | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | 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        |   3492000 | PA      | $3103563.89   | 0.03%             | 2026-06-25      | Fixed         | 2.63%                 | 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        |   4025000 | PA      | $3325829.33   | 0.04%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 2.5% 05-15-31                                                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1325772.95   | 0.01%             | 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        |    819000 | PA      | $561542.44    | 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        |   7170000 | PA      | $6253989.48   | 0.07%             | 2026-05-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP 144A LIFE SR UNSEC 3.625% 05-15-31                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $2992305.53   | 0.03%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                           | ESSEX PORTFOLIO LP SR UNSEC 2.55% 06-15-31                                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1395967.41   | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-49/11-15-26                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $954787.50    | 0.01%             | 2049-12-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR STATIC CLO I LTD KSTAT_22-1                                              | KSTAT 22-1A B CLO 144A FRN (TSFR3M+260) 07-20-31                                      | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  16000000 | PA      | $15911792.00  | 0.17%             | 2031-07-20      | Variable      | 5.08%                 | Yes           |                  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        |   1000000 | PA      | $934149.00    | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                       | SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28                                         | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $8049878.35   | 0.09%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                 | SM ENERGY CO SR UNSEC 6.625% 01-15-27                                                 | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82008.00     | 0.00%             | 2027-01-15      | Fixed         | 6.62%                 | 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        |   2750000 | PA      | $2653967.25   | 0.03%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                 | ENBRIDGE INC SR UNSEC 3.4% 08-01-51                                                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    718000 | PA      | $490634.53    | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  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        |    168000 | PA      | $127548.12    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                                                           | EMPIRE RESORTS INC 144A LIFE SR SEC 1ST LIEN 7.75% 11-01-26                           | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $8331932.05   | 0.09%             | 2026-11-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-49/03-15-27                               | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3353800.00   | 0.04%             | 2049-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC                                                         | SUMMIT MATERIALS LLC 144A LIFE SR UNSEC 6.5% 03-15-27                                 | CUSIP: 86614RAM9<br>LEI: 549300C97P3BW8QROE16 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265056.57    | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | 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        |    165000 | PA      | $157278.83    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | 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        |   3395000 | PA      | $2666555.22   | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | 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        |   1150000 | PA      | $1024944.40   | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                         | ENTEGRIS ESCROW CORP 144A LIFE SR SEC 1ST LIEN 4.75% 04-15-29                         | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1640543.84   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  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        |    232000 | PA      | $227495.72    | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                  | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 10.0% 04-15-27                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   3802000 | PA      | $3874542.16   | 0.04%             | 2027-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                      | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5094854.14   | 0.06%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                   | SELECT MEDICAL CORP 144A LIFE SR UNSEC 6.25% 08-15-26                                 | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |   6196000 | PA      | $5904106.44   | 0.06%             | 2026-08-15      | Fixed         | 6.25%                 | Yes           |                  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        |   1352000 | PA      | $1177902.96   | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                              | SEALED AIR CORP 144A LIFE SR UNSEC 4.0% 12-01-27                                      | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  11364000 | PA      | $10328250.95  | 0.11%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                           | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                   | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5308941.28   | 0.06%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                                    | EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-30                            | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $4985638.30   | 0.05%             | 2030-06-01      | 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        |   3778000 | PA      | $3439933.23   | 0.04%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                           | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 7.25% 11-15-29                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6554667.00   | 0.07%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  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        |   3360000 | PA      | $2469529.44   | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | 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        |   7589000 | PA      | $7078875.01   | 0.08%             | 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        |   6650000 | PA      | $6004590.90   | 0.07%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                    | SCOTTS MIRACLE-GRO CO SR UNSEC 4.5% 10-15-29                                          | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   6308000 | PA      | $5120834.40   | 0.06%             | 2029-10-15      | Fixed         | 4.50%                 | 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        |    819000 | PA      | $676360.50    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | 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        |   6441000 | PA      | $5666540.60   | 0.06%             | 2030-04-06      | Fixed         | 2.75%                 | 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        |     24000 | PA      | $17330.59     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                                    | SIX FLAGS THEME PARKS INC 144A LIFE SR SEC 1ST LIEN 7.0% 07-01-25                     | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160342.28    | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | Yes           |                  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        |   2185000 | PA      | $1808011.03   | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIONAL INC                                           | SCIENTIFIC GAMES INTERNATIONAL INC 144A LIFE SR UNSEC 8.625% 07-01-25                 | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1956980.63   | 0.02%             | 2025-07-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                          | MESQUITE ENERGY INC CV 144A LIFE 1ST LIEN PIK 15.0% 07-15-23                          | CUSIP: 59073XAB1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |      2754 | PA      | $2754.00      | 0.00%             | 2023-07-15      | Fixed         | 15.00%                | Yes           |                  3 | 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        |   5374000 | PA      | $4981042.37   | 0.05%             | 2028-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                          | SANCHEZ ENERGY CORP 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-23                          | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     27000 | PA      | $438.75       | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | Yes           |                  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        |   9060000 | PA      | $8451168.00   | 0.09%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                     | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123626.25    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |  18684000 | PA      | $14335654.00  | 0.16%             | 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        |   9335000 | PA      | $9640310.51   | 0.11%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                              | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                       | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    770000 | PA      | $724962.70    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STERICYCLE INC                                                               | STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29                                     | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |  11010000 | PA      | $9620703.15   | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | 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        |   1559000 | PA      | $1243598.71   | 0.01%             | 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        |   1500000 | PA      | $1205955.00   | 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        |    145000 | PA      | $93527.90     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                          | SHRIRAM FINANCE LTD 144A LIFE SR SEC 1ST LIEN 4.4% 03-13-24                           | CUSIP: 825547AD4<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    834000 | PA      | $803283.78    | 0.01%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                          | SHRIRAM FINANCE LTD REG S SR SEC 1ST LIEN 4.4% 03-13-24                               | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |   5500000 | PA      | $5297435.00   | 0.06%             | 2024-03-13      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   4300000 | PA      | $3728388.10   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC REG S SR UNSEC 2.375% 01-19-31                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |   7600000 | PA      | $5579532.40   | 0.06%             | 2031-01-19      | Fixed         | 2.38%                 | Yes           |                  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        |    200000 | PA      | $173413.40    | 0.00%             | 2026-01-19      | Fixed         | 1.50%                 | 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        |   6700000 | PA      | $5896938.00   | 0.06%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                            | SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29                           | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |  16820000 | PA      | $13712723.66  | 0.15%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SUPERIOR PLUS LP AND SUPERIOR GENERAL PARTNER INC                            | SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29                                     | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2210000 | PA      | $1892743.45   | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                      | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  13995000 | PA      | $12089580.75  | 0.13%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                 | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                          | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $899125.13    | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                      | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22390000 | PA      | $19254168.55  | 0.21%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                       | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                             | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13505000 | PA      | $10895550.40  | 0.12%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SRPSKA REPUBLIC OF (GOVERNMENT)                                              | SRPSKA REPUBLIC OF (GOVERNMENT) EUR REG S 4.75% 04-27-26                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BA        |    835000 | PA      | $815615.99    | 0.01%             | 2026-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                 | SUBURBAN PROPANE PARTNERS LP 144A LIFE SR UNSEC 5.0% 06-01-31                         | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $4239264.84   | 0.05%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                         | SRS DISTRIBUTION INC 144A LIFE SR SEC 1ST LIEN 4.625% 07-01-28                        | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5157769.40   | 0.06%             | 2028-07-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                          | SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9230000 | PA      | $8050590.60   | 0.09%             | 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        |   1001000 | PA      | $732658.93    | 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        |  11057000 | PA      | $9139097.01   | 0.10%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                 | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                   | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1900869.30   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                 | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                   | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   3382000 | PA      | $2677661.30   | 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        |  12015000 | PA      | $10526882.18  | 0.12%             | 2029-05-15      | Fixed         | 4.50%                 | 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        |  25015000 | PA      | $16510525.38  | 0.18%             | 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        |  16500000 | PA      | $12904551.00  | 0.14%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24                         | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2096003.84   | 0.02%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                  | SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30                                       | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $7590304.92   | 0.08%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                    | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27                          | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $892954.00    | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                               | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  13520000 | PA      | $10843148.16  | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                         | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                               | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   7935000 | PA      | $6248931.53   | 0.07%             | 2031-11-15      | Fixed         | 4.88%                 | 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        |   3843000 | PA      | $2439267.39   | 0.03%             | 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        |   4154000 | PA      | $2749071.51   | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | 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        |  20925000 | PA      | $13119096.15  | 0.14%             | 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        |  14840000 | PA      | $10598505.40  | 0.12%             | 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        |  15178000 | PA      | $10349771.95  | 0.11%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                                                  | SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32                                        | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1910028.45   | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |   4175000 | PA      | $3507697.23   | 0.04%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                                    | SCOTTS MIRACLE-GRO CO SR UNSEC 4.375% 02-01-32                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   9015000 | PA      | $6807857.55   | 0.07%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                          | SHRIRAM FINANCE LTD REG S SR SEC 1ST LIEN 4.15% 07-18-25                              | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | DBT              | CORP              | IN        |   2700000 | PA      | $2490939.00   | 0.03%             | 2025-07-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                 | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |  12685000 | PA      | $10731510.00  | 0.12%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                           | STUDIO CITY CO LTD 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-27                            | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |   5545000 | PA      | $5193663.26   | 0.06%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 5.5% 02-22-29                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   2757000 | PA      | $2547084.78   | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                 | SUN COMMUNITIES OPERATING LP SR UNSEC 4.2% 04-15-32                                   | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |  24225000 | PA      | $21402157.65  | 0.23%             | 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        |   1753000 | PA      | $1504573.61   | 0.02%             | 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        |  22772000 | PA      | $22334891.46  | 0.25%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                              | SANDS CHINA LTD SR UNSEC 3.75% 08-08-31                                               | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |  10000000 | PA      | $7882560.00   | 0.09%             | 2031-08-08      | Variable      | 3.75%                 | 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        |   1124000 | PA      | $1162760.02   | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | 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        |   9109000 | PA      | $9600430.55   | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.25% 12-15-27                              | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $9412247.25   | 0.10%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  24675000 | PA      | $21628377.75  | 0.24%             | 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        |   7000000 | PA      | $4295200.00   | 0.05%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC 144A LIFE SR UNSEC 10.5% 01-15-26                             | CUSIP: 87422VAE8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $3820800.00   | 0.04%             | 2026-01-15      | Fixed         | 10.50%                | 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        |    788000 | PA      | $773924.74    | 0.01%             | 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        |  24260000 | PA      | $23709176.70  | 0.26%             | 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        |    771000 | PA      | $753048.81    | 0.01%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD                                                      | TRANSOCEAN GUARDIAN LTD 144A LIFE SR SEC 1ST LIEN SF 5.875% 01-15-24                  | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24426 | PA      | $23890.44     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                      | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                  | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    216125 | PA      | $210657.04    | 0.00%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  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        |   5095000 | PA      | $5035847.05   | 0.06%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  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        |     20000 | PA      | $16378.16     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29                                   | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |    900000 | PA      | $830195.10    | 0.01%             | 2029-04-11      | Fixed         | 3.98%                 | 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        |   1255000 | PA      | $1304716.83   | 0.01%             | 2027-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                                                         | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR SEC 1ST LIEN 5.5% 08-15-26                  | CUSIP: 89686QAA4<br>LEI: 7245008KGK6ZIU5L8334 | Long             | DBT              | CORP              | NL        |   1495000 | PA      | $1374033.57   | 0.02%             | 2026-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING BV                                                         | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR UNSEC 8.5% 08-15-27                         | CUSIP: 89686QAB2<br>LEI: 7245008KGK6ZIU5L8334 | Long             | DBT              | CORP              | NL        |   6415000 | PA      | $5896058.58   | 0.06%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                       | TAMPA ELECTRIC CO SR UNSEC 3.625% 06-15-50                                            | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $783096.65    | 0.01%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | TENET HEALTHCARE CORP 144A SR SEC 1ST LIEN 4.625% 09-01-24                            | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4863585.00   | 0.05%             | 2024-09-01      | Fixed         | 4.62%                 | 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        |   2135000 | PA      | $2023281.86   | 0.02%             | 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        |   3270000 | PA      | $3048522.90   | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                            | TRIUMPH GROUP INC 144A SR SEC 2ND LIEN 6.25% 09-15-24                                 | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12343890.00  | 0.14%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  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        |     15000 | PA      | $15145.92     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                  | TARGA RESOURCES PARTNERS LP SR UNSEC 6.5% 07-15-27                                    | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519104.55    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | 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        |   7003000 | PA      | $4359031.36   | 0.05%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  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        |  12551000 | PA      | $8924288.14   | 0.10%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                         | TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50                                | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |   9960000 | PA      | $6315257.52   | 0.07%             | 2050-06-03      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF SR UNSEC 3.125% 04-15-31                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1311000 | PA      | $977631.05    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | 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        |    400000 | PA      | $240735.60    | 0.00%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 3.25% 04-22-32                                                        | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  10720000 | PA      | $7830391.84   | 0.09%             | 2032-04-22      | Fixed         | 3.25%                 | 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        |  10120000 | PA      | $7304990.44   | 0.08%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                          | CHILE GVT BD CHILE 4.34% 03-07-42                                                     | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1815000 | PA      | $1540283.42   | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 5.0% 06-15-45                                                         | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  11144000 | PA      | $7623120.06   | 0.08%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 5.95% 01-25-27                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1650000 | PA      | $1620318.15   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 5.875% 01-30-60                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |  18700000 | PA      | $13785079.00  | 0.15%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC 144A LIFE 4.5% 01-30-30                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5789000 | PA      | $4949994.44   | 0.05%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC 144A LIFE 5.875% 01-30-60                                          | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1700000 | PA      | $1253189.00   | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 4.5% 01-30-30                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   8243000 | PA      | $7048333.77   | 0.08%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC 144A LIFE 5.3% 01-21-41                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    412000 | PA      | $319454.09    | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 6.0% 02-22-33                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   5120000 | PA      | $4637706.24   | 0.05%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC 144A LIFE 6.0% 02-22-33                                            | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1285000 | PA      | $1163955.57   | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 6.85% 01-27-45                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1100000 | PA      | $959175.80    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 5.5% 01-27-25                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1400000 | PA      | $1391139.40   | 0.02%             | 2025-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                              | DOMINICAN REPUBLIC REG S 6.875% 01-29-26                                              | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $1011581.00   | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF SR UNSEC REG S 7.6003% 03-01-29                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   3600000 | PA      | $2942514.00   | 0.03%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF SR UNSEC REG S 8.15% 11-20-59                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |  18200000 | PA      | $11966117.80  | 0.13%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF SR 144A SR UNSEC 7.625% 05-29-32                                    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   4200000 | PA      | $3122586.60   | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF 144A LIFE 5.875% 02-16-31                                           | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6930000 | PA      | $4843377.00   | 0.05%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF REG S 5.875% 02-16-31                                               | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |  18000000 | PA      | $12580200.00  | 0.14%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT ARAB REP OF SR UNSEC REG S 8.75% 09-30-51                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1600000 | PA      | $1080320.00   | 0.01%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)                         | ETHIOPIA REP OF REG S 6.625% 12-11-24                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |   9000000 | PA      | $5654700.00   | 0.06%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                          | GHANA REP OF REG S SF 8.125% 03-26-32                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |  15400000 | PA      | $5650106.00   | 0.06%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                          | GHANA REP OF 144A LIFE SF 8.125% 03-26-32                                             | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   1500000 | PA      | $550335.00    | 0.01%             | 2032-03-26      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                          | GHANA REP OF REG S SF 6.375% 02-11-27                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |  14090000 | PA      | $5460297.70   | 0.06%             | 2027-02-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                          | GHANA REP OF 144A LIFE SF 7.75% 04-07-29                                              | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   3600000 | PA      | $1355040.00   | 0.01%             | 2029-04-07      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                        | GEORGIA GOVT BOND REG S 2.75% 04-22-26                                                | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |   2667000 | PA      | $2423278.87   | 0.03%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA (REPUBLIC OF)                                                        | GEORGIA GOVT BOND 144A LIFE 2.75% 04-22-26                                            | CUSIP: 37311PAB6<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |   2880000 | PA      | $2616814.08   | 0.03%             | 2026-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON REPUBLIC REG S SF 7.0% 11-24-31                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |   2200000 | PA      | $1809280.00   | 0.02%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON REPUBLIC 144A LIFE SF 7.0% 11-24-31                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   6000000 | PA      | $4934400.00   | 0.05%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA (REPUBLIC OF)                                                          | GHANA REP OF REG S SF 8.125% 01-18-26                                                 | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |   1210000 | PA      | $496293.60    | 0.01%             | 2026-01-18      | Fixed         | 8.12%                 | 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        |  10360000 | PA      | $9166704.12   | 0.10%             | 2027-01-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                         | HONDURAS REP OF REG S 5.625% 06-24-30                                                 | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |   5548000 | PA      | $4474972.42   | 0.05%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS REPUBLIC OF                                                         | HONDURAS REP OF 144A LIFE 5.625% 06-24-30                                             | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   6175000 | PA      | $4980705.60   | 0.05%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                               | PAKISTAN REP REG S 6.875% 12-05-27                                                    | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   3850000 | PA      | $1525832.00   | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                            | ISRAEL STATE 3.375% 01-15-50                                                          | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $1931425.00   | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                                  | IVORY COAST GOVT REG S STEP SF 5.75% 12-31-32                                         | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   2977989 | PA      | $2824041.59   | 0.03%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  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        |    900000 | PA      | $1021463.10   | 0.01%             | 2037-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA REP OF REG S 5.125% 01-15-45                                                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   1515000 | PA      | $1473439.01   | 0.02%             | 2045-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                                | KINGDOM OF JORDAN 144A LIFE 5.85% 07-07-30                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   2100000 | PA      | $1888546.80   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | 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        |  10100000 | PA      | $9761953.00   | 0.11%             | 2027-01-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BAHRAIN (KINGDOM OF)                                                         | BAHRAIN KINGDOM OF REG S 6.125% 08-01-23                                              | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |   1300000 | PA      | $1301184.30   | 0.01%             | 2023-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT REG S SF 8.0% 05-22-32                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   2000000 | PA      | $1714320.00   | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT REG S SF 6.3% 01-23-34                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   2000000 | PA      | $1549980.00   | 0.02%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT 144A LIFE SF 6.3% 01-23-34                                                 | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2700000 | PA      | $2092473.00   | 0.02%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT 144A LIFE 6.875% 06-24-24                                                  | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $184647.00    | 0.00%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 4.5% 04-22-29                                                   | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  18100000 | PA      | $17294043.20  | 0.19%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 4.75% 03-08-44                                                  | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $162174.00    | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOZAMBIQUE (REPUBLIC OF)                                                     | REPUBLIC OF MOZAMBIQUE SF REG S 5.0% 09-15-31/23                                      | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |  13260000 | PA      | $10210200.00  | 0.11%             | 2031-09-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 5.0% 04-27-51                                                   | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $978111.60    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 2.659% 05-24-31                                                 | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    649000 | PA      | $525059.82    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | 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        |   4770000 | PA      | $2981545.74   | 0.03%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                     | MONGOLIA (GOVERNMENT OF) REG S 3.5% 07-07-27                                          | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |    472000 | PA      | $381190.50    | 0.00%             | 2027-07-07      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIA (GOVERNMENT OF)                                                     | MONGOLIA (GOVERNMENT OF) REG S 4.45% 07-07-31                                         | CUSIP: N/A<br>LEI: 254900PW61ADCBDCLP71       | Long             | DBT              | NUSS              | MN        |   3290000 | PA      | $2566917.22   | 0.03%             | 2031-07-07      | Fixed         | 4.45%                 | 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        |   2338000 | PA      | $2150824.40   | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                                | NIGERIA GOVT 144A LIFE 8.25% 09-28-51                                                 | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  15000000 | PA      | $10063350.00  | 0.11%             | 2051-09-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                               | OMAN GOVT BOND REG S 5.375% 03-08-27                                                  | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |  16650000 | PA      | $16341142.50  | 0.18%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                               | OMAN GOVT BOND REG S 6.75% 10-28-27                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   7350000 | PA      | $7630490.70   | 0.08%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GLOBAL 3.16% 01-23-30                                                          | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $345393.60    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | 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        |   5450000 | PA      | $3533698.25   | 0.04%             | 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        |   2000000 | PA      | $1465590.00   | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 2.783% 01-23-31                                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $995676.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | 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        |  12600000 | PA      | $9130413.60   | 0.10%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                            | PARAGUAY REP OF REG S SF 4.95% 04-28-31                                               | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |  16350000 | PA      | $15861592.80  | 0.17%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 2.78% 12-01-60                                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4949000 | PA      | $2903147.74   | 0.03%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 3.23% 07-28-21                                                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1400000 | PA      | $817805.80    | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | 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        |   1200000 | PA      | $962004.00    | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 3.55% 03-10-51                                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $858993.60    | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                               | PAKISTAN REP REG S 6.0% 04-08-26                                                      | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |   6244000 | PA      | $2513210.00   | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                               | PAKISTAN REP 144A LIFE 6.0% 04-08-26                                                  | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   3510000 | PA      | $1412775.00   | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT SF 6.55% 03-14-37                                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   9500000 | PA      | $10044093.50  | 0.11%             | 2037-03-14      | Fixed         | 6.55%                 | 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        |   4800000 | PA      | $3525014.40   | 0.04%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 3.0% 01-15-34                                                               | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4990000 | PA      | $3946610.96   | 0.04%             | 2034-01-15      | Fixed         | 3.00%                 | 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        |  14545000 | PA      | $10303052.57  | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | 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        |   4000000 | PA      | $3435828.00   | 0.04%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                               | PAKISTAN REP REG S 8.25% 04-15-24                                                     | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $218000.00    | 0.00%             | 2024-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINES REP OF 3.95% 01-20-40                                                     | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   9200000 | PA      | $7825078.40   | 0.09%             | 2040-01-20      | Fixed         | 3.95%                 | 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        |  14100000 | PA      | $13685248.50  | 0.15%             | 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        |  16100000 | PA      | $14775807.20  | 0.16%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA REP OF REG S 6.75% 01-15-44                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    575000 | PA      | $646291.95    | 0.01%             | 2044-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 4.3% 10-12-28                                                        | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2200000 | PA      | $1969000.00   | 0.02%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 5.0% 10-12-46                                                        | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   7500000 | PA      | $5285250.00   | 0.06%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                      | INDONESIA REP OF REG S 4.625% 04-15-43                                                | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   5800000 | PA      | $5302783.40   | 0.06%             | 2043-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                           | RUSSIA GOVT REG S 4.75% 05-27-26                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1600000 | PA      | $704000.00    | 0.01%             | 2026-05-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINES REP OF 3.7% 02-02-42                                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2500000 | PA      | $2053292.50   | 0.02%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                            | PARAGUAY REP OF 144A 4.7% 03-27-27                                                    | CUSIP: 699149AD2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $394507.60    | 0.00%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 5.75% 05-11-47                                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  12100000 | PA      | $8288500.00   | 0.09%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 6.2% 05-11-27                                                  | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   1780000 | PA      | $567962.40    | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                           | RUSSIAN FEDERATION REG S 4.25% 06-23-27                                               | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   4200000 | PA      | $1806000.00   | 0.02%             | 2027-06-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                           | RUSSIAN FEDERATION REG S 5.25% 06-23-47                                               | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1800000 | PA      | $738000.00    | 0.01%             | 2047-06-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                    | PHILIPPINES REP OF 3.0% 02-01-28                                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   8300000 | PA      | $7754109.00   | 0.09%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT 144A LIFE 7.25% 02-28-28                                                   | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2600000 | PA      | $2287246.00   | 0.03%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT REG S 7.25% 02-28-28                                                       | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |  13400000 | PA      | $11788114.00  | 0.13%             | 2028-02-28      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KENYA (REPUBLIC OF)                                                          | KENYA GOVT REG S 8.25% 02-28-48                                                       | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   1200000 | PA      | $934494.00    | 0.01%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | REPUBLIC OF SENEGAL EUR 144A LIFE 4.75% 03-13-28                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   1500000 | PA      | $1390113.13   | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | REPUBLIC OF SENEGAL EUR REG S 4.75% 03-13-28                                          | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   4500000 | PA      | $4170339.38   | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATION                                                           | RUSSIAN FEDERATION REG S 4.375% 03-21-29                                              | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1000000 | PA      | $410000.00    | 0.00%             | 2029-03-21      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | REPUBLIC OF SENEGAL USD REG S SF 6.75% 03-13-48                                       | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |   8000000 | PA      | $5677952.00   | 0.06%             | 2048-03-13      | Fixed         | 6.75%                 | 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        |   2400000 | PA      | $1819404.00   | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 5.75% 04-18-23                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   3798000 | PA      | $1205701.69   | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVT BOND 144A 5.125% 06-15-48                                                | CUSIP: 77586RAF7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $239610.00    | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVT BOND REG S 5.125% 06-15-48                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2900000 | PA      | $2316230.00   | 0.03%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  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        |   6400000 | PA      | $2624000.00   | 0.03%             | 2035-03-28      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVT BOND EUR 144A LIFE 3.5% 04-03-34                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     30000 | PA      | $23576.67     | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GLOBAL 7.125% 01-29-26                                                         | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $211446.80    | 0.00%             | 2026-01-29      | Fixed         | 7.12%                 | 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        |   3300000 | PA      | $2369799.35   | 0.03%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVT BOND EUR REG S 2.0% 01-28-32                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   7500000 | PA      | $5385907.61   | 0.06%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIA GOVT BOND EUR 144A LIFE 2.0% 04-14-33                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |   2720000 | PA      | $1873475.72   | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 7.375% 09-18-37                                                       | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $282232.20    | 0.00%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA REP OF 5.625% 02-26-44                                                       | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    902000 | PA      | $666011.54    | 0.01%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERU GOVT 4.125% 08-25-27                                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $287781.60    | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON REPUBLIC REG S 6.95% 06-16-25                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |   7400000 | PA      | $7030000.00   | 0.08%             | 2025-06-16      | Fixed         | 6.95%                 | Yes           |                  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        |   2800000 | PA      | $2032956.80   | 0.02%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN (REPUBLIC OF)                                                     | KAZAKHSTAN REPUBLIC OF REG S 4.875% 10-14-44                                          | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   3200000 | PA      | $2871552.00   | 0.03%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 6.85% 11-03-25                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |  20400000 | PA      | $6580897.20   | 0.07%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 4.875% 04-14-26                                                      | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   8200000 | PA      | $7964373.00   | 0.09%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 6.125% 06-03-25                                                | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   2300000 | PA      | $752939.50    | 0.01%             | 2025-06-03      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                             | STATE OF QATAR REG S 4.625% 06-02-46                                                  | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1500000 | PA      | $1421572.50   | 0.02%             | 2046-06-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                             | STATE OF QATAR REG S 5.103% 04-23-48                                                  | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1600000 | PA      | $1611825.60   | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 5.875% 06-22-30                                                      | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $466843.00    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 6.3% 06-22-48                                                        | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  12200000 | PA      | $9790500.00   | 0.11%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 7.85% 03-14-29                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |   3271000 | PA      | $1047544.29   | 0.01%             | 2029-03-14      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA (DEMOCRATIC SOCIALIST REPUBLIC OF)                                 | SRI LANKA REP OF REG S 7.55% 03-28-30                                                 | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |  14029000 | PA      | $4476373.32   | 0.05%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                                   | SOUTH AFRICA REP 5.875% 04-20-32                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11300000 | PA      | $10234127.50  | 0.11%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 7.625% 04-26-29                                                         | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2450000 | PA      | $2317908.25   | 0.03%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 6.0% 01-14-41                                                           | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $145695.00    | 0.00%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 6.375% 10-14-25                                                         | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   5700000 | PA      | $5484426.00   | 0.06%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 5.875% 06-26-31                                                         | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  21050000 | PA      | $17326465.50  | 0.19%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF SUKUK 144A LIFE 5.125% 06-22-26                                         | CUSIP: 421790AG1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4000000 | PA      | $3677872.00   | 0.04%             | 2026-06-22      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                         | TURKEY REP OF 6.5% 09-20-33                                                           | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2000000 | PA      | $1670882.00   | 0.02%             | 2033-09-20      | Fixed         | 6.50%                 | 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        |  13206000 | PA      | $10949885.64  | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |  44328000 | PA      | $45211253.13  | 0.50%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |    643000 | PA      | $638747.52    | 0.01%             | 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        |  37849000 | PA      | $37643990.89  | 0.41%             | 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        |   3437000 | PA      | $3415518.75   | 0.04%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 3.75% 01-11-28                                                  | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189193.00    | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT 144A LIFE 6.876% 05-21-31                                                | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   4800000 | PA      | $924163.20    | 0.01%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT REG S 7.75% 09-01-28                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   4500000 | PA      | $973125.00    | 0.01%             | 2028-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT REG S 8.994% 02-01-26                                                    | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   6377000 | PA      | $1427650.88   | 0.02%             | 2026-02-01      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT REG S 7.75% 09-01-29                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $43250.00     | 0.00%             | 2029-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT REG S 9.75% 11-01-30                                                     | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $41444.00     | 0.00%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                             | UKRAINE GOVT REG S SF 7.375% 09-25-34                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   4500000 | PA      | $857925.00    | 0.01%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | UTD MEX ST GVT GLOBAL 6.05% 01-11-40                                                  | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  13600000 | PA      | $13239300.80  | 0.15%             | 2040-01-11      | Fixed         | 6.05%                 | 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        | 117265100 | PA      | $121027163.76 | 1.33%             | 2039-05-15      | Fixed         | 4.25%                 | 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        |   6993900 | PA      | $6852788.28   | 0.08%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | MISYS TL-B 1ST LIEN (L+350) (FLR 1.0) 6.87071% 06-13-24                               | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   2352822 | PA      | $2087640.12   | 0.02%             | 2024-06-13      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | MISYS TL 2ND LIEN (L+725) (FLR 1.00) 10.62071% 06-13-25                               | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   6800033 | PA      | $5113244.01   | 0.06%             | 2025-06-13      | Variable      | 10.62%                | No            |                  2 | On Loan: No      |
| ASCENSUS INC                                                                 | ASCENSUS INC TL (L+650)(FLR 0.5) 11.31250% 08-02-29                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3415000 | PA      | $3005200.00   | 0.03%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ATLANTIC AVIATION CORP                                                       | ATLANTIC AVIATION FBO INC TL 1ST LIEN (L+275)(FLR 0.5) 7.13357% 09-22-28              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3970000 | PA      | $3920065.34   | 0.04%             | 2028-09-22      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| BMC SOFTWARE INC                                                             | BMC SOFTWARE INC TL 2ND LIEN FRN (L+550) (FLR 0.50) 03-31-26                          | CUSIP: N/A<br>LEI: 549300TEWK6ENMZQLF18       | Long             | LON              | CORP              | US        |   7150000 | PA      | $6598856.55   | 0.07%             | 2026-03-31      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC TL 2ND LIEN (L+650) (FLR 0.5) 10.93750% 06-04-29                        | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |   4225000 | PA      | $3070168.08   | 0.03%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                              | CORNERSTONE BUILDING BRANDS INC TL-B 1ST LIEN (L+325)(FLR 0.5) 7.709% 04-12-28        | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    144409 | PA      | $130283.99    | 0.00%             | 2028-04-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                        | DIRECTV FINANCING LLC TL 1ST LIEN (L+500)(FLR 0.75) 9.38357% 08-02-27                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4341578 | PA      | $4229986.69   | 0.05%             | 2027-08-02      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                   | DIGITAL CURRENCY GROUP TL 1ST LIEN 8.75% 11-12-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   3535591 | PA      | $2834837.26   | 0.03%             | 2026-11-30      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| DIGITAL CURRENCY GROUP INC                                                   | DIGITAL CURRENCY GROUP TL 1ST LIEN (L+700)(FLR 1.0) 8.0% 11-30-26                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2652545 | PA      | $2305061.95   | 0.03%             | 2026-11-30      | Variable      | 8.00%                 | No            |                  3 | On Loan: No      |
| FINASTRA LTD                                                                 | FINASTRA LTD TL-B 1ST LIEN (L+300) (FLR 1.0) 4.0% 06-13-24                            | CUSIP: 02034DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2625844 | PA      | $2429615.65   | 0.03%             | 2024-06-13      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE SKIN HEALTH SA                                                        | SUNSHINE LUXEMBOURG TL-B3 1ST LIEN (L+375)(FLR 0.75) 8.47986% 10-01-26                | CUSIP: N/A<br>LEI: 549300XE8DVCIZTGCX55       | Long             | LON              | CORP              | CH        |  13575759 | PA      | $13034615.71  | 0.14%             | 2026-10-01      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| KANTAR GROUP LTD                                                             | KANTAR GROUP TL-B2 1ST LIEN (L+450) (FLR 0.75) 9.22986% 12-04-26                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1727550 | PA      | $1602302.63   | 0.02%             | 2026-12-04      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| NEW SK HOLDCO SUB LLC                                                        | SK HOLDCO SUB LLC TL PIK 1ST LIEN (SOFR30A+675) 11.33219% 06-30-27                    | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10352 | PA      | $9109.59      | 0.00%             | 2027-06-30      | Variable      | 11.17%                | No            |                  2 | On Loan: No      |
| MOTEL 6 OPERATING LP                                                         | MOTEL 6 OPERATING LP TL-B 1ST LIEN (L+500)(FLR 0.75) 9.42986% 09-09-26                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1953867 | PA      | $1929443.34   | 0.02%             | 2026-09-09      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                              | SKYMILES IP LIMITED TL (L+375) (FLR 1.0) 7.99257% 10-20-27                            | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    750000 | PA      | $765742.50    | 0.01%             | 2027-10-20      | Variable      | 7.99%                 | 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        |   2840000 | PA      | $2868400.00   | 0.03%             | 2023-11-13      | Variable      | 9.01%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                                           | TIBCO SOFTWARE INC TL-A 1ST LIEN (L+450) 9.18023% 09-29-28                            | CUSIP: 88632NAX8<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |  24010000 | PA      | $21368900.00  | 0.23%             | 2028-09-29      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                      | UKG INC TL 2ND LIEN (L+525) (FLR 0.5) 10.03186% 05-03-27                              | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |   6605000 | PA      | $6101368.75   | 0.07%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                                               | WHEEL PROS INC TL 1ST LIEN (L+450)(FLR 0.75) 8.82457% 05-11-28                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  10000000 | PA      | $6829170.00   | 0.07%             | 2028-05-11      | Variable      | 8.82%                 | 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        |    768000 | PA      | $628289.28    | 0.01%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST                                     | 3650R 22-PF2 B FRN 11-15-55/11-18-32                                                  | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12673000 | PA      | $11206797.27  | 0.12%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1                     | AMMST 20-MF1 B FRN 05-15-53/04-17-30                                                  | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $400989.00    | 0.00%             | 2053-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_16-UB10                       | BACM 16-UB10 C FRN 07-15-49/05-15-26                                                  | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3560000 | PA      | $3195783.52   | 0.04%             | 2049-07-15      | Variable      | 4.84%                 | 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        |     10000 | PA      | $9366.45      | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | 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        |     10000 | PA      | $9267.87      | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | 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        |     25000 | PA      | $23165.50     | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                         | BMARK 18-B3 B FRN 04-10-51/03-10-28                                                   | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445000 | PA      | $1266504.93   | 0.01%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  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        |     10000 | PA      | $9511.39      | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | 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        |     10000 | PA      | $9528.97      | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | 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        |     98871 | PA      | $98826.45     | 0.00%             | 2029-07-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                            | BANK 19-BN19 B 3.647% 08-15-61                                                        | CUSIP: 06540WBF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3243060.00   | 0.04%             | 2061-08-15      | Fixed         | 3.65%                 | 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        |     20000 | PA      | $17576.24     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | 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        |    195166 | PA      | $175515.83    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_20-VIV4                                                          | BX 20-VIV4 A 144A 2.843% 03-09-44/03-11-30                                            | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2433261.00   | 0.03%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** American Funds Multi-Sector Income fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst