# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-252334
**Filing Date:** 2025-10
**Character Count:** 399820
**Document Hash:** 09fceeebe86758c2572620876b4276a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-252334.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001193125-25-252334

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COLUMBIA FUNDS SERIES TRUST I
- **CENTRAL INDEX KEY:** 0000773757

**ORGANIZATION NAME:**
- **EIN:** 363376651
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251421398

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COLUMBIA FUNDS TRUST IX
- **DATE OF NAME CHANGE:** 20031107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19991025

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STEINROE MUNICIPAL TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Columbia Balanced Fund (Series ID: S000012068)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000032838 | Columbia Balanced Fund Class A               | CBLAX           |
| C000032840 | Columbia Balanced Fund Class C               | CBLCX           |
| C000032842 | Columbia Balanced Fund Institutional Class   | CBALX           |
| C000094665 | Columbia Balanced Fund Class R               | CBLRX           |
| C000094667 | Columbia Balanced Fund Institutional 2 Class | CLREX           |
| C000122660 | Columbia Balanced Fund Institutional 3 Class | CBDYX           |
| C000253713 | Columbia Balanced Fund Class S               | CBABX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Series Trust I

- **b. Investment Company Act file number:** 811-04367

- **c. CIK number of Registrant:** 0000773757

- **d. LEI of Registrant:** 549300W5GIE6ZOZOTD82

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Balanced Fund

- **b. EDGAR series identifier (if any):** S000012068

- **c. LEI of Series:** N2K8SLWGNITEXR87GJ92

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $10585980523.09

**Total Liabilities:** $493474159.92

**Net Assets:** $10092506363.17

**Delayed Delivery Securities:** $490627266.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 290295.841500000000 | **1-Year:** 29165.373200000000 | **5-Year:** 143241.468600000000 | **10-Year:** 141642.806900000000 | **30-Year:** 570724.306000000000

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

- **3-Month:** 42.842500000000 | **1-Year:** 10643.868500000000 | **5-Year:** 79925.683700000000 | **10-Year:** 79392.938800000000 | **30-Year:** 267271.739200000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032838 | 4.10%                | 2.06%                | 1.14%                |
| Class ID C000032840 | 4.03%                | 1.99%                | 1.08%                |
| Class ID C000032842 | 4.13%                | 2.08%                | 1.15%                |
| Class ID C000094665 | 4.07%                | 2.04%                | 1.13%                |
| Class ID C000094667 | 4.12%                | 2.10%                | 1.15%                |
| Class ID C000122660 | 4.13%                | 2.09%                | 1.17%                |
| Class ID C000253713 | 4.13%                | 2.08%                | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5328203.49             | $372617642.76                              |
| Month 2  | $47210273.03             | $149031483.91                              |
| Month 3  | $49638335.15             | $43727846.04                               |

**Designated Index Information**

- **Index Name:** 60% SNP500 / 40% LEH_AGG Index

- **Index Identifier:** SNPLEHAGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                                              | MORGAN STANLEY                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2208000 | PA      | $2276597.65   | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                      | MSBAM_17-C34                           | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14135000 | PA      | $13837914.81  | 0.14%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                              | MORGAN STANLEY PRIVATE BANK NA         | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   8402000 | PA      | $8521292.70   | 0.08%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-DSC2 | MSRM_25-DSC2                           | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8460987 | PA      | $8523827.47   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332195.98    | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    361000 | PA      | $375149.72    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                               | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254754.08    | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                               | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    470000 | PA      | $453213.89    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                   | Tesla Inc                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    194529 | NS      | $64947397.23  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_23-1                             | THRM_23-1A                             | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153290 | PA      | $153545.62    | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_22-2                | EFMT_22-2                              | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27088435 | PA      | $27159737.54  | 0.27%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                | EFMT_19-2                              | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322137 | PA      | $310426.92    | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                               | Thermo Fisher Scientific Inc           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |    126030 | NS      | $62097501.60  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-3A           | WLAKE_21-3A                            | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027799 | PA      | $2020617.60   | 0.02%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                | EFMT_20-1                              | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15650 | PA      | $15553.08     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_25-FL1                                 | FIGRE_25-FL1                           | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8206837 | PA      | $8230732.48   | 0.08%             | 2055-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                     | WEX INC                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266225.84    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORPORATION                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51649.69     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                              | WHIRLPOOL CORPORATION                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53310.73     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                         | WHITE CAP BUYER LLC                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $634929.15    | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                       | HIGHTOWER HOLDING LLC                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    362000 | PA      | $388708.97    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    307000 | PA      | $308697.05    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101842.85    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55459.68     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                              | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79045.23     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                              | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192191.49    | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                     | WINDSTREAM ESCROW LLC                  | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    247000 | PA      | $257287.61    | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                    | WOLVERINE WORLD WIDE INC               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    342000 | PA      | $313266.51    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                       | TIME WARNER CABLE INC                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  12475000 | PA      | $12924041.85  | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                         | TPMT_18-1                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243848 | PA      | $241345.95    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                         | TPMT_18-6                              | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1006093 | PA      | $997499.58    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY1                       | TPMT_19-HY1                            | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1351060 | PA      | $1352526.05   | 0.01%             | 2048-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103441.41    | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386898.36    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | MATADOR RESOURCES CO                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    459000 | PA      | $465860.40    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | MATADOR RESOURCES CO                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112821.83    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US FOODS INC                           | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $204165.38    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                            | UWM HOLDINGS LLC                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $321073.44    | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                       | Uber Technologies Inc                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    938142 | NS      | $87950812.50  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                   | Union Pacific Corp                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    113445 | NS      | $25362898.65  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                         | UNITED AIRLINES INC                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244246.48    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED SHORE FINANCIAL SERVICES LL     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119850.00    | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                  | US BANCORP                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3510021.65   | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                      | TREASURY BOND                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47300000 | PA      | $35009390.63  | 0.35%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                        | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51723.69     | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                        | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    333000 | PA      | $333185.51    | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                | ORGANON & CO                           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    228000 | PA      | $195531.76    | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                  | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190331.05    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                  | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131795.87    | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                  | OUTFRONT MEDIA CAPITAL LLC/CORP        | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    176000 | PA      | $186002.28    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                   | PG&E CORPORATION                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150790.15    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                      | PNC FINANCIAL SERVICES GROUP INC       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3127963.34   | 0.03%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                         | PRKCM_21-AFC2                          | CUSIP: 69361JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12941000 | PA      | $9157967.82   | 0.09%             | 2056-11-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                         | PRKCM_21-AFC2                          | CUSIP: 69361JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9528000 | PA      | $6780438.27   | 0.07%             | 2056-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    331000 | PA      | $326219.98    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                               | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39935.22     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  15612000 | PA      | $15674961.62  | 0.16%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3683.41      | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3104916.72   | 0.03%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $91237.83     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132217.82    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    173000 | PA      | $179515.88    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                         | PRKCM_21-AFC2                          | CUSIP: 69361JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8383000 | PA      | $5855843.22   | 0.06%             | 2056-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM3                                       | PRPM_23-NQM3                           | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1373132 | PA      | $1384386.55   | 0.01%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST4                  | UMPT_25-ST4                            | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6693253 | PA      | $6712846.40   | 0.07%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST UPGR_24-1                         | UPGR_24-1                              | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2179823 | PA      | $2183077.94   | 0.02%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-NQM3                                       | PRPM_25-NQM3                           | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16828590 | PA      | $16975320.58  | 0.17%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4          | PRPM_25-RCF4                           | CUSIP: 69382WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4115000 | PA      | $3981428.33   | 0.04%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                      | UPST_24-1                              | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2009223 | PA      | $2011010.97   | 0.02%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM1                                       | PRPM_24-NQM1                           | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2956239 | PA      | $2985425.21   | 0.03%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF2                                       | PRPM_24-RCF2                           | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4494631 | PA      | $4396934.06   | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                            | PACIFIC GAS AND ELECTRIC COMPANY       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10331000 | PA      | $10666292.13  | 0.11%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-8                    | PAID_23-8                              | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498495 | PA      | $505722.19    | 0.01%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                    | PAID_24-2                              | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009753 | PA      | $1019121.47   | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                    | PAID_24-5                              | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2221918 | PA      | $2242154.48   | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                      | PAID_24-7                              | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9714869 | PA      | $9812168.97   | 0.10%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                    | PAID_24-6                              | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2137969 | PA      | $2155109.98   | 0.02%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                     | CONSTELLIUM SE                         | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298678.20    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST PAID_25-5                              | PAID_25-5                              | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12587715.00  | 0.12%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                      | Palo Alto Networks Inc                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    138616 | NS      | $26409120.32  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                              | CLARIOS GLOBAL LP/US FIN               | CUSIP: 69867DAC2<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93418.88     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                   | PANTHER ESCROW ISSUER LLC              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $437396.59    | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                     | CONSTELLIUM SE                         | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    206000 | PA      | $195396.95    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                     | CONSTELLIUM SE                         | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    320000 | PA      | $326740.18    | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COOPER COMPANIES INC                                        | Cooper Cos Inc/The                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    470463 | NS      | $31706853.89  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GRP INC                                              | CoStar Group Inc                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     71334 | NS      | $6383679.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                    | Coty Inc                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    486694 | NS      | $2083050.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H2                            | CROSS_24-H2                            | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2374913 | PA      | $2393630.93   | 0.02%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM1             | EFMT_25-NQM1                           | CUSIP: 26846CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6059441 | PA      | $6104441.85   | 0.06%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                           | EMRLD BORROWER LP                      | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123173.48    | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                           | EOG Resources Inc                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    429980 | NS      | $53670103.60  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                        | ERAC USA FINANCE LLC                   | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5844775.45   | 0.06%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                             | EARTHSTONE ENERGY HOLDINGS LLC         | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120153.84    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                    | eBay Inc                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    906123 | NS      | $82103805.03  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                               | ECHOSTAR CORP                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    825424 | PA      | $888559.53    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDISON INTL                                                 | EDISON INTERNATIONAL                   | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $5428098.82   | 0.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                         | Electronic Arts Inc                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |    613296 | NS      | $105456247.20 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                       | ELEMENT SOLUTIONS INC                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131841.00    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                           | EMERALD DEBT MERGER SUB LLC            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    629000 | PA      | $646180.91    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                | ENBRIDGE INC                           | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7412000 | PA      | $7531562.09   | 0.07%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    621000 | PA      | $628706.13    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT_03-1                     | EMLT_03-1                              | CUSIP: 29445FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17316 | PA      | $16580.00     | 0.00%             | 2032-12-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                   | ESAB CORP                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104885.48    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-3               | EART_24-3A                             | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312868 | PA      | $313394.07    | 0.00%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3               | EART_21-3A                             | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14739322 | PA      | $14559898.29  | 0.14%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                          | Meta Platforms Inc                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    287022 | NS      | $212023151.40 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS                                                        | UMBS  15YR TBA(REG B)                  | CUSIP: 01F030496<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17625000 | PA      | $16849706.57  | 0.17%             | 2040-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  30YR TBA(REG A)                  | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 106000000 | PA      | $91818003.48  | 0.91%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  15YR TBA(REG B)                  | CUSIP: 01F032492<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  33550000 | PA      | $32481289.58  | 0.32%             | 2040-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  30YR TBA(REG A)                  | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 132000000 | PA      | $119233291.32 | 1.18%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  30YR TBA(REG A)                  | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $46652438.50  | 0.46%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  30YR TBA(REG A)                  | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  86500000 | PA      | $83187699.62  | 0.82%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                             | FAIR ISAAC CORP                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216736.64    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45955 | PA      | $48352.69     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                        | UMBS  30YR TBA(REG A)                  | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 100000000 | PA      | $100562974.00 | 1.00%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | ALLY FINANCIAL INC                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44721.52     | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                        | ALPHA GENERATION LLC                   | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $187868.00    | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    682219 | NS      | $145674223.07 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EMT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26842 | PA      | $26672.70     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EMT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26842 | PA      | $26672.70     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    121000 | PA      | $115985.56    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    371000 | PA      | $387695.65    | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                         | HILCORP ENERGY I LP                    | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    312000 | PA      | $305071.47    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                       | HILTON DOMESTIC OPERATING COMPANY      | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92837.54     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EMT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26842 | PA      | $26672.70     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EMT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26842 | PA      | $26672.73     | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                       | HILTON DOMESTIC OPERATING COMPANY      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141241.40    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                             | HILTON GRAND VAC BOR ESC               | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330409.20    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EQ6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    309646 | PA      | $306328.69    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138WAHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114484 | PA      | $112874.64    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138WBZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89920 | PA      | $85831.50     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138WCQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109189 | PA      | $104325.52    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138WFR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    309315 | PA      | $287850.29    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138WFXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    276314 | PA      | $256910.08    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81416 | PA      | $74308.17     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138X6FQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101933 | PA      | $100835.98    | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138XXGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7101 | PA      | $7050.88      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138XZGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    252760 | PA      | $249872.32    | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138YCCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170672 | PA      | $168172.45    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138YSCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    190372 | PA      | $177003.04    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31391BQN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22617 | PA      | $23432.43     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31403MUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44447 | PA      | $46048.99     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HGVT_19-AA                                                  | HGVT_19-AA                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927718 | PA      | $914965.40    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1         | NZES_20-PLS1                           | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1217336 | PA      | $1209541.50   | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31406AWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16472 | PA      | $17269.37     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3140E6C75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    332996 | PA      | $310093.75    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3140E9AM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213086 | PA      | $198123.26    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3140E9HJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    254993 | PA      | $237297.52    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3140E9JT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    290382 | PA      | $284359.47    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3140EUJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192510 | PA      | $188040.41    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3140EUKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268972 | PA      | $250476.61    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35518512 | PA      | $29787036.28  | 0.30%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140QNQE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32183845 | PA      | $25861439.96  | 0.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140QNTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24431620 | PA      | $21204615.39  | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7225206 | PA      | $6538443.09   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140QVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29726453 | PA      | $30514347.14  | 0.30%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 3140QVKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  36487045 | PA      | $36286656.49  | 0.36%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS SUPER                   | CUSIP: 3140W0EA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29955748 | PA      | $24147180.47  | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XNBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  43856250 | PA      | $43550758.42  | 0.43%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31410F3D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2815 | PA      | $2995.32      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 31412RLV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2461 | PA      | $2450.83      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31412WZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13953 | PA      | $14480.12     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31413HCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17904 | PA      | $18579.46     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 31414PKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8940 | PA      | $9209.61      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 31416XH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2488 | PA      | $2476.24      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 31417CC45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78193 | PA      | $77257.61     | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 31418BD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127309 | PA      | $125310.57    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 31418BDN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89721 | PA      | $88644.43     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24313218 | PA      | $24880907.19  | 0.25%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  40404602 | PA      | $40692556.85  | 0.40%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR UMBS                         | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31574035 | PA      | $32272194.29  | 0.32%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 31427NJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18693399 | PA      | $18869163.73  | 0.19%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 31427NWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  59169339 | PA      | $55312345.83  | 0.55%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS                        | CUSIP: 3142GTT30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  20331275 | PA      | $19574427.47  | 0.19%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                         | FERTITTA ENTERTAINMENT LLC             | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    404000 | PA      | $380189.97    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                  | FKH_20-SFR2                            | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18600000 | PA      | $18467458.26  | 0.18%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-2                     | HPA_19-2                               | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6365163 | PA      | $6164015.90   | 0.06%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                     | HPA_21-2                               | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40874514 | PA      | $39602936.71  | 0.39%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-AFC2                                   | HOMES_25-AFC2                          | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10022671 | PA      | $10081352.56  | 0.10%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                | HOF_20-2                               | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2037222 | PA      | $2002141.55   | 0.02%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                  | FKH_20-SFR1                            | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4225000 | PA      | $4215294.75   | 0.04%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                | FOCUS FINANCIAL PARTNERS LLC           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    318000 | PA      | $328808.45    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                            | GROUP 1 AUTOMOTIVE INC                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126381.44    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-NQM4                                   | HOMES_25-NQM4                          | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10400000 | PA      | $10405139.68  | 0.10%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                | H.B. FULLER CO                         | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175739.46    | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                       | HCA INC                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $23361191.78  | 0.23%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $8575423.48   | 0.08%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3357000 | PA      | $3450093.89   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC HOLDINGS PLC                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    589000 | PA      | $612589.20    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                             | HANESBRANDS INC                        | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127665.82    | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                            | HEALTHEQUITY INC                       | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    136000 | PA      | $131529.78    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                 | HEINEKEN NV                            | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   8690000 | PA      | $8575677.67   | 0.08%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                 | Honeywell International Inc            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    332628 | NS      | $73011846.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    269000 | PA      | $269901.30    | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    518000 | PA      | $541832.35    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                           | 1011778 BC ULC/NEW RED FINANCE INC     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    339000 | PA      | $317010.98    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                | HELIOS SOFTWARE HOLDINGS INC           | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    149000 | PA      | $140976.70    | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                | HELIOS SOFTWARE HOLDINGS/ION CORP      | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    224000 | PA      | $230099.99    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                      | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162820.73    | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS INC                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218403.40    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228957.19    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    614000 | PA      | $643899.78    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                          | LONZA SPECIALTY INGREDIENTS            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    161000 | PA      | $138240.27    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                | HESS MIDSTREAM OPERATIONS LP           | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56372.85     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                | HESS MIDSTREAM PARTNERS LP             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67151.52     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                       | HIGHTOWER HOLDINGS LLC                 | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    382000 | PA      | $380861.19    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB INTERNATIONAL LTD                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    377000 | PA      | $395696.93    | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                         | HUDBAY MINERALS INC                    | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    443000 | PA      | $447743.80    | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                         | HUDBAY MINERALS INC                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $368178.37    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                        | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    506000 | PA      | $528303.65    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | NABORS INDUSTRIES INC                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    398000 | PA      | $407663.21    | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | NABORS INDUSTRIES INC                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    298000 | PA      | $268772.75    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                             | NCR ATLEOS CORP                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    523000 | PA      | $567161.81    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43472.19     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA CHEMICALS CORP                    | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    477000 | PA      | $512814.53    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA CHEMICALS CORP                    | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     87000 | PA      | $91461.42     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORPORATION                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    334000 | PA      | $321390.24    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORP                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    331000 | PA      | $300383.64    | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                    | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  18308000 | PA      | $18145741.04  | 0.18%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                    | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   9518000 | PA      | $8331824.06   | 0.08%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-2                              | REACH_24-2A                            | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083245 | PA      | $1087443.29   | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST REACH_25-1                                  | REACH_25-1A                            | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3720195 | PA      | $3727445.36   | 0.04%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A        | RPM_21-2A                              | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386262 | PA      | $1359141.64   | 0.01%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1            | RPM_24-1A                              | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530879 | PA      | $1547846.34   | 0.02%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1                        | RMLT_20-1                              | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101965 | PA      | $100973.90    | 0.00%             | 2060-01-26      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                         | RESIDEO FUNDING INC                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    382000 | PA      | $366053.42    | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                      | RITCHIE BROS HOLDINGS INC              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    370000 | PA      | $388797.70    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                              | RIVERS ENTERPRISE BORROWER LLC         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $319768.83    | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                           | ROBLOX CORPORATION                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $260598.30    | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                        | ROCKET COMPANIES INC                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $132748.41    | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                        | ROCKET COMPANIES INC                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $171224.56    | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                         | ROCKET MORTGAGE LLC/ROCKET MORT        | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    872000 | PA      | $786954.62    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                | ROCKIES EXPRESS PIPELINE LLC           | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $128535.08    | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1954000 | PA      | $2012057.78   | 0.02%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA                   | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8476413.45   | 0.08%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA                   | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1621000 | PA      | $1636995.39   | 0.02%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | ROYAL BANK OF CANADA                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3425000 | PA      | $3456443.34   | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT LLC                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    272000 | PA      | $248231.99    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252490.70    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    217000 | PA      | $219169.92    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                | SM ENERGY CO                           | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106763.55    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                               | SS&C TECHNOLOGIES INC                  | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $146329.68    | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                       | SPGN_22-TFLM                           | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21925000 | PA      | $21870650.12  | 0.22%             | 2039-02-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                                | STAR_22-SFR3                           | CUSIP: 78474PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12100000 | PA      | $12109075.00  | 0.12%             | 2039-05-17      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA       | SCART_21-AA                            | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650372 | PA      | $647891.27    | 0.01%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC.                                           | Henry Schein Inc                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |    499067 | NS      | $34725081.86  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                         | Charles Schwab Corp/The                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    769343 | NS      | $73733833.12  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498001.44    | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    304000 | PA      | $319045.45    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     87000 | PA      | $95776.75     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    157000 | PA      | $170965.40    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236938.19    | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-8                              | VZMT_24-8                              | CUSIP: 92348KDP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10350000 | PA      | $10479032.42  | 0.10%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_25-7                       | VERUS_25-7                             | CUSIP: 924931AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21325000 | PA      | $21356934.19  | 0.21%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARM INC                                            | Vertex Pharmaceuticals Inc             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    183044 | NS      | $71573864.88  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                    | VERTICAL US NEWCO INC                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378769.39    | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-INV1                    | VERUS_23-INV1                          | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13099175 | PA      | $13093690.72  | 0.13%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-2                       | VERUS_24-2                             | CUSIP: 92539UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2987678 | PA      | $3013366.73   | 0.03%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-6                       | VERUS_23-6                             | CUSIP: 92539XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2628892 | PA      | $2657437.74   | 0.03%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-8                       | VERUS_23-8                             | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2345684 | PA      | $2366754.76   | 0.02%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-1                       | VERUS_24-1                             | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10243254 | PA      | $10293768.19  | 0.10%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV1                    | VERUS_24-INV1                          | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6649838 | PA      | $6719187.47   | 0.07%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                       | VERUS_24-3                             | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8089994 | PA      | $8190610.50   | 0.08%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                          | VIKING CRUISES LTD                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    239000 | PA      | $239081.21    | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                          | VIKING CRUISES LTD                     | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    347000 | PA      | $373794.88    | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                    | VIRGIN MEDIA FINANCE PLC               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    291000 | PA      | $266079.05    | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                            | VIRGIN MEDIA SECURED FINANCE PLC       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    259000 | PA      | $255228.10    | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                            | VIRGIN MEDIA SECURED FINANCE PLC       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    192000 | PA      | $180191.11    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                    | Visa Inc                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    243957 | NS      | $85819193.46  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO_19-2                                                  | VISIO_19-2                             | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277763 | PA      | $273664.44    | 0.00%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                 | VISIO_20-1R                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406250 | PA      | $389245.32    | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                 | VISIO_20-1R                            | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    462269 | PA      | $443795.22    | 0.00%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85972.61     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248453.33    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $490988.52    | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3          | VOLT_21-NPL3                           | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119555 | PA      | $119567.04    | 0.00%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10               | VOLT_21-NP10                           | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1979815 | PA      | $1979062.27   | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NP11                                                | VOLT_21-NP11                           | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3521438 | PA      | $3519821.68   | 0.03%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                          | VOYAGER PARENT LLC                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    247000 | PA      | $260723.86    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    752000 | PA      | $702587.63    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71435.57     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82544.79     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                      | W R GRACE HOLDINGS LLC                 | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    524000 | PA      | $522660.86    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                 | Walmart Inc                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    693286 | NS      | $67234876.28  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                 | WALMART INC                            | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $4002154.49   | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                           | WASTE PRO USA INC                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    308000 | PA      | $321926.92    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                         | WATCO COS LLC / WATCO FINANCE CORP     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    437000 | PA      | $457124.96    | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   1099841 | NS      | $90384933.38  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | WELLS FARGO & COMPANY                  | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12861066.67  | 0.13%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    363000 | PA      | $368439.38    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68025.83     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    292000 | PA      | $303653.91    | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    386000 | PA      | $400118.89    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                              | WESTERN MIDSTREAM OPERATING LP         | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4559000 | PA      | $4774429.35   | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_24-1                  | WFLOOR_24-1A                           | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5125000 | PA      | $5144531.89   | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                           | 1011778 BC UNLIMITED LIABILITY CO      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $191388.08    | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                       | ONYP_20-1NYP                           | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6950000 | PA      | $6756703.82   | 0.07%             | 2036-01-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                   | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153799.44    | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                   | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    316000 | PA      | $334076.60    | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253260.74    | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY2                       | TPMT_19-HY2                            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1709043 | PA      | $1755568.25   | 0.02%             | 2058-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    480000 | PA      | $498158.86    | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131110.28    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695447.26    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191119.85    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    632000 | PA      | $640799.82    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68751.19     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TRANSDIGM INC                          | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340709.95    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                 | TRANSMONTAIGNE PARTNERS LLC            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $458506.50    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                       | TRANSOCEAN AQUILA LTD                  | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    237277 | PA      | $243698.01    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                              | TRANSOCEAN INC                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     71000 | PA      | $68676.49     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                              | TRANSOCEAN INC                         | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    118000 | PA      | $110799.48    | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                              | TRANSOCEAN TITAN FIN LTD               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    213714 | PA      | $219076.75    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR1                           | TAH_20-SFR1                            | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4011041.07   | 0.04%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                           | TAH_20-SFR2                            | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6775000 | PA      | $6387206.45   | 0.06%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                 | USA COMPRESSION PARTNERS LP/USA CO     | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    249000 | PA      | $249058.42    | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                 | USA COM PARTNERS LP / USA COM FIN      | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    246000 | PA      | $252159.80    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6          | VOLT_21-NPL6                           | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1746599 | PA      | $1746041.18   | 0.02%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                     | VZ SECURED FINANCING BV                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    790000 | PA      | $700758.20    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                            | VAIL RESORTS INC                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149161.67    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                  | BAUSCH HEALTH AMERICAS INC             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34877.95     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                          | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $168996.52    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                          | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    154000 | PA      | $171513.01    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                          | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    356000 | PA      | $371914.16    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                          | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    740000 | PA      | $776841.80    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                           | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    391000 | PA      | $374892.83    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                           | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    396000 | PA      | $371831.85    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                           | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    358000 | PA      | $318953.36    | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                       | ONYP_20-1NYP                           | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2509573.82   | 0.02%             | 2036-01-15      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                | AFFRM_24-A                             | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25775000 | PA      | $25921115.90  | 0.26%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-B                | AFFRM_24-B                             | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9472000 | PA      | $9488626.20   | 0.09%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                   | AG TTMT ESCROW ISSUER LLC              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $312581.98    | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AGILENT TECH INC                                            | Agilent Technologies Inc               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    272094 | NS      | $34191332.04  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-A                         | AJAXM_21-A                             | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10314307 | PA      | $9304089.85   | 0.09%             | 2065-09-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                    | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158021.40    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                    | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131283.05    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                  | ALCOA NEDERLAND HOLDING BV             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     84000 | PA      | $88480.98     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                     | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129328.01    | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                     | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196433.22    | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    366000 | PA      | $366968.44    | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194763.96    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192892.93    | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                           | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    615000 | PA      | $636777.68    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                 | AMERICAN AIRLINES INC                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    363000 | PA      | $380456.92    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                           | AMERICAN AXLE & MANUFACTURING INC      | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $166342.02    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                    | ABC SUPPLY CO INC                      | CUSIP: 024747AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $318578.19    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3      | ACAR_23-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7074233 | PA      | $7117083.06   | 0.07%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                    | American Express Co                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    185435 | NS      | $61430906.80  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                         | American Tower Corp                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    238982 | NS      | $48716480.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PARTNERS LP                                        | AMERIGAS PARTNERS LP/AMERIGAS FINA     | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    289000 | PA      | $302590.81    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                   | Amgen Inc                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    117214 | NS      | $33723639.94  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                   | AMGEN INC                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5920340.20   | 0.06%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                            | AMWINS GROUP INC                       | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $316626.83    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                              | AMSTED INDUSTRIES INCORPORATED         | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46174.46     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-R1                         | AOMT_20-R1                             | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1563553 | PA      | $1483371.09   | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                          | AOMT_20-6                              | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    548687 | PA      | $502091.73    | 0.00%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                          | AOMT_20-6                              | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2575000 | PA      | $2119854.59   | 0.02%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                          | AOMT_22-6                              | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21538207 | PA      | $21512548.67  | 0.21%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                | ANTERO MIDSTREAM PARTNERS/FIN          | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    429000 | PA      | $443710.45    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                               | APA CORP (US)                          | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2841982.37   | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APID_12-11A                                                 | APID_12-11A                            | CUSIP: 03763YCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12575000 | PA      | $12586154.03  | 0.12%             | 2034-04-17      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                   | Apple Inc                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1521618 | NS      | $353228402.52 | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MAT INC                                             | Applied Materials Inc                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    283822 | NS      | $45627224.72  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                            | ARCHES BUYER INC                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    407000 | PA      | $395793.73    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                            | ARCHES BUYER INC                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    636000 | PA      | $616714.05    | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                        | ARCHROCK PARTNERS LP/FIN CORP          | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250305.65    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3               | BRAVO_22-NQM3                          | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4717725 | PA      | $4775795.30   | 0.05%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM2               | BRAVO_24-NQM2                          | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6110854 | PA      | $6172607.76   | 0.06%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM3               | BRAVO_24-NQM3                          | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8555139 | PA      | $8643311.19   | 0.09%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1               | BRAVO_21-NQM1                          | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4093106 | PA      | $3815043.35   | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1               | BRAVO_21-NQM1                          | CUSIP: 10569TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1658071 | PA      | $1553524.77   | 0.02%             | 2049-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    464582 | NS      | $138162040.98 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  11197000 | PA      | $9315668.20   | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | BROADCOM INC                           | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5058000 | PA      | $5150574.39   | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                              | BROADSTREET PARTNERS INC               | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $571167.01    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $354263.05    | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $381009.18    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $776250.64    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891000 | PA      | $842965.36    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CCO HOLDINGS CAP      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $381472.32    | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                            | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $243963.06    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CDI ESCROW ISSUER INC                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110126.69    | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                       | CD&R SMOKEY BUYER INC                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $364480.73    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1                 | CFMT_21-GRN1                           | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918574 | PA      | $912347.67    | 0.01%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                            | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $192093.05    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                            | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $385461.62    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                            | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $124948.95    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                 | Cigna Group/The                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    115217 | NS      | $34665338.79  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                          | CHNGE_22-NQM1                          | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3863113 | PA      | $3875437.89   | 0.04%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CSMC_19-AFC1                                                | CSMC_19-AFC1                           | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1738484 | PA      | $1690168.65   | 0.02%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                          | CP ATLAS BUYER INC                     | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131045.15    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45235.23     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $137303.45    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    508000 | PA      | $400052.86    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $124336.28    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59227.14     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC HOLDINGS LLC                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    320000 | PA      | $204755.14    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4                   | CSMC_20-RPL4                           | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2946747 | PA      | $2670877.35   | 0.03%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                   | CSMC_21-NQM1                           | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905214 | PA      | $829331.58    | 0.01%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                   | CSMC_21-NQM1                           | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $860914.93    | 0.01%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316697.01    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49787.09     | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                          | CNX RESOURCES CORP                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204473.91    | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                   | CNX MIDSTREAM PARTNERS LP              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $442207.82    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9        | CSMC_18-RPL9                           | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7165892 | PA      | $6923217.46   | 0.07%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                              | COMM_20-CX                             | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2781703.78   | 0.03%             | 2046-11-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                   | CSMC_21-RPL2                           | CUSIP: 12656TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4775000 | PA      | $3605639.27   | 0.04%             | 2060-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                   | CSMC_21-RPL2                           | CUSIP: 12656TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2525000 | PA      | $1849061.79   | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2R                                 | COLT_21-2R                             | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640791 | PA      | $1470107.81   | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                   | CSMC_21-AFC1                           | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3214056 | PA      | $2697375.65   | 0.03%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                   | CSMC_21-RPL4                           | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5490805 | PA      | $5638399.35   | 0.06%             | 2060-12-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                   | CSMC_22-ATH3                           | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4057228 | PA      | $4040890.87   | 0.04%             | 2067-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496692.80    | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    201000 | PA      | $206083.79    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323707.11    | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC              | CA BUYER / ATLANTICA SUSTAINABLE       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $183144.12    | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                | CAMPBELL SOUP COMPANY                  | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $7213031.11   | 0.07%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO LTD CRBN_17-1A                                  | CRBN_17-1A                             | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3340387 | PA      | $3343814.24   | 0.03%             | 2031-01-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-1                          | COLT_24-1                              | CUSIP: 19688TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6413800 | PA      | $6453951.72   | 0.06%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_25-7                          | COLT_25-7                              | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31170000 | PA      | $31374138.56  | 0.31%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                               | COLUMBIA SHORT TERM CASH FUND          | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 523187973 | NS      | $523031016.89 | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                         | COMCAST CORPORATION                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3539575.21   | 0.04%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I                            | COMPASS MINERALS INTERNATIONAL INC     | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141210.43    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | PICARD MIDCO INC                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    515000 | PA      | $520720.64    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                            | COMSTOCK RESOURCES INC                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216614.94    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                | CONCENTRA ESCROW ISSUER CORP           | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $249925.09    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                 | CAS_22-R04                             | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $7409216.88   | 0.07%             | 2042-03-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                              | ConocoPhillips                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    634840 | NS      | $62830114.80  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | CONSTELLATION BRANDS INC               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   4032000 | PA      | $3865026.60   | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1              | GFORT_24-1A                            | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16589000 | PA      | $16822921.49  | 0.17%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                            | GSMS_17-485L                           | CUSIP: 36252CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3835000 | PA      | $3736812.88   | 0.04%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1                 | GSMBS_20-NQM1                          | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1267668 | PA      | $1203315.33   | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_21-IP                     | GSMS_21-IP                             | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $5397937.93   | 0.05%             | 2036-10-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                              | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13915108.12  | 0.14%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                    | GTCR W-2 MERGER SUB LLC                | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    329000 | PA      | $348951.02    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP       | GSMS_23-SHIP                           | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6825000 | PA      | $6799371.93   | 0.07%             | 2038-09-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                  | GATES CORPORATION                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55120.78     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                              | GE Vernova Inc                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     72216 | NS      | $44266241.52  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                         | General Electric Co                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    119361 | NS      | $32848147.20  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                           | GENERAL MILLS INC                      | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2751523.45   | 0.03%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                      | GENESEE & WYOMING INC                  | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $373377.12    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                         | GILEAD SCIENCES INC                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  35606000 | PA      | $35486640.48  | 0.35%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A            | GLM_21-10A                             | CUSIP: 38138TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   9175000 | PA      | $9198396.25   | 0.09%             | 2037-10-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_24-19A          | GLM_24-19A                             | CUSIP: 38138WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |  17000000 | PA      | $17065195.00  | 0.17%             | 2037-04-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                 | GOLDMAN SACHS GROUP INC                | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18015000 | PA      | $16259400.45  | 0.16%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST GDLP_24-1         | GDLP_24-1A                             | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8076621 | PA      | $8206469.16   | 0.08%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22         | GNMA_19-22                             | CUSIP: 38381RDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21425765 | PA      | $2678385.59   | 0.03%             | 2049-02-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101        | GNMA_20-101                            | CUSIP: 38382F5U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10166320 | PA      | $1303025.33   | 0.01%             | 2050-07-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77         | GNMA_20-77                             | CUSIP: 38382FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20904840 | PA      | $2807942.33   | 0.03%             | 2049-05-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55         | GNMA_21-55                             | CUSIP: 38382PHU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16680610 | PA      | $2272261.05   | 0.02%             | 2051-03-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58         | GNMA_21-58                             | CUSIP: 38382RCF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16129106 | PA      | $1946987.90   | 0.02%             | 2051-04-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66         | GNMA_21-66                             | CUSIP: 38382RE53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  30760203 | PA      | $4217516.05   | 0.04%             | 2051-04-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74         | GNMA_21-74                             | CUSIP: 38382RHM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19303468 | PA      | $2629327.35   | 0.03%             | 2051-04-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98         | GNMA_21-98                             | CUSIP: 38382TC93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15129081 | PA      | $2227829.82   | 0.02%             | 2051-06-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154        | GNMA_21-154                            | CUSIP: 38383AET7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  38268724 | PA      | $5445390.70   | 0.05%             | 2051-09-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-28         | GNMA_24-28                             | CUSIP: 38384JAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16095817 | PA      | $2390888.74   | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-22         | GNMA_24-22D                            | CUSIP: 38384JF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  33797292 | PA      | $4185787.88   | 0.04%             | 2051-08-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-22         | GNMA_24-22                             | CUSIP: 38384JJ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  48334283 | PA      | $9341040.08   | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-126        | GNMA_24-126                            | CUSIP: 38384UXN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  45904159 | PA      | $5958974.97   | 0.06%             | 2054-08-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184        | GNMA_24-184                            | CUSIP: 38384XH97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  58177013 | PA      | $3981768.59   | 0.04%             | 2054-11-20      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159        | GNMA_24-159                            | CUSIP: 38384YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        | 102029552 | PA      | $7728544.74   | 0.08%             | 2054-10-20      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197        | GNMA_24-197                            | CUSIP: 38385BDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  52339198 | PA      | $5226628.99   | 0.05%             | 2054-12-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197        | GNMA_24-197                            | CUSIP: 38385BEL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  62667956 | PA      | $7600369.73   | 0.08%             | 2054-12-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197        | GNMA_24-197                            | CUSIP: 38385BEV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  63476284 | PA      | $5954741.94   | 0.06%             | 2054-12-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-196        | GNMA_24-196                            | CUSIP: 38385BPB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  18486877 | PA      | $1747154.03   | 0.02%             | 2054-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-204        | GNMA_24-204                            | CUSIP: 38385BSH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  49210128 | PA      | $6004216.33   | 0.06%             | 2054-12-20      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39         | GNMA_25-39                             | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15463589 | PA      | $15819035.37  | 0.16%             | 2055-03-20      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | GRAY MEDIA INC                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62308.87     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | GRAY MEDIA INC                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92676.93     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_25-2            | GSKY_25-2A                             | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19200000 | PA      | $19327595.52  | 0.19%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                  | GRIFOLS ESCROW ISSUER SAU              | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    524000 | PA      | $508203.89    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                      | International Flavors & Fragrances Inc | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    376282 | NS      | $25402797.82  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                  | Intuit Inc                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |    134961 | NS      | $90018987.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                 | OLYMPUS WATER US HOLDING CORP          | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394142.18    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                               | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    155000 | PA      | $150296.56    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90464.15     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    159000 | PA      | $158586.83    | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    263000 | PA      | $261338.86    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78105.59     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89691.05     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | IRON MOUNTAIN INC                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98115.39     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE MSCI EAFE ETF                                  | iShares Core MSCI EAFE ETF             | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |   2163578 | NS      | $185007554.78 | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                               | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62663.67     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                               | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106674.05    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    485637 | NS      | $146380704.54 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2465993.12   | 0.02%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  31991000 | PA      | $32805430.53  | 0.33%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257717.01    | 0.00%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                    | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4816241.64   | 0.05%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMORGAN CHASE & CO                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3256000 | PA      | $3358799.75   | 0.03%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                        | Jacobs Solutions Inc                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251738 | NS      | $36811647.74  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                      | JAMES HARDIE INTERNATIONAL FINANCE     | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    319000 | PA      | $314921.81    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                 | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $259875.04    | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                 | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $197005.66    | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                            | KINDER MORGAN ENERGY PARTNERS LP       | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3842806.31   | 0.04%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | KODIAK GAS SERVICES LLC                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    304000 | PA      | $314339.15    | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                        | KRAFT HEINZ FOODS CO                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   9060000 | PA      | $8960748.71   | 0.09%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                       | BATH & BODY WORKS INC                  | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $246494.75    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                       | LONG RIDGE ENERGY LLC                  | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269231.19    | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                         | LOWES COMPANIES INC                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $2715610.09   | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                         | LOWES COMPANIES INC                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $1829614.13   | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                     | MFRA_21-INV1                           | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413606 | PA      | $401036.17    | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    764071 | NS      | $162678356.61 | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                   | ALTICE FRANCE SA                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    432000 | PA      | $380222.95    | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                   | ALTICE FRANCE SA                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    201000 | PA      | $171750.73    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                    | ALTICE FRANCE HOLDING SA               | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    206000 | PA      | $74988.53     | 0.00%             | 2028-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                              | Amazon.com Inc                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1281250 | NS      | $293406250.00 | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                        | AMENTUM HOLDINGS INC                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    371000 | PA      | $387186.53    | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC                                 | AMERICAN AIRLINES INC TLB 3.25         | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     58852 | PA      | $59128.52     | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $5942431.13   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS HEALTH CORP                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4533276.39   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                               | CACI INTERNATIONAL INC                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268606.24    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                   | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    243000 | PA      | $231844.53    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                          | DTE Energy Co                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    503872 | NS      | $68854108.80  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                          | DTE ENERGY COMPANY                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5222019.77   | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                     | DARLING INGREDIENTS INC                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313441.36    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                  | DAVITA INC                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    318000 | PA      | $329218.18    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                     | JOHN DEERE CAPITAL CORP                | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $7039007.13   | 0.07%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                 | DELEK LOGISTICS PARTNERS LP            | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    576000 | PA      | $602984.30    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                 | DELEK LOGISTICS PARTNERS LP/DELEK      | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    521000 | PA      | $521354.47    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC                                       | Dell Technologies Inc                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    445609 | NS      | $54431139.35  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                               | DIAGEO INVESTMENT CORPORATION          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |  14254000 | PA      | $14768461.73  | 0.15%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP          | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    427000 | PA      | $447796.32    | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                              | Walt Disney Co/The                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    590046 | NS      | $69849645.48  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                           | DISH NETWORK CORP                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    570000 | PA      | $602898.60    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                               | DISH DBS CORP                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $189176.57    | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                               | DISH DBS CORP                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $166449.67    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | DOMINION ENERGY INC                    | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4314870.56   | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                     | DRIVE_21-2                             | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8085889 | PA      | $8048123.29   | 0.08%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-55A                        | DRSLF_18-55A                           | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2992117 | PA      | $2993466.41   | 0.03%             | 2031-04-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                            | DUKE ENERGY CORP                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7156000 | PA      | $6241369.62   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                     | DUKE ENERGY INDIANA LLC                | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1599513.90   | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   2563523 | NS      | $130073157.02 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                        | BANK OF AMERICA CORP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35470000 | PA      | $32025031.41  | 0.32%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                 | BACARDI LTD                            | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1510000 | PA      | $1522167.82   | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                 | BACARDI LTD                            | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  21031000 | PA      | $19779669.68  | 0.20%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD BARK_21-1A                            | BARK_21-1A                             | CUSIP: 070252AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   6725000 | PA      | $6736909.98   | 0.07%             | 2034-04-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                              | PARK INTERMEDIATE HOLDINGS/PK DOM      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    257000 | PA      | $256677.80    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                              | PARK INTERMEDIATE HOLDINGS LLC         | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    141000 | PA      | $137289.31    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                              | PARK INTERMEDIATE HLDS/PK DOM          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    173000 | PA      | $178463.83    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                 | Parker-Hannifin Corp                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     38773 | NS      | $29442277.55  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                      | PENN NATIONAL GAMING INC               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $266509.00    | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                       | PEPSICO SINGAPORE FINANCING I PTE      | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   5433000 | PA      | $5485257.46   | 0.05%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                             | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    499000 | PA      | $516949.41    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                             | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154187.96    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                       | PFIZER INVESTMENT ENTERPRISES PTE      | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  10575000 | PA      | $10590430.61  | 0.10%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PINTEREST INC                                               | Pinterest Inc                          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1393918 | NS      | $51059216.34  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                           | POST HOLDINGS INC                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    459000 | PA      | $442522.32    | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | POST HOLDINGS INC                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107256.11    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                         | PRESTIGE BRANDS INC                    | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163929.57    | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                   | PART_24-1A                             | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5814579 | PA      | $5830778.64   | 0.06%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                     | SEAGATE DATA STORAGE TECHNOLOGY PT     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    118000 | PA      | $125461.97    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                     | SEAGATE DATA STORAGE TECHNOLOGY PT     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     76000 | PA      | $80662.33     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                         | SELECT MEDICAL CORPORATION             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    376000 | PA      | $377964.48    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                     | SENSATA TECHNOLOGIES BV                | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    263000 | PA      | $265291.57    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                    | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    163000 | PA      | $174206.20    | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                    | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93028.37     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                              | Sherwin-Williams Co/The                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     83024 | NS      | $30372669.92  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                         | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    341000 | PA      | $353594.07    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                           | SIMMONS FOODS INC/SIMMONS PREP         | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |    314000 | PA      | $301344.00    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | SIRIUS XM RADIO INC                    | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $126474.26    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                         | SIRIUS XM RADIO INC                    | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120042.76    | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    639000 | PA      | $642263.65    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    254000 | PA      | $258166.80    | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | SNAP INC                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    312000 | PA      | $315775.05    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | SNAP INC                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342848.73    | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                            | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $169459.68    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                            | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $72737.73     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    368776 | NS      | $29369320.64  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    424000 | PA      | $439282.78    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                             | STANDARD INDUSTRIES INC                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279410.18    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                  | Stanley Black & Decker Inc             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    349648 | NS      | $25975349.92  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                             | SYNEOS HEALTH INC                      | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    728000 | PA      | $771530.36    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                              | Starbucks Corp                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    353414 | NS      | $31167580.66  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                  | STAR_19-INV1                           | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    938245 | PA      | $926317.51    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1            | STAR_20-INV1                           | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371345 | PA      | $356171.22    | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4               | STAR_21-4                              | CUSIP: 85573PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3475000 | PA      | $2619360.48   | 0.03%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    236000 | PA      | $249826.35    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373132.26    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                   | SUNOCO LP                              | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    178000 | PA      | $171946.41    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                 | SURGERY CENTER HOLDINGS INC            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461523.13    | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                               | SYNAPTICS INCORPORATED                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96427.33     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                | Synopsys Inc                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |    106933 | NS      | $64536204.16  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                             | T-Mobile US Inc                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    255306 | NS      | $64334558.94  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                           | Take-Two Interactive Software Inc      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    165364 | NS      | $38574460.28  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                | Tapestry Inc                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    197456 | NS      | $20104969.92  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                             | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70581.99     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                             | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189600.93    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                             | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99724.90     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228           | FHLMC_5228                             | CUSIP: 3137H7VH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21065320 | PA      | $2504725.57   | 0.02%             | 2047-01-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5440                                      | FHLMC_5440                             | CUSIP: 3137HDZC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  43508695 | PA      | $3858977.64   | 0.04%             | 2054-07-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236397.65    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314326.75    | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5518                                      | FHLMC_5518                             | CUSIP: 3137HK4A9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20128052 | PA      | $20175012.62  | 0.20%             | 2055-03-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513           | FHLMC_5513                             | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  20334271 | PA      | $20922098.07  | 0.21%             | 2054-06-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237864.60    | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                       | TENET HEALTHCARE CORP                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78604.24     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    468000 | PA      | $448440.83    | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                  | Zimmer Biomet Holdings Inc             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |    500044 | NS      | $53054668.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                   | ZI TECH LLC/ZI FIN CORP                | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |    613000 | PA      | $575509.58    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                             | DIGICERT INC 2ND LN TL 7.0             | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     77667 | PA      | $69900.30     | 0.00%             | 2029-02-19      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                               | TRUIST (MCGRIFF) INS TLB 2LN 4.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78214 | PA      | $79778.49     | 0.00%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                       | ELLUCIAN HOLDINGS INC TL 5.0           | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    125000 | PA      | $128437.50    | 0.00%             | 2032-11-22      | Variable      | 9.07%                 | No            |                  3 | On Loan: No      |
| ASCEND LEARNING LLC                                         | ASCEND LEARNING LLC TLB 3.0            | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    316348 | PA      | $316050.86    | 0.00%             | 2028-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                             | HANESBRANDS INC TLB 2.75               | CUSIP: 000000000<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |     40032 | PA      | $40106.93     | 0.00%             | 2032-03-07      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513           | FHLMC_5513                             | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  46062026 | PA      | $47533555.73  | 0.47%             | 2054-11-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                   | FHLMC_5532                             | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9352194 | PA      | $9573563.44   | 0.09%             | 2055-04-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                    | US 5YR NOTE DEC 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      2540 | NC      | $1781190.24   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                     | Aon PLC                                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |    192524 | NS      | $70656308.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5560-MB                            | FHLMC_5560                             | CUSIP: 3137HLZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  18508176 | PA      | $19036973.56  | 0.19%             | 2055-06-25      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| MAYA SAS                                                    | ILIAD HOLDING SAS                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    422000 | PA      | $429532.67    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION PLC                                       | Eaton Corp PLC                         | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |    121515 | NS      | $42425747.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                         | TE Connectivity PLC                    | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    321813 | NS      | $66454384.50  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYA SAS                                                    | ILIAD HOLDING SAS                      | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    196000 | PA      | $201525.60    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                           | INEOS FINANCE PLC                      | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    130000 | PA      | $128361.26    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                           | INEOS FINANCE PLC                      | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    594000 | PA      | $595161.82    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                            | ITT HOLDINGS LLC                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36295.82     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                    | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     38456 | PA      | $33139.74     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                    | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     86210 | PA      | $68396.31     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                    | US 2YR NOTE DEC 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |     -1235 | NC      | $-118127.75   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                    | US 10YR NOTE DEC 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      3350 | NC      | $1092853.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM2                  | IMPRL_21-NQM2                          | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4152480 | PA      | $3583297.96   | 0.04%             | 2056-09-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                 | INEOS QUATTRO FINANCE 2 PLC            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    607000 | PA      | $610613.50    | 0.01%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                       | INNOPHOS HOLDINGS INC                  | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    360375 | PA      | $358573.13    | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                  | INTEL CORP                             | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3383226.76   | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                    | US LONG BOND DEC 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       204 | NC      | $117539.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                    | US ULTRA T-BOND DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       642 | NC      | $49585.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                                               | INTERFACE INC                          | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144493.31    | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                        | IBM CORP                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  10360000 | PA      | $10289676.37  | 0.10%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                          | BAUSCH & LOMB ESCROW CORP              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $209742.79    | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                 | BAUSCH HEALTH COS INC                  | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $42482.65     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                 | BAUSCH HEALTH COS INC                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $14449.13     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                 | BAUSCH HEALTH COS INC                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78631.78     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                          | BAYTEX ENERGY CORP                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    229000 | PA      | $233932.06    | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                          | BAYTEX ENERGY CORP                     | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $84050.73     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1           | BVCLN_24-CAR1                          | CUSIP: 07336QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488318 | PA      | $489751.09    | 0.00%             | 2031-12-26      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1           | BVCLN_24-CAR1                          | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415070 | PA      | $416693.82    | 0.00%             | 2031-12-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                 | BEACH ACQUISITION BIDCO LLC            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    434000 | PA      | $460472.52    | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                       | BELRON UK FINANCE PLC                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     91000 | PA      | $92158.61     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                               | Blackrock Inc                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     91776 | NS      | $103444400.64 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |    360455 | NS      | $84591579.40  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                   | BOEING CO                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5019000 | PA      | $3460553.25   | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | BOEING CO                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11535000 | PA      | $11542391.93  | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17618 | PA      | $18537.51     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       300 | PA      | $316.16       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 3128LBJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17625 | PA      | $18226.60     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 3128LBU97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60372 | PA      | $62267.37     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS                        | CUSIP: 3133KPJ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22220092 | PA      | $21448127.62  | 0.21%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_17-76                                   | FNMA_17-76                             | CUSIP: 3136AX4N2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  18524472 | PA      | $2446927.14   | 0.02%             | 2057-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6             | FNMA_24-6                              | CUSIP: 3136BQ2R9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  34055306 | PA      | $3954345.53   | 0.04%             | 2049-09-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-50                                | FNMA_23-50                             | CUSIP: 3136BQLR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21916835 | PA      | $2209142.41   | 0.02%             | 2049-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87            | FNMA_24-87                             | CUSIP: 3136BTB51<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  17909300 | PA      | $18046847.07  | 0.18%             | 2054-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_24-74                                       | FNMA_24-74                             | CUSIP: 3136BTFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  32348652 | PA      | $3323474.66   | 0.03%             | 2054-09-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-6             | FNMA_25-6                              | CUSIP: 3136BU3V0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  36616982 | PA      | $36897669.88  | 0.37%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-4             | FNMA_25-4                              | CUSIP: 3136BUS35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19523802 | PA      | $19544005.68  | 0.19%             | 2054-07-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10            | FNMA_25-10                             | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16468064 | PA      | $16252097.17  | 0.16%             | 2055-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15            | FNMA_25-15                             | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19816476 | PA      | $20150308.09  | 0.20%             | 2055-04-25      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4906                               | FHLMC_4906                             | CUSIP: 3137FNWB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  19498356 | PA      | $2697466.94   | 0.03%             | 2049-09-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                 | STACR_20-CS01                          | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10427035 | PA      | $10168764.23  | 0.10%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM2                                     | ADMT_24-NQM2                           | CUSIP: 00002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23874494 | PA      | $24149120.35  | 0.24%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                  | ACHV_24-1PL                            | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755209 | PA      | $762087.39    | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                  | ACHV_24-1PL                            | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184967 | PA      | $1201558.92   | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                   | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    436298 | PA      | $438836.77    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                         | Abbott Laboratories                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    620188 | NS      | $82274140.08  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | AbbVie Inc                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    217012 | NS      | $45659324.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7498335.90   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                  | ABBVIE INC                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  25863000 | PA      | $26465111.50  | 0.26%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    357000 | PA      | $355074.52    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    236000 | PA      | $230805.17    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                    | ACADIA HEALTHCARE CO INC               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    297000 | PA      | $309540.89    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                | ACRISURE LLC / ACRISURE FINANCE        | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199658.41    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                | ACRISURE LLC                           | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130013.73    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                | ACRISURE LLC                           | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197150.79    | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                | ACRISURE LLC / ACRISURE FINANCE IN     | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132403.16    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                 | ACUSHNET CO                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49004.31     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                      | ADVANCE AUTO PARTS INC                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119029.08    | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                      | ADVANCE AUTO PARTS INC                 | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120919.83    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                          | OSAIC HOLDINGS INC                     | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    256000 | PA      | $260822.77    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                          | OSAIC HOLDINGS INC                     | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329416.84    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                | AFFRM_23-B                             | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22906000 | PA      | $22916142.78  | 0.23%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                | AFFRM_23-B                             | CUSIP: 00792FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000372.80   | 0.02%             | 2028-09-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                          | ARDAGH METAL PACKAGING FIN/FIN PLC     | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    650000 | PA      | $596311.32    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                          | ARDAGH METAL PACKAGING FIN/FIN PLC     | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    388000 | PA      | $388012.98    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                          | ARDONAGH FINCO LTD                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    323000 | PA      | $338213.77    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                  | ARDONAGH GROUP FINANCE LTD             | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    395000 | PA      | $418147.81    | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                    | ARETEC GROUP INC                       | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $612854.92    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                  | ARETEC GROUP INC                       | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $440153.08    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    211000 | PA      | $204960.41    | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                         | ASCEND LEARNING LLC TL 2LN 5.75        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     70530 | PA      | $70459.27     | 0.00%             | 2029-12-10      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                         | AVANTOR FUNDING INC                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151562.90    | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                         | AVANTOR FUNDING INC                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380100.97    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                 | AVIENT CORP                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157938.66    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL LLC             | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    259000 | PA      | $267675.31    | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL/AVIS BUDGET     | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137774.56    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                  | AVIS BUDGET CAR RENTAL LLC/AVIS BU     | CUSIP: 053773BK2<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142990.88    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                               | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $397752.12    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA INC                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100703.60    | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                  | AXALTA COATING SYSTEMS LLC             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141883.25    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                  | AXALTA COATING SYSTEMS/HOLDING BV      | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214372.94    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA INC                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107885.33    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA INC                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    302000 | PA      | $311474.32    | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                         | AXON ENTERPRISE INC                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45326.22     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                         | AXON ENTERPRISE INC                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38264.82     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                       | L BRANDS INC                           | CUSIP: 501797AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $149998.03    | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                             | MORGAN AUTOMOTIVE GROUP                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    358000 | PA      | $379780.03    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                             | BAE SYSTEMS PLC                        | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4050000 | PA      | $3561014.42   | 0.04%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                             | BAE SYSTEMS PLC                        | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4312000 | PA      | $4446983.83   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_23-LIFE                                         | BX_23-LIFE                             | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7225000 | PA      | $7151907.00   | 0.07%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                      | BX_21-PAC                              | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14175000 | PA      | $14122339.88  | 0.14%             | 2036-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                          | LHOME_24-RTL1                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4324416.26   | 0.04%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20311135.21  | 0.20%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_19-1A                       | BCC_19-1A                              | CUSIP: 05683VBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8515597.50   | 0.08%             | 2034-04-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                              | BOMBARDIER INC                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $59036.30     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                   | L3HARRIS TECHNOLOGIES INC              | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2578639.36   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                        | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    433000 | PA      | $423605.71    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                      | Boston Scientific Corp                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    473822 | NS      | $49988221.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                            | BOYD GAMING CORPORATION                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93441.31     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                        | LADDER CAPITAL FIN HLDGS LLLP          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    374000 | PA      | $393212.40    | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAM Research                                                | Lam Research Corp                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    414441 | NS      | $41506266.15  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                            | BOYD GAMING CORPORATION                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101102.59    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                               | BOYNE USA INC                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $320998.32    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                    | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135425.52    | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                         | LBM ACQUISITION LLC                    | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    237000 | PA      | $248347.38    | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                              | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3219556.86   | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                              | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  10545000 | PA      | $10761615.33  | 0.11%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8               | BRAVO_23-NQM8                          | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3435209 | PA      | $3466082.57   | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1               | BRAVO_20-RPL1                          | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1369749 | PA      | $1342878.40   | 0.01%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1               | BRAVO_20-NQM1                          | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    473249 | PA      | $459811.29    | 0.00%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2               | BRAVO_21-NQM2                          | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653988 | PA      | $636756.07    | 0.01%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                     | LMAT_21-GS1                            | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5822636 | PA      | $5823701.16   | 0.06%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                     | LMAT_21-GS2                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10573524 | PA      | $10573519.18  | 0.10%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2               | BRAVO_21-NQM2                          | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2725000 | PA      | $2509136.13   | 0.02%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORPORATION                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    432000 | PA      | $437632.48    | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    393000 | PA      | $403834.58    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    216000 | PA      | $221292.10    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                          | LIGHT & WONDER INTERNATIONAL INC       | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $381884.30    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                        | LIFEPOINT HEALTH INC                   | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $100314.04    | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                               | CARNIVAL CORP                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    513000 | PA      | $521537.94    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                         | CATERPILLAR FINANCIAL SERVICES         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4603077.17   | 0.05%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                       | Eli Lilly & Co                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    169112 | NS      | $123888068.96 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                            | LINCOLN FINANCIAL GLOBAL FUNDING       | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $311110.03    | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    311000 | PA      | $312680.51    | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67205.44     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                           | LITHIA MOTORS INC                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114175.95    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                               | LIVE NATION ENTERTAINMENT INC          | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291305.76    | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150665.01    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192966.47    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                    | CELANESE US HOLDINGS LLC               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    432000 | PA      | $434984.43    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                          | CDK GLOBAL INC                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $68412.38     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                 | LOCKHEED MARTIN CORPORATION            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004353.38   | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                      | MFRA_20-NQM3                           | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2925000 | PA      | $2672826.39   | 0.03%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                          | CENTRAL PARENT LLC/CDK GLOBAL II       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $66945.67     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                    | CHAMPION IRON CANADA INC               | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     97000 | PA      | $101220.31    | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156398.16    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    242000 | PA      | $229548.10    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-NQM1                                     | MFRA_21-NQM1                           | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2236399 | PA      | $2099840.62   | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_22-NQM2                                      | MFRA_22-NQM2                           | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25635634 | PA      | $25469440.50  | 0.25%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                            | CHART INDUSTRIES INC                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142400.22    | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                            | CHART INDUSTRIES INC                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50377.12     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_23-NQM4                                      | MFRA_23-NQM4                           | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1986970 | PA      | $1999538.46   | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MMP_25-A                                                    | MMP_25-A                               | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9837278 | PA      | $9897563.56   | 0.10%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                            | CHARTER COMM OPT/OPT CAP               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $2446021.21   | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                   | OLYMPUS WATER US HOLDING CORP          | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110999.05    | 0.00%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                | Chevron Corp                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    540960 | NS      | $86878176.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                       | CHOBANI HOLDCO II LLC                  | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217769 | PA      | $234658.22    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                             | MADISON IAQ LLC                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464796.33    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-33A                        | MDPK_19-33A                            | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  16325000 | PA      | $16350124.18  | 0.16%             | 2032-10-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                 | CHOBANI LLC/FINANCE CORP               | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     76000 | PA      | $79322.06     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                  | CHNGE_22-1                             | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10098457 | PA      | $9665326.16   | 0.10%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                        | MDPK_21-48A                            | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2722925 | PA      | $2728648.72   | 0.03%             | 2033-04-19      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172549.00    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189071.18    | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                            | CINEMARK USA INC                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254183.27    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53072.11     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                    | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    499000 | PA      | $336325.47    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                            | CINEMARK USA INC                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190868.50    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3487000 | PA      | $3201248.41   | 0.03%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | CITIGROUP INC                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $12867489.94  | 0.13%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151560.24    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    393000 | PA      | $404411.58    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67664.83     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | CIVITAS RESOURCES INC                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    294000 | PA      | $311060.44    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                           | CLARIOS GLOBAL LP                      | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $105715.42    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                             | CLARIVATE SCIENCE HOLDINGS CORP        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $595151.35    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    239000 | PA      | $232092.62    | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    419000 | PA      | $389379.32    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    363000 | PA      | $378052.51    | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242694.10    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    242000 | PA      | $246211.88    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                            | MFT_24-1A                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270301 | PA      | $270429.56    | 0.00%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                            | MFT_24-1A                              | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7565497.29   | 0.07%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                               | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    413000 | PA      | $408235.96    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                               | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    725000 | PA      | $666849.76    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                               | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91750.64     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38847.47     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75110.27     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40886.86     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    890000 | PA      | $928168.02    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    581000 | PA      | $621151.72    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                    | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105433.64    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                         | NOVOLEX                                | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184615.59    | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                         | CLYDESDALE ACQUISITION HOLDINGS        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    498000 | PA      | $513524.86    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                         | CLYDESDALE ACQUISITION HOLDINGS IN     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262911.53    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                             | COLGATE ENERGY PARTNERS III LLC        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    567000 | PA      | $567106.89    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC CASL_24-A                     | CASL_24-A                              | CUSIP: 19424RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21386632 | PA      | $21706266.02  | 0.22%             | 2054-06-25      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-4                          | COLT_22-4                              | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9151227 | PA      | $9179669.16   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-1                          | COLT_22-1                              | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10774947 | PA      | $9906832.48   | 0.10%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-HX1                        | COLT_21-HX1                            | CUSIP: 19688KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $2381562.30   | 0.02%             | 2066-10-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 31287RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4365 | PA      | $4464.97      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M4CE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4740 | PA      | $4924.81      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M5GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3594 | PA      | $3764.89      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106685 | PA      | $112502.87    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M5XX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       346 | PA      | $358.92       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1211 | PA      | $1276.16      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16500 | PA      | $17400.30     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15138 | PA      | $15716.16     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR GIANT                       | CUSIP: 3128MD6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     82112 | PA      | $81253.41     | 0.00%             | 2029-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128MJSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219859 | PA      | $207002.18    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR GIANT                       | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228676 | PA      | $212037.30    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR GIANT                       | CUSIP: 3128MMSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11029 | PA      | $10913.44     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 15YR GIANT                       | CUSIP: 3128MMSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126749 | PA      | $125395.04    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FH 5/1 CONS 12M SOFR NF ARM            | CUSIP: 3128S4EM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3171 | PA      | $3274.34      | 0.00%             | 2036-08-01      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 31292KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6589 | PA      | $6980.38      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FGOLD 30YR                             | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38428 | PA      | $40017.05     | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                       | FHLMC_326                              | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  24044613 | PA      | $2566495.75   | 0.03%             | 2044-03-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DTMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24056491 | PA      | $21750814.06  | 0.22%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  82109053 | PA      | $77223230.81  | 0.77%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DUT56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  25727804 | PA      | $24870683.07  | 0.25%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DUY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19459774 | PA      | $19265155.16  | 0.19%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  54060186 | PA      | $45009569.53  | 0.45%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                            | FHLMC GOLD 30YR                        | CUSIP: 3132JNRJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105114 | PA      | $98445.82     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                      | FHLMC 30YR UMBS                        | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  25490048 | PA      | $21256287.60  | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573           | FHLMC_5573                             | CUSIP: 3137HMSM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  32105008 | PA      | $2157055.23   | 0.02%             | 2055-09-25      | Variable      | 0.80%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24844 | PA      | $26114.18     | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  30YR                             | CUSIP: 31385JMS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2646 | PA      | $2741.07      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138A8KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        71 | PA      | $70.18        | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138AKT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26241 | PA      | $26096.27     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                    | MARS INC                               | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8725000 | PA      | $8838501.17   | 0.09%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                    | MARS INC                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11299000 | PA      | $11400972.37  | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA  15YR                             | CUSIP: 3138AP3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18605 | PA      | $18486.95     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138E43G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10395 | PA      | $10307.49     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                      | Marvell Technology Inc                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217545 | NS      | $13675966.43  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                              | Mastercard Inc                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    102892 | NS      | $61250578.68  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 15YR                              | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1718 | PA      | $1704.43      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                       | FNMA 30YR                              | CUSIP: 3138ELXS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    179540 | PA      | $177385.58    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                             | MASTERBRAND INC                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47718.04     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                        | MATADOR RESOURCES CO                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    241000 | PA      | $246556.59    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                 | STACR_22-DNA6                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1042666 | PA      | $1049444.10   | 0.01%             | 2042-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                 | STACR_21-DNA5                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1106701 | PA      | $1110444.07   | 0.01%             | 2034-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP INC                        | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136844.34    | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                 | MATCH GROUP HOLDINGS II LLC            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19866.29     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                   | MCGRAW-HILL EDUCATION INC              | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193868.48    | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                 | CONDOR MERGER SUB INC                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    860000 | PA      | $795201.73    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                 | STACR_21-DNA7                          | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6162817 | PA      | $6157504.39   | 0.06%             | 2041-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                 | STACR_22-DNA3                          | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7206301.90   | 0.07%             | 2042-04-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM3                                      | MFRA_25-NQM3                           | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9511787.60   | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                   | MCGRAW-HILL EDUCATION INC              | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195286.18    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA5                 | STACR_22-DNA5                          | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5333107 | PA      | $5439916.14   | 0.05%             | 2042-06-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                        | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $230317.50    | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                        | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $374870.47    | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                        | GCAT_21-CM2                            | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10383782 | PA      | $9699014.37   | 0.10%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | MEDLINE BORROWER LP                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    322000 | PA      | $331019.85    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                    | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   6379000 | PA      | $6598610.77   | 0.07%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                    | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   6338000 | PA      | $6324403.26   | 0.06%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST MST_18-1A                      | MST_18-1A                              | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1796859 | PA      | $1755332.48   | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                   | GCAT_19-RPL1                           | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2711952 | PA      | $2635129.25   | 0.03%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM3                                     | GCAT_22-NQM3                           | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27937181 | PA      | $28139931.95  | 0.28%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                              | Microsoft Corp                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    986592 | NS      | $499896300.48 | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                                          | Microchip Technology Inc               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    247016 | NS      | $16056040.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                       | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $313488.53    | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                       | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     72000 | PA      | $73911.44     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                         | MCMLT_18-3                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2162838 | PA      | $2130924.15   | 0.02%             | 2058-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_21-NMR1                      | MCMLT_21-NMR1                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7225000 | PA      | $6583032.74   | 0.07%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                      | MINERVA MERGER SUB INC                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    579000 | PA      | $567836.86    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONGODB INC                                                 | MongoDB Inc                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     80667 | NS      | $25459311.87  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                       | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    227000 | PA      | $235051.17    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                        | GGAM FINANCE LTD                       | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    318000 | PA      | $322012.63    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    343034 | NS      | $51619756.32  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9095394.56   | 0.09%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                  | TRONOX INC                             | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $193976.53    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                     | UKG INC                                | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $519022.67    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | MORGAN STANLEY                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4093000 | PA      | $4132376.77   | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_24-1                           | MPOWR_24-A                             | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6172851 | PA      | $6344967.50   | 0.06%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | MOZART DEBT MERGER SUB INC             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    980000 | PA      | $970652.62    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR CORPORATION                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    456000 | PA      | $449505.41    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US FOODS INC                           | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $316299.54    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                | US FOODS INC                           | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $202792.01    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                              | NCR CORPORATION                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190767.73    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL CORPORATION LTD                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35043.75     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                         | NCL CORPORATION LTD                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    302000 | PA      | $311600.21    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                             | NCL FINANCE LTD                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    201000 | PA      | $204464.49    | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135541.00    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127077.20    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    174000 | PA      | $160494.75    | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40490.45     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    254000 | PA      | $257674.04    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78970.48     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG ENERGY INC                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    289000 | PA      | $289860.69    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                      | NXP BV/NXP FUNDING LLC/NXP USA INC     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   9500000 | PA      | $9090077.18   | 0.09%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                       | NABORS INDUSTRIES LTD                  | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     75000 | PA      | $75176.60     | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                | NAVIENT CORP                           | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    338000 | PA      | $382107.72    | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | NEPTUNE BIDCO US INC                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    574000 | PA      | $571246.26    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                          | ENVA_24-A                              | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573511 | PA      | $1578464.85   | 0.02%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TR                            | NRZT_16-3A                             | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567091 | PA      | $541854.08    | 0.01%             | 2056-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176250.75    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    186000 | PA      | $183618.50    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | NEWELL BRANDS INC                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    164000 | PA      | $173341.36    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                         | NEXTERA ENERGY CAPITAL HOLDINGS IN     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6081000 | PA      | $6138413.23   | 0.06%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                         | NEXTERA ENERGY CAPITAL HOLDINGS IN     | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  14120000 | PA      | $14475839.82  | 0.14%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                   | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    231000 | PA      | $226609.69    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                   | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    566000 | PA      | $578216.80    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                    | NIKE Inc                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    249236 | NS      | $19283389.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                               | NISOURCE INC                           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3736623.51   | 0.04%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                           | NISSAN MOTOR CO LTD                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    468000 | PA      | $494906.37    | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   5434000 | PA      | $5375177.45   | 0.05%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | NORTHROP GRUMMAN CORP                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1889000 | PA      | $1865563.11   | 0.02%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                       | NORTHROP GRUMMAN CORP                  | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $10051077.70  | 0.10%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                             | GEN DIGITAL INC                        | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258175.79    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA CHEMICALS CORP                    | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     71000 | PA      | $74499.23     | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORP                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74709.61     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                     | NOVELIS CORP                           | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    203000 | PA      | $204994.95    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                         | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220623.74    | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                         | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155531.52    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                 | NVIDIA Corp                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   3039090 | NS      | $529348696.20 | 5.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_20-6A                         | OAKC_20-6A                             | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  16150000 | PA      | $16188711.55  | 0.16%             | 2037-10-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                       | OBX_23-NQM8                            | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6774866 | PA      | $6861963.32   | 0.07%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                       | OBX_23-NQM8                            | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5537185 | PA      | $5610296.09   | 0.06%             | 2063-09-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX_25-NQM13                                                | OBX_25-NQM13                           | CUSIP: 67121UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16386736 | PA      | $16508768.23  | 0.16%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                            | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2090683.47   | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                            | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4660625.46   | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1                    | OVMLT_20-1                             | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    917477 | PA      | $863778.04    | 0.01%             | 2050-05-28      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OAKC_21-8A                                                  | OAKC_21-8A                             | CUSIP: 67707GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   4025000 | PA      | $4036137.18   | 0.04%             | 2038-01-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| OH EDISON CO                                                | OHIO EDISON COMPANY                    | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7228086.75   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                    | Okta Inc                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    395627 | NS      | $36702316.79  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $259597.91    | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    288000 | PA      | $281121.77    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                               | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    408000 | PA      | $417473.33    | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                       | ON Semiconductor Corp                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    606724 | NS      | $30087443.16  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115533.02    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    199000 | PA      | $210601.42    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    363000 | PA      | $380609.95    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73768.44     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    428000 | PA      | $440604.53    | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | ONEMAIN FINANCE CORP                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328792.43    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                 | OMFIT_23-2A                            | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22150000 | PA      | $22667120.55  | 0.22%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                              | 1261229 B.C. LTD.                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    586000 | PA      | $609285.59    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                              | OPAL BIDCO SAS                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    251000 | PA      | $255403.90    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                               | OPTN_24-3                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355982 | PA      | $356312.48    | 0.00%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                | FIBERCOP SPA                           | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     78000 | PA      | $78478.22     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                | FIBERCOP SPA                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     52000 | PA      | $52725.62     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                | ORGANON & CO                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110162.63    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                      | PAIDGT_24-7                            | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10956579 | PA      | $11087441.93  | 0.11%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                  | PAID_21-HG1                            | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62861 | PA      | $62758.56     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                    | PAID_24-3                              | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7701516 | PA      | $7749522.78   | 0.08%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                    | PAID_24-1                              | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073043 | PA      | $1082436.08   | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                   | PART_24-1A                             | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7050000 | PA      | $7111459.08   | 0.07%             | 2029-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                    | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    236000 | PA      | $227944.81    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                    | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    477000 | PA      | $479347.28    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                            | PRINCIPAL LIFE GLOBAL FUNDING II       | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1894877.60   | 0.02%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                            | PRINCIPAL LIFE GLOBAL FUNDING II       | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3109196.20   | 0.03%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                         | Procter & Gamble Co/The                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    411507 | NS      | $64623059.28  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                     | PROG_24-SFR1                           | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9493979 | PA      | $9196645.21   | 0.09%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8              | PROG_21-SFR8                           | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11910000 | PA      | $11577795.56  | 0.11%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1         | PMIT_24-1A                             | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246099 | PA      | $246256.18    | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                             | PROVIDENT FUNDING ASSOCIATES/PFG       | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $482057.22    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                | Public Service Enterprise Group Inc    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    781995 | NS      | $64381648.35  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                       | QNITY ELECTRONICS INC                  | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148447.95    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                       | QNITY ELECTRONICS INC                  | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121975.94    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                   | QUEEN MERGERCO INC                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    274000 | PA      | $283945.96    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                         | QUICKEN LOANS LLC/ QUICKEN LOANS       | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103006.23    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                         | QUICKEN LOANS LLC/QUICKEN LOANS        | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    192000 | PA      | $179516.71    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                       | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $470239.40    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                       | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    249000 | PA      | $257957.60    | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                     | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124636.89    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                     | RHP HOTEL PROPERTIES LP/RHP FIN        | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    252000 | PA      | $258908.16    | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                     | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144669.08    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RACEP_15-9A                                                 | RACEP_15-9A                            | CUSIP: 74982WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  12200000 | PA      | $12209113.40  | 0.12%             | 2030-10-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST ACHM_25-HE2                                      | ACHM_25-HE2                            | CUSIP: 00112XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $28993443.10  | 0.29%             | 2055-08-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-2                                   | RMIR_21-2                              | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2039968 | PA      | $2058903.35   | 0.02%             | 2031-11-25      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                    | RTX Corp                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    407730 | NS      | $64665978.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY LLC                                          | RYAN SPECIALTY LLC                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    281000 | PA      | $283885.33    | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                              | S&P Global Inc                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     93250 | NS      | $51142030.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                            | SBALT_24-A                             | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8100000 | PA      | $8144547.57   | 0.08%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_23-A                            | SBALT_23-A                             | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12388750 | PA      | $12405292.28  | 0.12%             | 2027-04-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                | SCIENTIFIC GAMES HOLDINGS LP/FINCO     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    495000 | PA      | $475180.46    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                   | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    286000 | PA      | $263961.85    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                   | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59769.99     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193503.48    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | BLOCK INC                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151929.49    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                             | STANDARD BUILDING SOLUTIONS INC        | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232310.07    | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                             | STANDARD BUILDING SOLUTIONS INC        | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119469.75    | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                      | VERUS_21-R1                            | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    419738 | PA      | $405362.00    | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                      | VERUS_21-R1                            | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534827 | PA      | $516919.34    | 0.01%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-4                       | VERUS_22-4                             | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2187149 | PA      | $2213295.98   | 0.02%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-1                       | VERUS_22-1                             | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17979950 | PA      | $16956671.51  | 0.17%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                               | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    462000 | PA      | $484599.64    | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                          | AG ISSUER LLC                          | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    254000 | PA      | $254523.38    | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM1 ADMT_25-NQM3                   | ADMT_25-NQM3                           | CUSIP: 00250FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14840000 | PA      | $14916647.12  | 0.15%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2               | VSTA_25-CES2                           | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12542313 | PA      | $12576429.18  | 0.12%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2               | VSTA_25-CES2                           | CUSIP: 92842UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $9013074.23   | 0.09%             | 2055-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                  | VMED O2 UK FINANCING I PLC             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    386000 | PA      | $360923.77    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                   | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    122294 | PA      | $122320.90    | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2               | AFFRM_24-X2                            | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2814719 | PA      | $2815358.23   | 0.03%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                | AFFRM_24-A                             | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10200000 | PA      | $10257822.78  | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                        | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    313000 | PA      | $313993.88    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                        | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189794.18    | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                     | MFRA_21-INV1                           | CUSIP: 552747AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86401 | PA      | $83813.20     | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                     | MFRA_21-INV1                           | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133304 | PA      | $129388.57    | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-24

**Name of Applicant:** Columbia Funds Series Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer