# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-329641
**Filing Date:** 2025-12
**Character Count:** 499441
**Document Hash:** a9985aa245bf254a992f9a6db4ecc3ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-329641.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001193125-25-329641

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20260430

**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:** 251594848

**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 Total Return Bond Fund (Series ID: S000012097)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000032983 | Columbia Total Return Bond Fund Class A               | LIBAX           |
| C000032985 | Columbia Total Return Bond Fund Class C               | LIBCX           |
| C000032986 | Columbia Total Return Bond Fund Class R               | CIBRX           |
| C000032987 | Columbia Total Return Bond Fund Institutional Class   | SRBFX           |
| C000121794 | Columbia Total Return Bond Fund Institutional 2 Class | CTBRX           |
| C000122680 | Columbia Total Return Bond Fund Institutional 3 Class | CTBYX           |
| C000255092 | Columbia Total Return Bond Fund - Class S             | SRBAX           |

## 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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000012097

- **c. LEI of Series:** 7TUF7LZJ7F8AC48WIE77

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

- **a. Date of fiscal year-end:** 2026-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3456166436.18

**Total Liabilities:** $435865406.66

**Net Assets:** $3020301029.52

**Delayed Delivery Securities:** $376870683.79

**Stand-by Commitments:** $7466556.84

**Cash Not Reported:** $167954.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 287743.847600000000 | **1-Year:** 26078.807200000000 | **5-Year:** 261143.189400000000 | **10-Year:** 157803.176400000000 | **30-Year:** 1213997.355600000000

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

- **3-Month:** -57310.108000000000 | **1-Year:** 102175.797600000000 | **5-Year:** 210255.114000001000 | **10-Year:** 152859.165800000000 | **30-Year:** 350256.009600000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032983 | 1.57%                | 0.90%                | 0.58%                |
| Class ID C000032985 | 1.54%                | 0.81%                | 0.52%                |
| Class ID C000032986 | 1.58%                | 0.85%                | 0.56%                |
| Class ID C000032987 | 1.63%                | 0.92%                | 0.60%                |
| Class ID C000121794 | 1.64%                | 0.93%                | 0.61%                |
| Class ID C000122680 | 1.64%                | 0.93%                | 0.61%                |
| Class ID C000255092 | 1.63%                | 0.92%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1676944.38              | $31112908.20                               |
| Month 2  | $7227454.28              | $6062059.70                                |
| Month 3  | $-2938007.92             | $7673317.70                                |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARETEC ESCROW ISSUER INC                                         | ARETEC GROUP INC                   | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1036551.68   | 0.03%             | 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        |     355000 | PA      | $386057.75    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     282000 | PA      | $271349.59    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                      | ASHLAND INC                        | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $998810.49    | 0.03%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASP WHCO PARTICIPATION LP ASPWP-29-1A                            | ASPWP-29-1A                        | CUSIP: 04524YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16400000 | PA      | $16400000.00  | 0.54%             | 2029-03-29      | Variable      | 6.71%                 | No            |                  3 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $980950.14    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORP                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     269000 | PA      | $274690.92    | 0.01%             | 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        |     579000 | PA      | $588490.40    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | 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        |     431000 | PA      | $441944.59    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS LLC         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     221000 | PA      | $210201.60    | 0.01%             | 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        |     320000 | PA      | $318835.76    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOL                                 | AXALTA COATING SYSTEMS DUTCH HLD   | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     390000 | PA      | $409015.49    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $2957874.82   | 0.10%             | 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        |    3378000 | PA      | $3479786.01   | 0.12%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC                | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     235000 | PA      | $214412.93    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD / MARTINI BV           | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   11325000 | PA      | $11473639.37  | 0.38%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_18-2A                            | BCC_18-2A                          | CUSIP: 05682VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2439428 | PA      | $2439252.10   | 0.08%             | 2031-07-19      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                         | BOXER PARENT COMPANY INC TLB 3.00  | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     340519 | PA      | $338030.22    | 0.01%             | 2031-07-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $5471409.40   | 0.18%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| ACUREN DELAWARE HOLDCO INC                                       | ACUREN DELAWARE HOLDCO INC TL 2.75 | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225899 | PA      | $226011.82    | 0.01%             | 2031-07-30      | Variable      | 6.71%                 | 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        |     880437 | PA      | $892102.35    | 0.03%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1493245.91   | 0.05%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | AG ISSUER LLC                      | CUSIP: 00119LAA9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     665000 | PA      | $665254.80    | 0.02%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LTD                                                | OSMOSIS BUYER LIMITED TLB 3.00     | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     249373 | PA      | $249829.78    | 0.01%             | 2028-07-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                           | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3393000 | PA      | $3477312.10   | 0.12%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1051571 | PA      | $1059154.02   | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $4061364.97   | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15237000 | PA      | $15589373.05  | 0.52%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_25-NQM4                                          | ADMT_25-NQM4                       | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12437230 | PA      | $12451564.66  | 0.41%             | 2070-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | ACADIA HEALTHCARE COMPANY INC      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     740000 | PA      | $724382.57    | 0.02%             | 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        |     529000 | PA      | $547514.60    | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST ACMAT_24-2                                        | ACMAT_24-2A                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2830253 | PA      | $2837590.01   | 0.09%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC TLB6 3.0              | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     144858 | PA      | $144604.58    | 0.00%             | 2030-11-06      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE    | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     650000 | PA      | $643482.09    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC                       | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     138000 | PA      | $143824.82    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC / ACRISURE FINANCE IN | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     272000 | PA      | $279121.30    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | ACUSHNET CO                        | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      96000 | PA      | $99543.95     | 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        |     199000 | PA      | $201402.03    | 0.01%             | 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        |     320000 | PA      | $323950.02    | 0.01%             | 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        |     442000 | PA      | $456459.74    | 0.02%             | 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        |     614000 | PA      | $630172.99    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | 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        |    1517065 | PA      | $1518726.48   | 0.05%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | AHEAD DB HOLDINGS TLB4 2.75        | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     397877 | PA      | $398760.16    | 0.01%             | 2031-02-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                       | ALCOA NEDERLAND HOLDING BV         | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     207000 | PA      | $218927.62    | 0.01%             | 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        |     108000 | PA      | $107334.02    | 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        |     633000 | PA      | $627566.81    | 0.02%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                     | BREAD FINANCIAL HOLDINGS INC       | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     113000 | PA      | $113755.03    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HLDS INTERMED/ALLIANT HLDS | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     538000 | PA      | $539815.21    | 0.02%             | 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        |     423000 | PA      | $422044.04    | 0.01%             | 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        |     782000 | PA      | $795902.91    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC  | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169466.00    | 0.01%             | 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        |    1025000 | PA      | $1059383.89   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  15YR TBA(REG B)              | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32000000 | PA      | $30659641.28  | 1.02%             | 2040-11-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40000000 | PA      | $36874444.40  | 1.22%             | 2054-11-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $14230612.20  | 0.47%             | 2054-11-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $48731073.50  | 1.61%             | 2054-11-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $14923304.70  | 0.49%             | 2053-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   52500000 | PA      | $53040574.65  | 1.76%             | 2025-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31000000 | PA      | $31699266.07  | 1.05%             | 2055-11-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                 | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     186000 | PA      | $194136.93    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                 | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     188000 | PA      | $188768.48    | 0.01%             | 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        |     181000 | PA      | $186037.56    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC               | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     258000 | PA      | $260981.20    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE S.A SFRFP 6 03/15/32 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     519818 | PA      | $497922.69    | 0.02%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                        | ALTICE FRANCE S.A SFRFP 6 07/15/32 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     524438 | PA      | $503669.04    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                         | ALTICE FRANCE SA SFRFP 10 01/15/33 | CUSIP: 020956AA6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     111800 | PA      | $105133.95    | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                     | ASPIRE BAKERIES HOLDIN LLC TLB 3.5 | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     104914 | PA      | $105241.93    | 0.00%             | 2030-12-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     930000 | PA      | $967711.74    | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC TLB 3.25     | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      33835 | PA      | $33936.64     | 0.00%             | 2032-05-28      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES INC              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     455000 | PA      | $474636.04    | 0.02%             | 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        |     360000 | PA      | $342113.16    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $265993.48    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC  | CUSIP: 02406PBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2608775.69   | 0.09%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     625000 | PA      | $657984.56    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $392383.72    | 0.01%             | 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        |      69000 | PA      | $71378.14     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLB 3.5          | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     129675 | PA      | $130323.38    | 0.00%             | 2031-12-22      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC TLDD 3.5         | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |      19980 | PA      | $20079.90     | 0.00%             | 2031-12-22      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_25-8                               | AOMT_25-8                          | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8263158 | PA      | $8316980.51   | 0.28%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620000 | PA      | $561741.94    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     456000 | PA      | $405708.42    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $756084.74    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1097000 | PA      | $993066.23    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $73113.31     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | 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        |     787000 | PA      | $553113.19    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE                                                   | CHG HEALTHCARE SERVICES TLB1 2.75  | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     249375 | PA      | $250060.78    | 0.01%             | 2028-09-29      | Variable      | 6.59%                 | 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        |     522000 | PA      | $472830.95    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC   | CUSIP: 12543DBK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     531000 | PA      | $474095.62    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | 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        |     637000 | PA      | $597066.30    | 0.02%             | 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        |     312000 | PA      | $336089.10    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                               | CHG PPC PARENT LLC TLB 3.0         | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |      58614 | PA      | $58834.03     | 0.00%             | 2028-12-08      | Variable      | 7.08%                 | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                                               | CP ATLAS BUYER INC                 | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     252000 | PA      | $263043.57    | 0.01%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                               | COLT_21-5                          | CUSIP: 12598RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6400000 | PA      | $5080135.04   | 0.17%             | 2066-11-26      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     429000 | PA      | $355505.03    | 0.01%             | 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        |     338000 | PA      | $232413.71    | 0.01%             | 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        |     402000 | PA      | $150754.06    | 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        |     941000 | PA      | $579660.57    | 0.02%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     799000 | PA      | $284610.60    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      36000 | PA      | $21773.68     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     320000 | PA      | $252290.63    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | 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        |    1033132 | PA      | $947548.69    | 0.03%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4485000 | PA      | $3220790.63   | 0.11%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                        | CUSIP: 12649AAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $4238281.25   | 0.14%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     523000 | PA      | $525739.84    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX RESOURCES CORP                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     405000 | PA      | $422272.09    | 0.01%             | 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        |    1023000 | PA      | $979786.93    | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                    | CQP HOLDCO LP TLB 2.0              | CUSIP: 12657QAE3<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |     297009 | PA      | $297410.33    | 0.01%             | 2030-12-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-6                                       | COLT_21-6                          | CUSIP: 12658YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8426000 | PA      | $6882983.69   | 0.23%             | 2066-12-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3078766.07   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                    | CACI INTERNATIONAL INC             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     553000 | PA      | $574941.70    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     381000 | PA      | $392205.03    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     775000 | PA      | $812713.82    | 0.03%             | 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        |     412000 | PA      | $424859.65    | 0.01%             | 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        |     420000 | PA      | $439560.38    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                    | CLEARWAY ENERGY OPERATING LLC      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     399000 | PA      | $396638.28    | 0.01%             | 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        |     940000 | PA      | $871051.33    | 0.03%             | 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        |     357000 | PA      | $323170.30    | 0.01%             | 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        |      84000 | PA      | $85885.82     | 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        |     115000 | PA      | $118165.63    | 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        |      89000 | PA      | $92067.91     | 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        |    1586000 | PA      | $1639894.82   | 0.05%             | 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        |     694000 | PA      | $729520.30    | 0.02%             | 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        |     157000 | PA      | $157421.32    | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1144000 | PA      | $1146961.24   | 0.04%             | 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        |     337000 | PA      | $338120.04    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC TLB 3.25   | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      98036 | PA      | $97772.36     | 0.00%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC    | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1136107.19   | 0.04%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7757000 | PA      | $6827236.57   | 0.23%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)             | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2860000 | PA      | $2440774.46   | 0.08%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-3                               | COLT_21-3                          | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5341420 | PA      | $4588037.76   | 0.15%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-7                               | COLT_24-7                          | CUSIP: 19688YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6389132 | PA      | $6449563.78   | 0.21%             | 2069-12-26      | Variable      | 5.54%                 | 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        |  255473744 | NS      | $255397101.52 | 8.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2910327.46   | 0.10%             | 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        |     344000 | PA      | $358045.43    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Compass Power Ge                                                 | COMPASS PW GENERATION LLC TL 3.25  | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |      45844 | PA      | $46115.89     | 0.00%             | 2029-04-14      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     345000 | PA      | $328308.53    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16832.88     | 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        |     632000 | PA      | $659688.89    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                         | CONSTELLATION BRANDS INC           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2061301.78   | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     489000 | PA      | $487998.48    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                          | CONSTELLIUM SE                     | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     375000 | PA      | $358068.80    | 0.01%             | 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        |     701000 | PA      | $720691.47    | 0.02%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                                        | CONSTRUCTION PARTNERS INC TLB 2.5  | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     398995 | PA      | $399493.71    | 0.01%             | 2031-11-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H0406B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36000000 | PA      | $34042783.68  | 1.13%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50000000 | PA      | $48791563.00  | 1.62%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)              | CUSIP: 21H0506B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25000000 | PA      | $24921080.00  | 0.83%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLB1 2.25     | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     367144 | PA      | $367144.49    | 0.01%             | 2028-11-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | REWORLD HOLDING CORP TLC1 2.25     | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      28420 | PA      | $28419.78     | 0.00%             | 2028-11-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                                      | CREATIVE ARTISTS AGENCY LL TLB 2.5 | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     296261 | PA      | $296548.60    | 0.01%             | 2031-10-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H7                                 | CROSS_24-H7                        | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8271178 | PA      | $8338157.68   | 0.28%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                             | CROSSCOUNTRY INTERMEDIATE HOLDCO L | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     263000 | PA      | $265564.94    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H5                                 | CROSS_25-H5                        | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5785104 | PA      | $5826871.55   | 0.19%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                                             | CROWN FINANCE US INC TLB 4.5       | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     126545 | PA      | $126206.20    | 0.00%             | 2031-12-02      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATIONS HOLDING INC                          | CROWN SUBSEA COMMUNICATION TLB 3.5 | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |     297000 | PA      | $298485.00    | 0.01%             | 2031-01-30      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                 | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4352532.09   | 0.14%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                   | DTAOT_23-3A                        | CUSIP: 23345WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7951059 | PA      | $7972598.55   | 0.26%             | 2028-03-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     449000 | PA      | $465681.34    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_20-2                   | DRMT_20-2                          | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6397636 | PA      | $6345730.62   | 0.21%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4985693 | PA      | $4488007.67   | 0.15%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                          | CUSIP: 24381JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5189254 | PA      | $4683402.40   | 0.16%             | 2066-11-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP        | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1204497.18   | 0.04%             | 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        |     918000 | PA      | $931499.58    | 0.03%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1628891.05   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     142000 | PA      | $132662.85    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     227000 | PA      | $196035.32    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN      | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     352000 | PA      | $364343.77    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                      | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2464810.55   | 0.08%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES TLB1 2.0   | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     132753 | PA      | $132462.51    | 0.00%             | 2030-10-13      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)           | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4255000 | PA      | $4081445.99   | 0.14%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     510000 | PA      | $498498.32    | 0.02%             | 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        |    1516000 | PA      | $1480513.87   | 0.05%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     294588 | PA      | $294914.60    | 0.01%             | 2027-12-06      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                             | ARCHROCK PARTNERS LP/ARCHROCK FIN  | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     174000 | PA      | $178907.50    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM2                                           | MFRA_20-NQM2                       | CUSIP: 552751AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12854000 | PA      | $12439698.87  | 0.41%             | 2065-04-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_20-NQM1                                          | MFRA_20-NQM1                       | CUSIP: 552754AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2612019.20   | 0.09%             | 2049-08-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     668000 | PA      | $654681.60    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW LLC                                        | MADISON SAFETY & FLOW LLC TLB 2.5  | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     241965 | PA      | $242872.83    | 0.01%             | 2031-09-26      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_25-NQM5                                          | GCAT_25-NQM5                       | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17533691 | PA      | $17517666.48  | 0.58%             | 2070-08-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2276000 | PA      | $2293463.36   | 0.08%             | 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        |     488000 | PA      | $497643.03    | 0.02%             | 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        |   18174000 | PA      | $18144937.19  | 0.60%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GITSIT MORTGAGE LOAN TRUST GITSIT_25-NPL1                        | GITSIT_25-NPL1                     | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4316244 | PA      | $4326961.56   | 0.14%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2                      | GSAR_24-2A                         | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4220012 | PA      | $4253965.12   | 0.14%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                         | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $36268.69     | 0.00%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125             | GNMA_18-125                        | CUSIP: 38380Y4S1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4067136 | PA      | $461818.46    | 0.02%             | 2048-09-20      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-112             | GNMA_18-112                        | CUSIP: 38380YAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3130874 | PA      | $388487.02    | 0.01%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-103             | GNMA_18-103                        | CUSIP: 38380YHL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2521885 | PA      | $314471.46    | 0.01%             | 2048-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-151             | GNMA_18-151                        | CUSIP: 38381AC53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5328501 | PA      | $643158.02    | 0.02%             | 2048-11-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC TLB 2.48          | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |     399000 | PA      | $399000.00    | 0.01%             | 2030-10-11      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT HOLDINGS LLC                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      87000 | PA      | $84358.54     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                                        | FLASH CHARM INC TLB 3.5            | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     170318 | PA      | $151503.27    | 0.01%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     254752 | PA      | $234898.58    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     210388 | PA      | $151572.94    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM4                       | IMPRL_21-NQM4                      | CUSIP: 45276JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2799501 | PA      | $2499769.27   | 0.08%             | 2057-01-25      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                                  | INFORMATICA LLC TLB 2.25           | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     248711 | PA      | $249410.22    | 0.01%             | 2028-10-27      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                      | INEOS QUATTRO FINANCE 2 PLC        | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1162000 | PA      | $1089655.55   | 0.04%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO LLC                                                | INDY US BIDCO LLC TLB 2.5          | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148878 | PA      | $148505.63    | 0.00%             | 2030-10-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC              | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     900700 | PA      | $865203.87    | 0.03%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                            | INNOPHOS HOLDINGS INC TLB 4.25     | CUSIP: 45778EAG9<br>LEI: XQ0331QX53IRX25OY417 | Long             | LON              | CORP              | US        |     148429 | PA      | $141472.44    | 0.00%             | 2029-03-16      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2966195.40   | 0.10%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | IBM CORP                           | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8586459.27   | 0.28%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB6 2.5       | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     278879 | PA      | $279576.68    | 0.01%             | 2028-08-17      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                      | OLYMPUS WATER US HOLDING CORP      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     687000 | PA      | $670454.76    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SARL                                        | ION PLATFORM FINANCE US INC        | CUSIP: 46205QAB4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     678000 | PA      | $661430.11    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION PLATFORM FINANCE US INC        | CUSIP: 46206AAA0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     801000 | PA      | $764513.39    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SARL                                        | ION PLATFORM FINANCE SARL          | CUSIP: 46206AAB8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     550000 | PA      | $561765.46    | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION PLATFORM FINANCE SARL          | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     580000 | PA      | $544643.30    | 0.02%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FHLMC_278                          | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     602133 | PA      | $62714.40     | 0.00%             | 2042-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_309                          | CUSIP: 31325USF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     297244 | PA      | $32224.89     | 0.00%             | 2043-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DNTS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16488320 | PA      | $14792861.20  | 0.49%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DPSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21745662 | PA      | $21411347.15  | 0.71%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20202113 | PA      | $21008846.11  | 0.70%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DSBH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16916960 | PA      | $17323668.24  | 0.57%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DUTL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   25929645 | PA      | $26066652.55  | 0.86%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3753174 | PA      | $3375133.40   | 0.11%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11507350 | PA      | $11693958.43  | 0.39%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0L83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14498277 | PA      | $14664186.12  | 0.49%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER              | CUSIP: 3132E0M41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   32779904 | PA      | $32045409.63  | 1.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                    | CUSIP: 3132WJRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4079980 | PA      | $3869657.24   | 0.13%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B03H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16972918 | PA      | $14606163.88  | 0.48%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133B5T51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   24448250 | PA      | $19877879.97  | 0.66%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133BA4B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27707080 | PA      | $24589099.91  | 0.81%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                    | CUSIP: 3133KPY85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11988766 | PA      | $12045978.84  | 0.40%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-26                                            | FNMA_13-26                         | CUSIP: 3136ADWJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12559483 | PA      | $1396294.25   | 0.05%             | 2043-04-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                        | CUSIP: 3136AGA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1555926 | PA      | $167993.52    | 0.01%             | 2043-10-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-93                                            | FNMA_14-93                         | CUSIP: 3136AMDR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     932415 | PA      | $118674.93    | 0.00%             | 2045-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-53                                            | FNMA_16-53                         | CUSIP: 3136AS5H5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3085463 | PA      | $372612.49    | 0.01%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-31                                            | FNMA_16-31                         | CUSIP: 3136ASJN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     674374 | PA      | $84944.32     | 0.00%             | 2046-06-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                         | CUSIP: 3136ATEJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6538494 | PA      | $756613.56    | 0.03%             | 2046-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-20                                            | FNMA_17-20                         | CUSIP: 3136AV5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2978717 | PA      | $382673.42    | 0.01%             | 2047-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                         | CUSIP: 3136AXCZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5550722 | PA      | $748965.00    | 0.02%             | 2047-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                         | CUSIP: 3136AXDG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2782476 | PA      | $357767.71    | 0.01%             | 2047-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-72                                            | FNMA_17-72                         | CUSIP: 3136AXV44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3711120 | PA      | $3482417.41   | 0.12%             | 2047-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-109                                           | FNMA_17-109                        | CUSIP: 3136B0RF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3261672 | PA      | $403764.36    | 0.01%             | 2048-01-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-66                                            | FNMA_18-66                         | CUSIP: 3136B26E7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3613449 | PA      | $473999.18    | 0.02%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                            | FNMA_18-67 MS                      | CUSIP: 3136B2S37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2770179 | PA      | $373030.59    | 0.01%             | 2048-09-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-74                                            | FNMA_18-74                         | CUSIP: 3136B3HT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4830213 | PA      | $551870.71    | 0.02%             | 2048-10-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-33                                            | FNMA_19-33                         | CUSIP: 3136B45D6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11615275 | PA      | $1302341.78   | 0.04%             | 2049-07-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                         | CUSIP: 3136B4ZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17608515 | PA      | $1996920.09   | 0.07%             | 2049-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-42                                            | FNMA_19-42                         | CUSIP: 3136B5VK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20498270 | PA      | $2241047.12   | 0.07%             | 2049-08-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                         | CUSIP: 3136B64Z3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6397737 | PA      | $886759.65    | 0.03%             | 2049-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-60                                            | FNMA_19-60                         | CUSIP: 3136B6VW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7597911 | PA      | $912096.50    | 0.03%             | 2049-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-27                 | FNMA_22-27                         | CUSIP: 3136BM5F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22958237 | PA      | $2437113.24   | 0.08%             | 2052-06-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-60                                            | FNMA_22-60A                        | CUSIP: 3136BNW44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24756216 | PA      | $24362166.81  | 0.81%             | 2052-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-65                                     | FNMA_23-65                         | CUSIP: 3136BQD71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16274716 | PA      | $2074251.64   | 0.07%             | 2050-03-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46                 | FNMA_23-46                         | CUSIP: 3136BQLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31578483 | PA      | $3732374.63   | 0.12%             | 2050-06-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-57                                     | FNMA_23-57                         | CUSIP: 3136BQQM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   37549618 | PA      | $5259315.95   | 0.17%             | 2050-02-25      | Variable      | 1.70%                 | 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        |   13216342 | PA      | $13113314.24  | 0.43%             | 2055-02-25      | Variable      | 5.03%                 | 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        |   15684792 | PA      | $16061187.57  | 0.53%             | 2055-04-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-52                 | FNMA_25-52                         | CUSIP: 3136BWUX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   77330606 | PA      | $4430718.92   | 0.15%             | 2055-07-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA_25-52A                        | CUSIP: 3136BWVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |   44493854 | PA      | $2611869.34   | 0.09%             | 2055-07-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                 | FNMA_25-86                         | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   29706104 | PA      | $29433741.01  | 0.97%             | 2055-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                               | CUSIP: 3136G43S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   21081000 | PA      | $16085536.24  | 0.53%             | 2035-09-14      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3922                                           | FHLMC_3922                         | CUSIP: 3137AFJS2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     144637 | PA      | $12540.90     | 0.00%             | 2041-09-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4097                | FHLMC_4097                         | CUSIP: 3137ATPX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     476569 | PA      | $64916.52     | 0.00%             | 2042-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4176                                           | FHLMC_4176                         | CUSIP: 3137B0MY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     563422 | PA      | $65991.76     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                         | CUSIP: 3137BSAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     399292 | PA      | $41099.08     | 0.00%             | 2042-11-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4703                                           | FHLMC_4703                         | CUSIP: 3137F2A22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15572536 | PA      | $1925019.23   | 0.06%             | 2047-07-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5034                                           | FHLMC_5034                         | CUSIP: 3137F6SD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16307305 | PA      | $2395305.06   | 0.08%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                           | FHLMC_5078                         | CUSIP: 3137FF6A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21588267 | PA      | $3149203.56   | 0.10%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4903                                                       | FHLMC_4903                         | CUSIP: 3137FN5P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7985814 | PA      | $884840.93    | 0.03%             | 2049-08-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4920                                           | FHLMC_4920                         | CUSIP: 3137FPB95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28054435 | PA      | $3124416.81   | 0.10%             | 2049-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4979                                           | FHLMC_4979                         | CUSIP: 3137FTXG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4075710 | PA      | $546485.92    | 0.02%             | 2048-06-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | FORVIA SE                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     302000 | PA      | $306894.26    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 15YR GIANT                   | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3718 | PA      | $3708.79      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1                      | STACR_22-HQA1                      | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5132000 | PA      | $5402893.65   | 0.18%             | 2042-03-25      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     599000 | PA      | $626077.34    | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                         | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $322674.43    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                         | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      76000 | PA      | $74736.28     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                         | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      76000 | PA      | $75826.86     | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                       | GOEASY LTD                         | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $39093.39     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13652000 | PA      | $13603298.22  | 0.45%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       1000 | PA      | $898.60       | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-37              | GNMA_17-37                         | CUSIP: 38376MKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2687458 | PA      | $403241.71    | 0.01%             | 2047-03-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-184                        | CUSIP: 38379HFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2504866 | PA      | $243940.64    | 0.01%             | 2041-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-110                        | CUSIP: 38379MTQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9912874 | PA      | $1047964.20   | 0.03%             | 2045-08-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-120                        | CUSIP: 38380ATU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18280422 | PA      | $2719883.62   | 0.09%             | 2046-09-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134             | GNMA_17-134                        | CUSIP: 38380GG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13260313 | PA      | $2111980.71   | 0.07%             | 2047-09-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GGX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8178246 | PA      | $1156036.02   | 0.04%             | 2047-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-130             | GNMA_17-130                        | CUSIP: 38380GHB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3581021 | PA      | $462027.58    | 0.02%             | 2047-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-153             | GNMA_17-153                        | CUSIP: 38380HA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17236946 | PA      | $2448727.10   | 0.08%             | 2047-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-149             | GNMA_17-149                        | CUSIP: 38380HSR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4452526 | PA      | $654381.50    | 0.02%             | 2047-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-163             | GNMA_17-163                        | CUSIP: 38380KMR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1893695 | PA      | $252492.29    | 0.01%             | 2047-11-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3171576 | PA      | $429570.32    | 0.01%             | 2048-06-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89              | GNMA_18-89                         | CUSIP: 38380XKM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4249149 | PA      | $499839.29    | 0.02%             | 2048-06-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18                 | GNMA_18-91                         | CUSIP: 38380XTX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3274522 | PA      | $367664.29    | 0.01%             | 2048-07-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6320205 | PA      | $942973.31    | 0.03%             | 2048-01-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-148             | GNMA_18-148                        | CUSIP: 38381AHS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18896290 | PA      | $2357931.92   | 0.08%             | 2045-11-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-139             | GNMA_18-139                        | CUSIP: 38381ALT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2360649 | PA      | $277709.12    | 0.01%             | 2048-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-134             | GNMA_18-134                        | CUSIP: 38381ASA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3295320 | PA      | $373620.10    | 0.01%             | 2048-10-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA_19-5                                                        | GNMA_19-5                          | CUSIP: 38381BC44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3598549 | PA      | $404081.48    | 0.01%             | 2049-01-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                        | GNMA_19-6                          | CUSIP: 38381BP40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16555785 | PA      | $2150579.91   | 0.07%             | 2049-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA_19-20                                                       | GNMA_19-20                         | CUSIP: 38381RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5095869 | PA      | $589786.25    | 0.02%             | 2049-02-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-59              | GNMA_19-59                         | CUSIP: 38381VH60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3936482 | PA      | $477571.64    | 0.02%             | 2049-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-56              | GNMA_19-56                         | CUSIP: 38381VWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3893185 | PA      | $469404.80    | 0.02%             | 2049-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-90              | GNMA_19-90                         | CUSIP: 38381XJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5614186 | PA      | $812979.66    | 0.03%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-85              | GNMA_19-85                         | CUSIP: 38381XRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3523982 | PA      | $374277.19    | 0.01%             | 2049-07-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WEC US HOLDINGS LTD TLB 2.25       | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     281645 | PA      | $282236.19    | 0.01%             | 2031-01-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT TLB1 2.25    | CUSIP: 000000000<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     217737 | PA      | $215450.61    | 0.01%             | 2031-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-21             | GNMA_20-21                         | CUSIP: 38382DMU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2792162 | PA      | $381600.92    | 0.01%             | 2050-02-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61              | GNMA_20-61                         | CUSIP: 38382EW52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21115782 | PA      | $2361580.58   | 0.08%             | 2049-08-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                | MERLIN ENTERTAINMENT TLB 3.5       | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     100228 | PA      | $86535.61     | 0.00%             | 2029-11-12      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING SYSTEMS LTD                              | HUSKY INJECTION MOLDING TLB 4.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     251206 | PA      | $251793.98    | 0.01%             | 2029-02-15      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-62              | GNMA_20-62                         | CUSIP: 38382FKW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4975353 | PA      | $601221.21    | 0.02%             | 2050-05-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175             | GNMA_20-175                        | CUSIP: 38382LNR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19904155 | PA      | $2937268.04   | 0.10%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                                       | CLARIVATE TLB 2.75                 | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      41945 | PA      | $41132.34     | 0.00%             | 2031-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC TLB 4.5        | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      70118 | PA      | $59441.28     | 0.00%             | 2031-02-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-189             | GNMA_20-189                        | CUSIP: 38382MBT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23580076 | PA      | $4121452.96   | 0.14%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191             | GNMA_20-191                        | CUSIP: 38382MRT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12750390 | PA      | $2152311.74   | 0.07%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                              | APPLIED SYSTEMS INC TLB 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     148504 | PA      | $148708.69    | 0.00%             | 2031-02-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                     | COTIVITI INC TLB 2.75              | CUSIP: 000000000<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     295515 | PA      | $284187.91    | 0.01%             | 2031-05-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-16              | GNMA_21-16                         | CUSIP: 38382NBY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17545857 | PA      | $2590149.22   | 0.09%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                         | CUSIP: 38382QD49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18911602 | PA      | $3183686.92   | 0.11%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROSEN GROUP INC                                                  | PG POLARIS BIDCO TLB 2.75          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454970 | PA      | $456335.15    | 0.02%             | 2031-03-26      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC                  | RUSSELL INVESTMENTS TLB 5.0        | CUSIP: 000000000<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |     407191 | PA      | $394213.40    | 0.01%             | 2027-05-30      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119             | GNMA_21-119                        | CUSIP: 38382UY62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17602483 | PA      | $2951887.05   | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97                         | CUSIP: 38382VDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10819701 | PA      | $1429268.43   | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116             | GNMA_21-116                        | CUSIP: 38382WSG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   21484825 | PA      | $3244301.01   | 0.11%             | 2050-09-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140             | GNMA_21-140                        | CUSIP: 38382XUA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   29253857 | PA      | $4853668.39   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18              | GNMA_22-18                         | CUSIP: 38383GD24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19222497 | PA      | $3006010.31   | 0.10%             | 2052-01-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-207             | GNMA_22-207                        | CUSIP: 38383HFU8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   33531190 | PA      | $4266143.07   | 0.14%             | 2050-01-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-63              | GNMA_22-63                         | CUSIP: 38383RFM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24964971 | PA      | $2668515.77   | 0.09%             | 2052-04-20      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-81              | GNMA_22-81                         | CUSIP: 38383RWV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17698647 | PA      | $2097454.30   | 0.07%             | 2047-08-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-17              | GNMA_23-17                         | CUSIP: 38383VJ74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   32262079 | PA      | $3585842.99   | 0.12%             | 2050-05-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66              | GNMA_23-66                         | CUSIP: 38384ASF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   28071490 | PA      | $3455634.07   | 0.11%             | 2049-09-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-101             | GNMA_23-101                        | CUSIP: 38384CBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20271860 | PA      | $1061075.78   | 0.04%             | 2053-07-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141             | GNMA_23-141                        | CUSIP: 38384EE43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31406789 | PA      | $3917890.19   | 0.13%             | 2049-04-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-132             | GNMA_23-132                        | CUSIP: 38384EJ55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   39170960 | PA      | $3177399.40   | 0.11%             | 2053-09-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-30              | GNMA_24-30                         | CUSIP: 38384JQE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31806913 | PA      | $2516610.64   | 0.08%             | 2054-02-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51              | GNMA_24-51                         | CUSIP: 38384KSE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25351311 | PA      | $2474556.64   | 0.08%             | 2054-03-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59              | GNMA_24-59                         | CUSIP: 38384MG35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23849188 | PA      | $1815753.17   | 0.06%             | 2054-04-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64              | GNMA_24-64                         | CUSIP: 38384MLG0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   53454964 | PA      | $4501383.69   | 0.15%             | 2054-04-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-59              | GNMA_24-59                         | CUSIP: 38384MQ91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38122915 | PA      | $4492011.69   | 0.15%             | 2054-04-20      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_24-92               | GNMA_24-92                         | CUSIP: 38384NXE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17591590 | PA      | $1542712.05   | 0.05%             | 2054-05-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-41              | GNMA_25-41                         | CUSIP: 38385ENN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35023858 | PA      | $2742277.01   | 0.09%             | 2055-03-20      | Variable      | 1.16%                 | 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        |   12661781 | PA      | $13064324.35  | 0.43%             | 2055-03-20      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY MEDIA INC                     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     257000 | PA      | $258269.38    | 0.01%             | 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        |     325000 | PA      | $318575.73    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1                 | GSKY_24-1                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1576470 | PA      | $1589015.66   | 0.05%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS ESCROW ISSUER SAU          | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    1465000 | PA      | $1415901.59   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     153000 | PA      | $148464.29    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      88000 | PA      | $89887.75     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                            | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16702000 | PA      | $16032464.92  | 0.53%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                            | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2514148.61   | 0.08%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3677000 | PA      | $3345964.53   | 0.11%             | 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        |    1118000 | PA      | $1150327.00   | 0.04%             | 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        |     127000 | PA      | $133969.12    | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1602000 | PA      | $1603866.52   | 0.05%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                  | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     334000 | PA      | $333877.15    | 0.01%             | 2036-11-06      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| HTAP HTAP_24-1                                                   | HTAP_24-2                          | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12586667 | PA      | $12583365.43  | 0.42%             | 2042-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HTAP TRUST HTAP_25-1                                             | HTAP_25-1                          | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2548176 | PA      | $2549732.91   | 0.08%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     512000 | PA      | $540608.92    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                 | HEALTHEQUITY INC                   | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     587000 | PA      | $571507.42    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                  | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86991.25     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     464000 | PA      | $485830.10    | 0.02%             | 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        |    1415000 | PA      | $1492238.99   | 0.05%             | 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        |     534000 | PA      | $451741.03    | 0.01%             | 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        |     275000 | PA      | $276815.25    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC TLB 2.75     | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     146981 | PA      | $146797.00    | 0.00%             | 2032-02-03      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDINGS LLC             | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     621000 | PA      | $621909.08    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | HIGHTOWER HOLDING LLC              | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     659000 | PA      | $706195.86    | 0.02%             | 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        |     167000 | PA      | $167265.77    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     212000 | PA      | $206685.81    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN    | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     677000 | PA      | $642416.01    | 0.02%             | 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        |     170000 | PA      | $175870.66    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     406000 | PA      | $415618.40    | 0.01%             | 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        |     290000 | PA      | $273265.39    | 0.01%             | 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        |    3188000 | PA      | $2954912.80   | 0.10%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                 | IRB HOLDING CORP TLB 2.5           | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     296261 | PA      | $296619.73    | 0.01%             | 2027-12-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                                       | IRIDIUM COMMNCTNS INC TLB4 2.25    | CUSIP: 46269KAT1<br>LEI: 549300U620NVQ4J1CT96 | Long             | LON              | CORP              | US        |     250000 | PA      | $233992.50    | 0.01%             | 2030-09-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     555000 | PA      | $553340.64    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41448.41     | 0.00%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     140000 | PA      | $139143.35    | 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        |     319000 | PA      | $317679.51    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP TLB 2.0        | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     447499 | PA      | $447623.82    | 0.01%             | 2030-10-23      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MEDLINE BORROWER LP                | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     404000 | PA      | $415719.18    | 0.01%             | 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        |    3479000 | PA      | $3603329.79   | 0.12%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC        | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     408000 | PA      | $396135.45    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_23-NQM1                      | MCMLT_23-NQM1                      | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3464167 | PA      | $3464638.34   | 0.11%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | MINERVA MERGER SUB INC             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1071638.15   | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INT INC TLB 3.25          | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     399169 | PA      | $399388.93    | 0.01%             | 2031-06-17      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $6509928.51   | 0.22%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7344023.11   | 0.24%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   18807000 | PA      | $19097334.89  | 0.63%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MPOWR_25-1                                                       | MPOWR_25-1                         | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $12000000.00  | 0.40%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     580000 | PA      | $563461.29    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1073491.87   | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_25                                  | MPOWER_25-A                        | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5057402 | PA      | $5121549.25   | 0.17%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                    | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158438.93    | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     367000 | PA      | $377229.85    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     612000 | PA      | $611990.21    | 0.02%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     373000 | PA      | $376910.44    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                                    | NEP GROUP INC TLB 4.5              | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249358 | PA      | $239072.40    | 0.01%             | 2031-10-17      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     274000 | PA      | $275200.91    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     421000 | PA      | $429465.65    | 0.01%             | 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        |     684000 | PA      | $704516.43    | 0.02%             | 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        |     262000 | PA      | $263149.29    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     384000 | PA      | $386519.10    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     384000 | PA      | $390475.31    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | 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        |    1090000 | PA      | $1045053.20   | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3969000 | PA      | $4007468.96   | 0.13%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | NABORS INDUSTRIES INC              | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     634000 | PA      | $666199.43    | 0.02%             | 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        |    1158000 | PA      | $1101024.99   | 0.04%             | 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        |     855000 | PA      | $923100.49    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     138000 | PA      | $135405.80    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT CORP                       | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     429000 | PA      | $480056.29    | 0.02%             | 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        |    1301000 | PA      | $1284676.26   | 0.04%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | NEPTUNE BIDCO US INC TLA 4.75      | CUSIP: 64069JAF9<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     249361 | PA      | $240632.99    | 0.01%             | 2028-10-11      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| ENVA_23-A                                                        | ENVA_23-A                          | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     794324 | PA      | $795104.69    | 0.03%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                               | ENVA_24-A                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607806 | PA      | $609203.40    | 0.02%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | NRZT_20-RPL1                       | CUSIP: 64828XAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $7088302.00   | 0.23%             | 2059-11-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     686000 | PA      | $646404.17    | 0.02%             | 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        |     502000 | PA      | $476900.00    | 0.02%             | 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        |      70000 | PA      | $72034.58     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                           | XPLR INFRASTRUCTURE LP             | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1378860.00   | 0.05%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     217000 | PA      | $212272.31    | 0.01%             | 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        |     513000 | PA      | $527697.80    | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                       | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3622604.73   | 0.12%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                              | NISSAN MOTOR ACCEPTANCE COMPANY LL | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     248000 | PA      | $245810.48    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     206000 | PA      | $217610.57    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MTR CO LTD                                                | NISSAN MOTOR CO LTD                | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     601000 | PA      | $639129.86    | 0.02%             | 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        |    4357000 | PA      | $4323922.71   | 0.14%             | 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        |    1570000 | PA      | $1554697.95   | 0.05%             | 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        |    6214000 | PA      | $6311546.80   | 0.21%             | 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        |     417000 | PA      | $428990.97    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     486000 | PA      | $520157.75    | 0.02%             | 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        |     137000 | PA      | $145301.50    | 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        |     554000 | PA      | $534821.08    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     631000 | PA      | $578071.47    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     109000 | PA      | $113142.05    | 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        |     350000 | PA      | $354883.32    | 0.01%             | 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        |     951000 | PA      | $954048.84    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_19-3A                              | OAKC_19-3A                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10570000 | PA      | $10600050.51  | 0.35%             | 2038-01-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1647000 | PA      | $1670484.51   | 0.06%             | 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        |    7187000 | PA      | $7016019.37   | 0.23%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT18_18-18                      | OCT18_18-18A                       | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1575979 | PA      | $1576114.70   | 0.05%             | 2031-04-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     449000 | PA      | $429543.36    | 0.01%             | 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        |     876000 | PA      | $852785.77    | 0.03%             | 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        |     930000 | PA      | $930848.80    | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1247669.33   | 0.04%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HLDS CORP TLB 3.0 | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |     274029 | PA      | $271015.04    | 0.01%             | 2031-06-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                                               | OMNIA PARTNERS LLC TLB 3.25        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     148500 | PA      | $148569.80    | 0.00%             | 2030-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC UNLIMITED LIABILITY CO  | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     231000 | PA      | $234885.82    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     458000 | PA      | $425867.04    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     257000 | PA      | $270727.39    | 0.01%             | 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        |     385000 | PA      | $402236.94    | 0.01%             | 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        |     102000 | PA      | $105646.70    | 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        |     355000 | PA      | $365380.75    | 0.01%             | 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        |     512000 | PA      | $519565.31    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     506000 | PA      | $522219.20    | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     620000 | PA      | $619103.42    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                          | ONEDIGITAL BORROWER LLC TLB 3.00   | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |     179701 | PA      | $179625.36    | 0.01%             | 2031-07-02      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1620000 | PA      | $1695024.90   | 0.06%             | 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        |     532000 | PA      | $548045.76    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                    | OPTN_21-B                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3693103 | PA      | $3617985.68   | 0.12%             | 2031-05-08      | Fixed         | 1.47%                 | 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        |    1529013 | PA      | $1528132.31   | 0.05%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                       | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     323000 | PA      | $327944.04    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                 | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3069783.62   | 0.10%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     266000 | PA      | $252890.07    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                       | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     130000 | PA      | $99812.23     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP    | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     764000 | PA      | $736579.89    | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2613000 | PA      | $2554724.75   | 0.08%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                            | PAREXEL INTERNATIONAL INC TLB 2.5  | CUSIP: 71911KAE4<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |     283311 | PA      | $284005.43    | 0.01%             | 2028-11-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP    | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1370329.53   | 0.05%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5           | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     411736 | PA      | $396296.14    | 0.01%             | 2031-10-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                              | RECESS HOLDINGS INC TLB 3.75       | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295517 | PA      | $296533.44    | 0.01%             | 2030-02-20      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     862000 | PA      | $810453.62    | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     203000 | PA      | $208702.81    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL7                                                     | PRET_24-NPL7                       | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8907462 | PA      | $8910185.83   | 0.30%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL4                    | PRET_25-NPL4                       | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8188565 | PA      | $8224616.05   | 0.27%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC           | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     414000 | PA      | $402417.02    | 0.01%             | 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        |     692000 | PA      | $694868.16    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | PROOFPOINT TLB 3.0                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     307257 | PA      | $308359.59    | 0.01%             | 2028-08-31      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                  | PROVIDENT FUNDING ASSOCIATES/PFG   | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1312255.25   | 0.04%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_24-8                                       | PRPM_24-8                          | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5604314 | PA      | $5606098.76   | 0.19%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                 | QATAR (STATE OF)                   | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | QA        |    2400000 | PA      | $2317246.09   | 0.08%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                      | QATAR PETROLEUM                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | NUSS              | QA        |    5762000 | PA      | $5198336.26   | 0.17%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     252000 | PA      | $256328.23    | 0.01%             | 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        |     202000 | PA      | $207543.96    | 0.01%             | 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        |     595000 | PA      | $617177.62    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB1 2.25    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     294747 | PA      | $295098.03    | 0.01%             | 2031-04-14      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     769000 | PA      | $798273.36    | 0.03%             | 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        |     639000 | PA      | $664518.42    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCO TRUST RCOT_25-PR1                                            | RCO_25-PR1                         | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6630186 | PA      | $6583157.16   | 0.22%             | 2055-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-3                                        | RCO_25-3                           | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3982255 | PA      | $3991390.77   | 0.13%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PROPERTIES LP/RHP FIN    | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     323000 | PA      | $332186.50    | 0.01%             | 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        |     298000 | PA      | $307707.91    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     219000 | PA      | $217379.50    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ LODGING TRUST LP               | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     241000 | PA      | $226718.70    | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADNOR RE RMIR_24-1                                              | RMIR_24-1                          | CUSIP: 75049AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1045110 | PA      | $1046567.44   | 0.03%             | 2034-09-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RAYTHEON TECHNOLOGIES CORPORATION  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8323000 | PA      | $8263453.31   | 0.27%             | 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        |    3256000 | PA      | $2885988.50   | 0.10%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RCO MORTGAGE LLC RCO_25-1                                        | RCO_25-1                           | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7950942 | PA      | $8007498.28   | 0.27%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH FINANCIAL LLC REACH_24-1                                   | REACH_24-1A                        | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     258922 | PA      | $259091.89    | 0.01%             | 2031-02-18      | Fixed         | 6.30%                 | 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        |    1266817 | PA      | $1255752.69   | 0.04%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_23-4                | RPM_23-4A                          | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4794481 | PA      | $4804027.86   | 0.16%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     667000 | PA      | $692238.60    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     327000 | PA      | $331913.99    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     255000 | PA      | $260715.28    | 0.01%             | 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        |     274000 | PA      | $281818.29    | 0.01%             | 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        |     272000 | PA      | $277726.91    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC            | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     424000 | PA      | $422366.57    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | SYNEOS HEALTH INC                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1208755.85   | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1441373 | PA      | $1277814.01   | 0.04%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6500000 | PA      | $5904840.50   | 0.20%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-6                    | STAR_21-6                          | CUSIP: 85573RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13954000 | PA      | $10694366.53  | 0.35%             | 2066-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_22-2                    | STAR_22-2                          | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2194406 | PA      | $2133288.10   | 0.07%             | 2067-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     301000 | PA      | $312732.80    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     299000 | PA      | $315163.06    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     496000 | PA      | $506531.64    | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     682000 | PA      | $693544.36    | 0.02%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC TL 2.5 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     295509 | PA      | $296147.67    | 0.01%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                      | SURGERY CENTER HOLDINGS INC        | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     392000 | PA      | $403997.59    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED             | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     667000 | PA      | $640672.24    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12165000 | PA      | $11238112.86  | 0.37%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6368000 | PA      | $5789206.96   | 0.19%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | TALEN ENERGY SUPPLY LLC            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     453000 | PA      | $464381.71    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | TALEN ENERGY SUPPLY LLC            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     453000 | PA      | $468999.33    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                      | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     605000 | PA      | $580675.82    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                 | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     785000 | PA      | $795889.57    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5560-MB                                 | FHLMC_5560                         | CUSIP: 3137HLZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15720903 | PA      | $16231367.45  | 0.54%             | 2055-06-25      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_25-5563             | FHLMC_5563                         | CUSIP: 3137HMER7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19788364 | PA      | $19913063.94  | 0.66%             | 2055-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                | FHLMC_5573                         | CUSIP: 3137HMSE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9176733 | PA      | $9488882.85   | 0.31%             | 2055-09-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2265286 | PA      | $2222634.52   | 0.07%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M SOFR ARM                   | CUSIP: 31390HWR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1878 | PA      | $1885.34      | 0.00%             | 2032-06-01      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140HED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2059878 | PA      | $1973642.49   | 0.07%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 3140J7NH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2741921 | PA      | $2683815.92   | 0.09%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MJ6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14296711 | PA      | $12828024.44  | 0.42%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MNMQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19090400 | PA      | $16274538.24  | 0.54%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140MP6G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   44581942 | PA      | $41173642.78  | 1.36%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140N25M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17303537 | PA      | $17406491.27  | 0.58%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12951379 | PA      | $11609222.79  | 0.38%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23978305 | PA      | $20600160.13  | 0.68%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 3140QSZK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11802389 | PA      | $11906927.79  | 0.39%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140W1VH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9409272 | PA      | $9095936.12   | 0.30%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XFTA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17512153 | PA      | $15666751.44  | 0.52%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-3                 | RPM_24-3A                          | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6069419 | PA      | $6087773.79   | 0.20%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| RESONETICS LLC                                                   | RESONETICS LLC TLB 2.75            | CUSIP: 76118EAL2<br>LEI: 5493007F3QX6Z23QGO95 | Long             | LON              | CORP              | US        |     395083 | PA      | $395083.12    | 0.01%             | 2031-06-18      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | RESIDEO FUNDING INC                | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     459000 | PA      | $439674.11    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESTORATION HARDWARE INC.                                        | RESTORATION HARDWARE TLB 2.5       | CUSIP: 76133MAB7<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |     299221 | PA      | $290306.99    | 0.01%             | 2028-10-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     487000 | PA      | $476275.17    | 0.02%             | 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        |     283000 | PA      | $293241.22    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                     | SPCM SA                            | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $146426.24    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | SABRE GLBL INC TLB2 5.0            | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     250000 | PA      | $230000.00    | 0.01%             | 2028-06-30      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1                          | SAFCO_24-1A                        | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167175 | PA      | $167283.10    | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG4            | GRADE_23-FIG4                      | CUSIP: 79581UAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4217067 | PA      | $7293631.60   | 0.24%             | 2053-11-25      | Variable      | 49.38%                | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-5                | SDART_24-5                         | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     680608 | PA      | $680923.78    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                          | SCIENCE APPLICATIONS INTERNATIONAL | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     541000 | PA      | $539535.89    | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1216761.42   | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | SCIENTIFIC GAMES INTERNATIONAL INC | CUSIP: 80874YBE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     260000 | PA      | $266517.97    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | 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        |     290000 | PA      | $308051.94    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION         | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     268000 | PA      | $271728.24    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC           | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     246000 | PA      | $256199.16    | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | SERVICE PROPERTIES TRUST           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     309000 | PA      | $325779.17    | 0.01%             | 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        |     227000 | PA      | $225867.36    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     559000 | PA      | $577554.51    | 0.02%             | 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        |     653000 | PA      | $625707.14    | 0.02%             | 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        |     799000 | PA      | $797927.85    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     244000 | PA      | $229754.08    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     452000 | PA      | $439403.53    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                | CUSIP: 82967NBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $267809.21    | 0.01%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1526008.81   | 0.05%             | 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        |     508000 | PA      | $515234.26    | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     950000 | PA      | $972475.49    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                           | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     592000 | PA      | $601966.96    | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1994000 | PA      | $1681387.94   | 0.06%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.0     | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      47669 | PA      | $47907.24     | 0.00%             | 2031-08-29      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOVOS COMPLIANCE LLC                                             | SOVOS COMPLIANCE LLC TLB 3.25      | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     295456 | PA      | $295323.41    | 0.01%             | 2029-08-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | SPRINGLEAF FINANCE CORP            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39673.73     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                 | SPIRIT AEROSYSTEMS INC             | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198000 | PA      | $208035.38    | 0.01%             | 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        |     446000 | PA      | $490008.23    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     214000 | PA      | $199233.19    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAZ CAPITAL SA                                                   | GAZ CAPITAL SA                     | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | NUSS              | LU        |    1320000 | PA      | $1063124.11   | 0.04%             | 2028-02-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    3540000 | PA      | $4079604.51   | 0.14%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    1000000 | OU      | $204917.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | ATHENAHEALTH GROUP INC TLB 3.0     | CUSIP: 000000000<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     295470 | PA      | $293944.92    | 0.01%             | 2029-02-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    8000000 | OU      | $1639341.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                                | AMERICAN AIRLINES TLB 3.5          | CUSIP: 000000000<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     297000 | PA      | $295978.32    | 0.01%             | 2029-06-04      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |    1700000 | OU      | $216849.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   -5000000 | OU      | $-1024588.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |   -5000000 | OU      | $-1024588.50  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.10.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |   -7000000 | OU      | $-1434423.90  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75              | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     234881 | PA      | $202131.40    | 0.01%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP TLB 2.75     | CUSIP: 000000000<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     194602 | PA      | $190014.77    | 0.01%             | 2028-03-13      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS GROUP TLB 5.0         | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     295472 | PA      | $94255.66     | 0.00%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                    | CORELOGIC INC TLB 3.5              | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     397672 | PA      | $397274.75    | 0.01%             | 2028-06-02      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS TLB 3.25  | CUSIP: 000000000<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     396306 | PA      | $390361.79    | 0.01%             | 2029-01-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VACATIONS TLB 2.5     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201486 | PA      | $200962.18    | 0.01%             | 2028-08-02      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ TLB 2.5                | CUSIP: 000000000<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     295385 | PA      | $295721.36    | 0.01%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                             | FRANCE (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   34759000 | PA      | $17672918.96  | 0.59%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC TLB 1.75   | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      98065 | PA      | $98310.45     | 0.00%             | 2028-09-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CLOUDERA INC                                                     | CLOUDERA INC TLB 3.75              | CUSIP: 000000000<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |     293893 | PA      | $281402.66    | 0.01%             | 2028-10-08      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                         | CORNERSTONE ONDEMAND INC TLB 3.75  | CUSIP: 000000000<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |     398966 | PA      | $381679.20    | 0.01%             | 2028-10-16      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| HRNI HOLDINGS LLC                                                | HARD ROCK NORTHERN IN TLB 4.25     | CUSIP: 000000000<br>LEI: 549300V1ELIRK8JURN28 | Long             | LON              | CORP              | US        |     267188 | PA      | $258725.67    | 0.01%             | 2028-12-11      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| 19TH HOLDINGS DELAWARE INC                                       | 19TH HOLDINGS GOLF LLC TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     294670 | PA      | $292828.37    | 0.01%             | 2029-02-07      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | NOVOLEX (FLEX ACQ) TLB 3.18        | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     298053 | PA      | $297820.09    | 0.01%             | 2029-04-13      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING TLB 2.50      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     294670 | PA      | $295020.72    | 0.01%             | 2029-05-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5     | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     194953 | PA      | $161770.34    | 0.01%             | 2029-08-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| WMB HOLDINGS INC                                                 | CORPORATION SERVICE CO TLB 2.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     287088 | PA      | $285474.67    | 0.01%             | 2029-11-02      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |    1700000 | OU      | $216849.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT CO                                         | GACI FIRST INVESTMENT CO           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | NUSS              | KY        |    4205000 | PA      | $4358087.93   | 0.14%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANU INC TLB 3.0   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     150000 | PA      | $149671.50    | 0.00%             | 2029-12-13      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.16.BBB-)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |    5780000 | OU      | $989292.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.12.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    5800000 | OU      | $1021391.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    7000000 | OU      | $892908.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | CDS: (CMBX.NA.8.BBB-)              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   -5080525 | OU      | $-1180983.39  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERALD DEBT MERGER SUB LLC                                      | EMERALD DEBT MERGER SUB TLB 2.5    | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | LON              | CORP              | US        |     281851 | PA      | $280997.38    | 0.01%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                            | ONTARIO GAMING GTA LP TLB 4.25     | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     248010 | PA      | $231993.23    | 0.01%             | 2030-08-01      | Variable      | 8.24%                 | No            |                  2 | On Loan: No      |
| ENERGY SOLUTIONS LLC                                             | ENERGY SOLUTIONS LLC TLB 3.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     153812 | PA      | $154533.51    | 0.01%             | 2030-09-20      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3610894.25   | 0.12%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-41A                       | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     790127 | PA      | $790284.73    | 0.03%             | 2031-04-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                   | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $6571821.25   | 0.22%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                            | ECL ENTERTAINMENT LLC  TLB 3.00    | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     143494 | PA      | $142911.79    | 0.00%             | 2030-08-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMRLD BORROWER LP                  | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     270000 | PA      | $279917.99    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $454989.88    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                             | ERAC USA FINANCE LLC               | CUSIP: 26884TAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7614000 | PA      | $7708687.81   | 0.26%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW SCRIPPS CO/THE TLB 3.35         | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |     179435 | PA      | $173334.42    | 0.01%             | 2029-11-30      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| EASY MORTGAGE LOAN TRUST EASY_25-RTL1                            | EASY_25-RTL1                       | CUSIP: 27786FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10900000 | PA      | $11051916.57  | 0.37%             | 2040-05-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     606770 | PA      | $626380.44    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1134419 | PA      | $1249120.78   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579103<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3912133.80   | 0.13%             | 2031-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGEX ISSUER TRUST EDGEX_25-1                                    | EDGEX_25-1NN                       | CUSIP: 280579AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7932324 | PA      | $7952776.14   | 0.26%             | 2031-01-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EDGEX_25-2NN                                                     | EDGEX_25-2NN                       | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11035000 | PA      | $11022639.70  | 0.36%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL               | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4434900.87   | 0.15%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                            | ELEMENT SOLUTIONS INC              | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     618000 | PA      | $598104.53    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136760.54    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC        | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     790000 | PA      | $811887.73    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4086000 | PA      | $4147129.80   | 0.14%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | ENSEMBLE RCM LLC TLB 3.0           | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |      84486 | PA      | $84789.39     | 0.00%             | 2029-08-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS ESCROW CORP               | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1111711.66   | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                                           | EPIC CRUDE SERVICES LP TLB 2.5     | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |      35393 | PA      | $35532.01     | 0.00%             | 2031-10-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | ESAB CORP                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     222000 | PA      | $227234.60    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A                   | EART_21-2A                         | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5965534.20   | 0.20%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA        | CUSIP: 30216JAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    2250000 | PA      | $2145779.36   | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                       | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10403900.85  | 0.34%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1697000 | PA      | $1679309.71   | 0.06%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5007000 | PA      | $5029994.43   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2388000 | PA      | $2394833.22   | 0.08%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3361000 | PA      | $3335156.26   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | 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        |    1463000 | PA      | $1365477.36   | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | ARDONAGH FINCO LTD                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     724000 | PA      | $757118.11    | 0.03%             | 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        |    1289000 | PA      | $1344362.64   | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | ARETEC GROUP INC TLB 3.5           | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     295517 | PA      | $296483.19    | 0.01%             | 2030-08-09      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    9015000 | PA      | $8208377.79   | 0.27%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD BARK_21-1                                  | BARK_25-1A                         | CUSIP: 070252AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $15005415.00  | 0.50%             | 2034-04-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB ESCROW CORP          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     398000 | PA      | $415910.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     502000 | PA      | $458949.61    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                 | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     668000 | PA      | $683981.48    | 0.02%             | 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        |     693000 | PA      | $682679.81    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | BEACH ACQUISITION BIDCO LLC        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     874000 | PA      | $940088.18    | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BECLE SAB DE CV                                                  | BECLE SAB DE CV                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $2590434.62   | 0.09%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5924000 | PA      | $4261874.32   | 0.14%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                 | BOYD GAMING CORPORATION            | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     420000 | PA      | $418335.18    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $137121.24    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC     | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8385000 | PA      | $8547768.05   | 0.28%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV     | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $602103.67    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6413000 | PA      | $5473562.97   | 0.18%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                                   | BROADSTREET PARTNERS INC           | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1071507.21   | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                          | BROWN GROUP HOLDING LLC TLB2 2.75  | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     396006 | PA      | $397490.62    | 0.01%             | 2031-07-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BULLDOG PURCHASER INC                                            | BULLDOG PURCHASER INC TLB 3.75     | CUSIP: 12021GAF1<br>LEI: 254900JB2GC3Q5OISZ63 | Long             | LON              | CORP              | US        |     344997 | PA      | $346290.29    | 0.01%             | 2031-06-27      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_21-RTL1                         | CAFL_21-RTL1                       | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     930491 | PA      | $930491.15    | 0.03%             | 2029-03-28      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP          | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     667000 | PA      | $660274.67    | 0.02%             | 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        |    1373000 | PA      | $1303294.94   | 0.04%             | 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        |     557000 | PA      | $521106.73    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9613737 | PA      | $9034723.73   | 0.30%             | 2032-10-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_19-CS | STACR_19-CS03                      | CUSIP: 3137G0WG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  785574687 | PA      | $5842633.18   | 0.19%             | 2029-10-25      | Fixed         | 0.27%                 | 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        |    8092788 | PA      | $7916383.58   | 0.26%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $12428659.50  | 0.41%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| STARC_20-CS01                                                    | STARC_20-CS01                      | CUSIP: 3137G0WN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 1702007030 | PA      | $4029842.04   | 0.13%             | 2030-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                      | STACR_20-CS01                      | CUSIP: 3137G0WP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 1702007030 | PA      | $6296745.21   | 0.21%             | 2030-04-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS | STACR_20-CS02                      | CUSIP: 3137G0WU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6786768 | PA      | $6612138.10   | 0.22%             | 2033-06-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5152                | FHLMC_5152                         | CUSIP: 3137H3DW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   34558975 | PA      | $3679787.84   | 0.12%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5187                | FHLMC_5187                         | CUSIP: 3137H5AH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19625964 | PA      | $3349767.32   | 0.11%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5287                | FHLMC_5287                         | CUSIP: 3137H9MZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18121305 | PA      | $3458907.81   | 0.11%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5326                | FHLMC_5326                         | CUSIP: 3137HAFG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18553688 | PA      | $1494145.16   | 0.05%             | 2053-08-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5345                | FHLMC_5345                         | CUSIP: 3137HAQZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23938543 | PA      | $2662880.46   | 0.09%             | 2048-01-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5362                | FHLMC_5362                         | CUSIP: 3137HB5Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20696482 | PA      | $2493009.22   | 0.08%             | 2049-05-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                                           | FHLMC_5462                         | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22467990 | PA      | $22496026.06  | 0.74%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5460                                           | FHLMC_5460                         | CUSIP: 3137HFSC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24580151 | PA      | $24610806.92  | 0.81%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5500                | FHLMC_5500A                        | CUSIP: 3137HJAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14335031 | PA      | $14423741.79  | 0.48%             | 2055-02-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5518                                           | FHLMC_5518                         | CUSIP: 3137HK4A9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16280950 | PA      | $16372459.04  | 0.54%             | 2055-03-25      | Variable      | 5.50%                 | 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        |   16027466 | PA      | $16581731.10  | 0.55%             | 2054-06-25      | Variable      | 8.13%                 | 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        |   30999637 | PA      | $32153989.29  | 1.06%             | 2054-11-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC_5542                         | CUSIP: 3137HLAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   10018566 | PA      | $10253945.48  | 0.34%             | 2055-05-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5534                | FHLMC_5534                         | CUSIP: 3137HLEG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18215575 | PA      | $18253993.48  | 0.60%             | 2055-05-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     503000 | PA      | $438200.71    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24905000 | PA      | $22399608.99  | 0.74%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11590000 | PA      | $10567601.38  | 0.35%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                      | BACARDI LTD                        | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1286000 | PA      | $1295516.70   | 0.04%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     519000 | PA      | $530373.92    | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC          | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     201000 | PA      | $210188.74    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC/CDK GLOBAL II   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     149000 | PA      | $125043.52    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     215000 | PA      | $206173.71    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                     | CHARLES RIVER LABORATORIES INTL    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     185000 | PA      | $174469.10    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     340000 | PA      | $354474.54    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP                | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1149000 | PA      | $1105912.50   | 0.04%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                   | RIVERS ENTERPRISE BORROWER LLC     | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $955229.51    | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                   | RIVERS ENTERPRISE BORROWER LLC     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     344000 | PA      | $346658.98    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                                | ROBLOX CORPORATION                 | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     409000 | PA      | $391438.59    | 0.01%             | 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        |     273000 | PA      | $281776.13    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING CO       | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67062.28     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305642.34    | 0.01%             | 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        |     647000 | PA      | $657089.25    | 0.02%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                       | HILTON GRAND VAC BORROWER ESC      | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $159866.97    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     348000 | PA      | $362867.69    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                              | ROCKET SOFTWARE INC TLB 3.75       | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     397864 | PA      | $395982.38    | 0.01%             | 2028-11-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | ROCKET MORTGAGE LLC/ROCKET MORT    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1797831.04   | 0.06%             | 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        |     275000 | PA      | $288104.73    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     267000 | PA      | $266872.92    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILT_16-SFP                                                      | HILT_16-SFP                        | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $137675.45    | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1388000 | PA      | $1429055.75   | 0.05%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1153000 | PA      | $1167995.43   | 0.04%             | 2031-08-06      | Variable      | 4.70%                 | 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        |    1259163 | PA      | $1256339.21   | 0.04%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-AFC2                                        | HOMES_25-AFC2                      | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8004542 | PA      | $8051831.46   | 0.27%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA               | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2433000 | PA      | $2463669.76   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                               | RYAN SPECIALTY LLC                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     391000 | PA      | $397612.07    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     453000 | PA      | $462539.37    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR_19-3                           | SGR_19-3                           | CUSIP: 78432BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3763621 | PA      | $3712953.34   | 0.12%             | 2059-09-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | SFO_21-555                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4965620.50   | 0.16%             | 2038-05-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                        | HOWDEN UK REFINANCE 2 PLC          | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |     233000 | PA      | $240417.23    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD TLB 2.25     | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     402333 | PA      | $403576.14    | 0.01%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LIMITED          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1378722.07   | 0.05%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB INTERNATIONAL LTD              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     975000 | PA      | $1010905.20   | 0.03%             | 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        |     524000 | PA      | $529757.37    | 0.02%             | 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        |     734000 | PA      | $732201.24    | 0.02%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     262000 | PA      | $271646.31    | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO VERWALTUNGS GMBH               | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     592000 | PA      | $617227.80    | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     470000 | PA      | $477024.48    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | ILIAD HOLDING SAS                  | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     473000 | PA      | $508320.72    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                           | PAID_24-7                          | CUSIP: 69545AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4074953 | PA      | $4125149.44   | 0.14%             | 2031-12-15      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-2                         | PAID_21-2                          | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67423 | PA      | $67332.11     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-5                         | PAID_23-5                          | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655528 | PA      | $656953.44    | 0.02%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5269144 | PA      | $5281833.27   | 0.17%             | 2032-03-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CENTRAL PARENT LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     172379 | PA      | $141483.84    | 0.00%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP LLC                                   | BROADSTREET PARTNERS INC TLB 2.75  | CUSIP: 000000000<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     493152 | PA      | $494222.62    | 0.02%             | 2031-06-13      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GULFSIDE SUPPLY INC                                              | GULFSIDE SUPPLY INC TLB 3.0        | CUSIP: 000000000<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     139925 | PA      | $138030.78    | 0.00%             | 2031-06-17      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC TLB 3.75       | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     295490 | PA      | $284840.26    | 0.01%             | 2031-06-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                    | WHITE CAP SUPPLY HOGS LLC TLC 3.25 | CUSIP: 000000000<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     295489 | PA      | $296044.08    | 0.01%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Harbor Freight                                                   | HARBOR FREIGHT TOOLS TLB 2.25      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      58675 | PA      | $57800.54     | 0.00%             | 2031-06-11      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                     | VIRTUSA CORP TLB2 3.25             | CUSIP: 000000000<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |     403901 | PA      | $398044.23    | 0.01%             | 2029-02-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES TLB 3.0           | CUSIP: 000000000<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     296248 | PA      | $292470.95    | 0.01%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| DS ADMIRAL BIDCO LLC                                             | DS ADMIRAL BIDCO LLC TLB 4.25      | CUSIP: 000000000<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |     144505 | PA      | $142879.61    | 0.00%             | 2031-06-26      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY LLC                                        | CARROLL COUNTY ENERGY TLB 3.25     | CUSIP: 000000000<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |     116966 | PA      | $117154.49    | 0.00%             | 2031-06-30      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST SAIF_25-CES1                           | SAIF_25-CES1                       | CUSIP: 78438CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8383179 | PA      | $8378620.35   | 0.28%             | 2065-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | NAVIENT LLC                        | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1052952.51   | 0.03%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER LLC                                                 | OPRY ENTERTAINMENT TLB 3.75        | CUSIP: 000000000<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |      55000 | PA      | $55137.50     | 0.00%             | 2031-06-30      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVI                                 | SEDGWICK CLAIMS MGMT TLB 2.5       | CUSIP: 000000000<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     295509 | PA      | $295379.35    | 0.01%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     418000 | PA      | $417067.83    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | CDS: (CMBX.NA.11.BBB-)             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |    5000000 | OU      | $637791.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DARKTRACE FINCO US LLC                                           | LEIA FINCO US LLC TLB 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     240458 | PA      | $240871.92    | 0.01%             | 2031-10-09      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER LLC                                      | PROJECT BOOST PURCHASER TLB 2.75   | CUSIP: 000000000<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     311240 | PA      | $310381.19    | 0.01%             | 2031-07-16      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                                   | A-AP BUYER INC TLB 2.75            | CUSIP: 000000000<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     142989 | PA      | $142809.78    | 0.00%             | 2031-09-09      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC TLB 3.25        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     115136 | PA      | $115596.25    | 0.00%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                                               | JUNE PURCHASER LLC DD 3.25         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      19286 | PA      | $19362.85     | 0.00%             | 2031-11-28      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BCP VI SUMMIT HOLDINGS LP                                        | BCP VI SUMMIT HOLDINGS LP TLB 3.5  | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |      51434 | PA      | $51578.12     | 0.00%             | 2032-01-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-3                                | FHF_24-3A                          | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8692602 | PA      | $8656050.74   | 0.29%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     336000 | PA      | $351135.84    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     418000 | PA      | $428926.30    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     219000 | PA      | $213341.70    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                  | MORGAN AUTOMOTIVE GROUP            | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     227000 | PA      | $238805.85    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2169000 | PA      | $2261126.98   | 0.07%             | 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        |     415000 | PA      | $407280.81    | 0.01%             | 2029-06-15      | 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        |     181000 | PA      | $189897.90    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM ACQUISITION LLC                | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     522000 | PA      | $546366.79    | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABLE ENERGY LLC                                     | LEEWARD RENEWABLE ENERGY OP LLC    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     307000 | PA      | $292866.72    | 0.01%             | 2029-07-01      | Fixed         | 4.25%                 | 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        |    4397404 | PA      | $4399578.58   | 0.15%             | 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        |    3279703 | PA      | $3278296.06   | 0.11%             | 2061-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST LBZZ_25-2                          | LBZZ_25-2A                         | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14000000 | PA      | $13986887.60  | 0.46%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT & WONDER INTERNATIONAL INC   | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $43598.40     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                               | LIGHT AND WONDER INTERNATIONAL INC | CUSIP: 531968AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     464000 | PA      | $462396.51    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC               | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     192000 | PA      | $211661.97    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING   | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21000 | PA      | $21714.66     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SARL                                        | ION PLATFORM FINANCE SARL 8.75     | CUSIP: 46206AAD4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     939000 | PA      | $953061.63    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION PLATFORM FINANCE US INC / ION  | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $93284.77     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     294000 | PA      | $305030.67    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     646000 | PA      | $672358.41    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAPITAL LLC/CORP    | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     123000 | PA      | $130046.95    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34732.37     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     408000 | PA      | $419902.89    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1640656.39   | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590800 | PA      | $11594348.41  | 0.38%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET_24-NPL6                                                     | PRET_24-NPL6                       | CUSIP: 69381QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7507269.75   | 0.25%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-2                                               | PRPM_25-2                          | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8711782 | PA      | $8725279.76   | 0.29%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-NQM3                                            | PRPM_25-NQM3                       | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9525669 | PA      | $9600162.68   | 0.32%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_24-NPL8                                            | PRET_24-NPL8                       | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6681516 | PA      | $6684179.62   | 0.22%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_25-NQM4                                    | PRPM_25-NQM4                       | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6814108 | PA      | $6803245.83   | 0.23%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                  | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     325000 | PA      | $309885.86    | 0.01%             | 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        |     345000 | PA      | $345004.84    | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3604131.75   | 0.12%             | 2050-07-01      | Fixed         | 4.95%                 | 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        |     970666 | PA      | $979717.70    | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                            | LONG RIDGE ENERGY LLC              | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     608000 | PA      | $628627.62    | 0.02%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ATRIUM CDO CORP ATRM_13A                                         | ATRM_13A                           | CUSIP: 55822RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10157056 | PA      | $10161494.42  | 0.34%             | 2030-11-21      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     521000 | PA      | $520894.63    | 0.02%             | 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        |     410000 | PA      | $410477.76    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     955000 | PA      | $932093.90    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION       | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     304000 | PA      | $304495.88    | 0.01%             | 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        |     463000 | PA      | $480339.73    | 0.02%             | 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        |     709000 | PA      | $706629.32    | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UNITED KINGDOM OF GREAT BRITAIN AN | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    8735000 | PA      | $3043726.37   | 0.10%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                    | TERRAFORM POWER OPERATING LLC      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     780000 | PA      | $748253.41    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_23-1                                  | THRM_23-1A                         | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52221 | PA      | $52257.48     | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                         | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4634359 | PA      | $4665233.47   | 0.15%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                         | PAID_24-5                          | CUSIP: 69544LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600133 | PA      | $4640086.23   | 0.15%             | 2031-10-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     348000 | PA      | $319048.67    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     186000 | PA      | $141824.80    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | PICARD MIDCO INC                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1329113.18   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_25-RRTL1                               | TRK_25-RRTL1                       | CUSIP: 89053JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4800000 | PA      | $4795098.72   | 0.16%             | 2040-02-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)             | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2465000 | PA      | $2554708.27   | 0.08%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KARMAN HOLDINGS INC                                              | KARMAN HOLDINGS INC TLB 3.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      65468 | PA      | $65673.36     | 0.00%             | 2032-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2                               | TRK_24-RRTL2                       | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10200000 | PA      | $10237282.02  | 0.34%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     463000 | PA      | $472782.16    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5324979 | PA      | $5361761.96   | 0.18%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-10                        | PAID_24-10                         | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6232389 | PA      | $6273448.24   | 0.21%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1019046.60   | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_23-2                                  | MFT_23-2A                          | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5214604 | PA      | $5242401.75   | 0.17%             | 2033-06-15      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | IVORY COAST                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2801000 | PA      | $2721974.38   | 0.09%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | XX        |  -20213954 | OU      | $308950.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5303323 | PA      | $5321330.23   | 0.18%             | 2032-01-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-8                           | PAID_24-8                          | CUSIP: 69544QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4218850 | PA      | $4238327.42   | 0.14%             | 2032-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                   | MARRIOTT OWNERSHIP RESORTS INC     | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     963000 | PA      | $948665.85    | 0.03%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    7210000 | PA      | $7294152.63   | 0.24%             | 2028-04-20      | Fixed         | 4.55%                 | 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        |    3624386 | PA      | $3668967.14   | 0.12%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-9                         | PAID_24-9                          | CUSIP: 69546QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4066759 | PA      | $4078149.62   | 0.14%             | 2032-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                         | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | GB        |   -6802265 | OU      | $163649.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | 3MO EURO EURIBOR DEC 25            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |       1517 | NC      | $-112659.96   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2956536.69   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     320000 | PA      | $326110.32    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        -80 | NC      | $-2101.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | LONG GILT DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |        200 | NC      | $174773.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST PAID_25-4                                   | PAID_25-4                          | CUSIP: 69547DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11240000 | PA      | $11365430.53  | 0.38%             | 2033-01-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                       | PAID_21-HG1                        | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136077 | PA      | $135693.05    | 0.00%             | 2029-01-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-6                         | PAID_23-6                          | CUSIP: 69547UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1848671 | PA      | $1851361.46   | 0.06%             | 2031-06-16      | Fixed         | 8.49%                 | 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        |    1828400 | PA      | $1838015.42   | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC                                          | APEX GROUP TREASURY LLC TLB 3.5    | CUSIP: G0472CAK1<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |     266614 | PA      | $248950.83    | 0.01%             | 2032-02-27      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA BRISTOL LLC TLN 2.5   | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      10078 | PA      | $10068.58     | 0.00%             | 2028-01-31      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO               | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     453000 | PA      | $457027.36    | 0.02%             | 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        |     647000 | PA      | $647373.66    | 0.02%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10024978 | PA      | $10140638.24  | 0.34%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                         | PAID_24-3                          | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2726731 | PA      | $2752190.55   | 0.09%             | 2031-10-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | EURO-BUND DEC 25                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | DE        |       -101 | NC      | $-133001.23   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)              | CUSIP: 01F0306B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -28000000 | PA      | $-24806250.00 | -0.82%            | 2053-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP INC                    | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1121753.74   | 0.04%             | 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        |     245000 | PA      | $222109.11    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                         | PAID_24-6                          | CUSIP: 69548KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4671908 | PA      | $4712892.57   | 0.16%             | 2031-11-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-7                         | PAID_23-7                          | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2335992 | PA      | $2347927.06   | 0.08%             | 2031-07-15      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     955000 | PA      | $980654.14    | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1122860.29   | 0.04%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE DEC 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |      -3160 | NC      | $766861.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       4538 | NC      | $2260377.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     493000 | PA      | $497115.42    | 0.02%             | 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        |    1840000 | PA      | $1692817.78   | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_25-6                           | PAID_25-6                          | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8400000 | PA      | $8396246.88   | 0.28%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                        | PSTAT_22-3A                        | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9900000 | PA      | $9919701.00   | 0.33%             | 2031-04-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        300 | NC      | $-192682.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND DEC 25                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1174 | NC      | $540012.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     399000 | PA      | $405558.75    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $1104362.18   | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $723460.79    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS/PK DOM  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     401000 | PA      | $400432.90    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE DEC 25          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       -871 | NC      | $-1181239.76  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        239 | NC      | $1146240.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0               | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     296252 | PA      | $280203.83    | 0.01%             | 2029-03-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_24-NPL1                                          | MFRA_24-NPL1                       | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12858693 | PA      | $12932371.07  | 0.43%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HOLDINGS LLC     | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     233000 | PA      | $226389.97    | 0.01%             | 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        |     178000 | PA      | $182401.41    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP                                     | PATTERN ENERGY OPS LP/ENERGY OPS   | CUSIP: 70339PAA7<br>LEI: 254900P898KPCM50SP51 | Long             | DBT              | CORP              | US        |     295000 | PA      | $287298.14    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    1375000 | PA      | $1315828.14   | 0.04%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118849.17    | 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        |     568000 | PA      | $588801.99    | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                           | PENN NATIONAL GAMING INC           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     572000 | PA      | $532884.69    | 0.02%             | 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        |    3167000 | PA      | $3196946.89   | 0.11%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     144000 | PA      | $147874.61    | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     759000 | PA      | $787535.06    | 0.03%             | 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        |     414000 | PA      | $421559.45    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    6712000 | PA      | $6084268.12   | 0.20%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5              | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     296250 | PA      | $296575.88    | 0.01%             | 2031-02-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                      | TRANSMONTAIGNE PARTNERS LLC        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1110026.38   | 0.04%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM HOLDINGS LLC                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $667826.74    | 0.02%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM HOLDINGS LLC                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     684000 | PA      | $683071.09    | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | TRANSOCEAN AQUILA LTD              | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     584246 | PA      | $600724.45    | 0.02%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                     | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     520000 | PA      | $515639.82    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HLD                                                  | ULTRA CLEAN HOLDINGS INC TLB 2.75  | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |     118125 | PA      | $118642.86    | 0.00%             | 2028-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                     | United Airlines Holdings Inc       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       1493 | NS      | $140401.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                   | TRANSOCEAN TITAN FIN LTD           | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1244238 | PA      | $1279837.37   | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                          | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2782271 | PA      | $2786812.18   | 0.09%             | 2034-02-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3085000 | PA      | $3092095.82   | 0.10%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3264296.88   | 0.11%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                    | UNITED WHOLESALE MORTGAGE LLC      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     413000 | PA      | $406645.38    | 0.01%             | 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        |     271000 | PA      | $271357.47    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                        | MCGRAW-HILL EDUCATION INC          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     415000 | PA      | $425819.51    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | 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        |    3387779 | PA      | $3409306.07   | 0.11%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5811000 | PA      | $5958068.48   | 0.20%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $10857832.47  | 0.36%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                     | XPLOR T1 LLC TLB 3.5               | CUSIP: 000000000<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     252701 | PA      | $252384.90    | 0.01%             | 2032-06-24      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                   | UK CONV GILT                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9580000 | PA      | $5943131.14   | 0.20%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC             | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2308736.66   | 0.08%             | 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        |    2295000 | PA      | $2329615.29   | 0.08%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD (UAE)                                               | DP WORLD LTD                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    3620000 | PA      | $3611117.22   | 0.12%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                             | FRANCE (REPUBLIC OF)               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   11611000 | PA      | $6088077.56   | 0.20%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     445000 | PA      | $458350.47    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST UNLOK_23-1                                      | UNLOK_23-1                         | CUSIP: 91528JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6686857 | PA      | $6690829.23   | 0.22%             | 2038-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UPLAND CLO LTD UPLND_16-1A                                       | UPLND_16-1A                        | CUSIP: 915328AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     155172 | PA      | $155429.83    | 0.01%             | 2031-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                       | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29463 | PA      | $29411.52     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        397 | NC      | $-278015.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.45.V1)             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   55000000 | OU      | $-3995154.35  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST5                       | UMPT_25-ST5                        | CUSIP: 91535BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4050000 | PA      | $3480126.03   | 0.12%             | 2032-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                                               | UPSTREAM NEWCO INC TLB 4.25        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     294615 | PA      | $254547.70    | 0.01%             | 2026-11-20      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_25-2                           | UPST_25-2                          | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7555000 | PA      | $7574830.36   | 0.25%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_21-ST5                         | UPST_21-ST5                        | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38383 | PA      | $38316.24     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_25-3                           | UPST_25-3                          | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6380000 | PA      | $6373323.33   | 0.21%             | 2035-09-20      | Fixed         | 4.60%                 | 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        |    2919568 | PA      | $2926051.70   | 0.10%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC TLB 3.5                 | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     236707 | PA      | $236634.02    | 0.01%             | 2031-09-30      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     286000 | PA      | $259726.97    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                        | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     604678 | PA      | $587341.30    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                         | CUSIP: 92538GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12412000 | PA      | $10785484.35  | 0.36%             | 2066-11-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1474951 | PA      | $1288010.64   | 0.04%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0            | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     295500 | PA      | $295895.97    | 0.01%             | 2030-09-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                           | INEOS US PETROCHEM LLC TLB 4.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3264500 | PA      | $2712244.54   | 0.09%             | 2029-04-02      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| IDEMIA AMERICA CORP                                              | IDEMIA GROUP SAS TLB 4.25          | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |     395247 | PA      | $395740.89    | 0.01%             | 2028-09-30      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER RECREATIONAL PRODUCTS                                 | BOMBARDIER RECREATIONAL TLB4 2.75  | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |     294013 | PA      | $293572.10    | 0.01%             | 2031-01-22      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| A-AG US GSI BIDCO INC                                            | A-AG US GSI BIDCO TLB 5.0          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     107792 | PA      | $107185.88    | 0.00%             | 2031-10-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                            | JEFFERIES FINANCE LLC TLB 2.75     | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |     168763 | PA      | $165387.89    | 0.01%             | 2031-10-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                         | SPECIALTY BUILDING PROD TLB 3.75   | CUSIP: 000000000<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     117532 | PA      | $112464.09    | 0.00%             | 2028-10-15      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS DDTL 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21673 | PA      | $21671.17     | 0.00%             | 2031-11-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MRC GLOBAL (US) INC                                              | MRC GLOBAL INC TLB 3.5             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     180091 | PA      | $180090.55    | 0.01%             | 2031-10-29      | Variable      | 7.20%                 | No            |                  3 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HLDS TLB 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     301906 | PA      | $301879.32    | 0.01%             | 2031-11-19      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.25    | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     150000 | PA      | $151312.50    | 0.01%             | 2032-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                                 | PEX HOLDINGS LLC TLB 2.75          | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |     200333 | PA      | $200166.90    | 0.01%             | 2031-11-26      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                       | SOPHOS INTERMEDIATE II LTD TLB 3.5 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     504625 | PA      | $504837.01    | 0.02%             | 2027-03-05      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                            | ELLUCIAN HOLDINGS INC TLB 3.0      | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     240324 | PA      | $240550.25    | 0.01%             | 2029-10-09      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                                                    | KODIAK BP LLC TLB 3.75             | CUSIP: 000000000<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |      23446 | PA      | $23270.31     | 0.00%             | 2031-12-04      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US LLC                                            | DECHRA FINANCE US LLC TLB1 3.25    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     395891 | PA      | $396635.60    | 0.01%             | 2032-01-27      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                             | INEOS US FINANCE LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     296258 | PA      | $250633.85    | 0.01%             | 2031-02-07      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC TLB 2.75           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      55523 | PA      | $55453.17     | 0.00%             | 2032-01-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER ENTERTAINMENT PLC TLB 1.75 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     294750 | PA      | $293128.88    | 0.01%             | 2030-11-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                                      | GRANT THORNTON ADV LLC TLB 2.50    | CUSIP: 000000000<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     184271 | PA      | $183581.60    | 0.01%             | 2031-06-02      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AUTHORITY                                  | CATAWBA NATION GMG AUT TLB 4.75    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     145464 | PA      | $148464.48    | 0.00%             | 2032-03-29      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP TLB 2.75         | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     314873 | PA      | $315562.69    | 0.01%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS HOLDING BV                                        | HUNTER DOUGLAS HOL B.V. TLB1 3.25  | CUSIP: 000000000<br>LEI: 549300XOR2688C8LK689 | Long             | LON              | CORP              | NL        |     268601 | PA      | $268888.55    | 0.01%             | 2032-01-17      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                        | ORYX MID SER PRMIN BA LLC TLB 2.25 | CUSIP: 000000000<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     294773 | PA      | $295326.83    | 0.01%             | 2028-10-05      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CNCRT LLC TLB 3.0 | CUSIP: 000000000<br>LEI: 549300S7RFWHQFOIOY93 | Long             | LON              | CORP              | US        |      21912 | PA      | $21912.39     | 0.00%             | 2029-04-02      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PARTNERS LP                                | GIP PILOT ACQUISITION PTRN TLB 2.0 | CUSIP: 000000000<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     292247 | PA      | $291971.88    | 0.01%             | 2030-10-04      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD I TLB 2.50  | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     386363 | PA      | $381533.26    | 0.01%             | 2032-01-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                          | PARK RIVER HOLDINGS INC TL 4.5     | CUSIP: 000000000<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      92952 | PA      | $93196.90     | 0.00%             | 2031-03-15      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  119714000 | OU      | $589519.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        | -119714000 | OU      | $-144063.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                      | ION PLATFORM FIN US INC TLB 3.75   | CUSIP: 000000000<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     369871 | PA      | $361877.87    | 0.01%             | 2032-10-07      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                     | DAYFORCE INC TLB 3.5               | CUSIP: 000000000<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     809918 | PA      | $806881.15    | 0.03%             | 2032-10-07      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXCO 3                                                   | ALTICE LUXCO 3                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      11045 | NS      | $184599.78    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DYNAMO MIDCO BV                                                  | DYNAMO MIDCO BV TLB 3.25           | CUSIP: 000000000<br>LEI: 2549006JTJC82EG25219 | Long             | LON              | CORP              | NL        |      59400 | PA      | $59622.75     | 0.00%             | 2031-09-30      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY TLB3 3.5          | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     319892 | PA      | $314214.37    | 0.01%             | 2032-10-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS INC                                        | PRIMO BRAND CORP (TRITON) TLB 2.25 | CUSIP: 89678QAD8<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |     494194 | PA      | $495404.75    | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     473000 | PA      | $290961.91    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                          | CHICAGO US MIDCO III LP TLDD 3.0   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      23229 | PA      | $23200.32     | 0.00%             | 2032-10-30      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CPV FAIRVIEW LLC                                                 | CPV FAIRVIEW LLC TLB 2.5           | CUSIP: 000000000<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      55365 | PA      | $55434.30     | 0.00%             | 2031-08-14      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | TRONOX INC                         | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1525975.51   | 0.05%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                    | TRUIST INSURANCE HOLDINGS TLB 2.75 | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     243212 | PA      | $242777.02    | 0.01%             | 2031-05-06      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT LINKED NOTES TACLN_25-1                  | TACLN_25-1                         | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5661357 | PA      | $5662542.07   | 0.19%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | ULTIMATE SOFTWARE UKG TLB 3.00     | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311885 | PA      | $311666.82    | 0.01%             | 2031-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS LLC                                       | TKO WORLDWIDE HOLDIGS LLC TLB4 2.0 | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     261700 | PA      | $262228.62    | 0.01%             | 2031-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     858000 | PA      | $883034.91    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                       | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $414590.37    | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| USI INC                                                          | USI INC TLB 2.25                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     398992 | PA      | $399391.43    | 0.01%             | 2029-11-21      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                       | USALCO LLC DDTL 3.5                | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      24572 | PA      | $24564.40     | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | 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        |     904000 | PA      | $933694.62    | 0.03%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UTZ QUALITY FOODS LLC                                            | UTZ QUALITY FOODS LLC TLB 2.5      | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |     300000 | PA      | $299589.00    | 0.01%             | 2032-01-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC TLB2 2.5            | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |     201538 | PA      | $201600.95    | 0.01%             | 2031-06-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                                     | VS BUYER LLC TLB 2.25              | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     350000 | PA      | $346500.00    | 0.01%             | 2031-04-12      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ SECURED FINANCING BV            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    1410000 | PA      | $1282201.12   | 0.04%             | 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        |     297000 | PA      | $308199.48    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     348000 | PA      | $383195.83    | 0.01%             | 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        |     348000 | PA      | $392678.79    | 0.01%             | 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        |     769000 | PA      | $805530.40    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG SA                                             | ALTICE LUXEMBOURG FR SA CVR        | CUSIP: 000000000<br>LEI: 2221006ZDZREFLFIFQ42 | Long             | EC               | CORP              | LU        |        467 | NS      | $6735.51      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                              | CHRYSAOR BIDCO SARL TLB 3.25       | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      79901 | PA      | $80021.13     | 0.00%             | 2031-10-30      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                          | CHICAGO US MIDCO III LP TL 3.0     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     156411 | PA      | $156215.48    | 0.01%             | 2032-10-30      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     162689 | PA      | $163324.95    | 0.01%             | 2032-04-28      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS BIDCO PTY LTD                               | SNACKING INV BIDCO PTY LTD TLB 3.0 | CUSIP: 000000000<br>LEI: 254900AD4L6DCZFKHI06 | Long             | LON              | CORP              | AU        |      89236 | PA      | $89533.30     | 0.00%             | 2032-10-08      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        | -240000000 | OU      | $-37176.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1864689.14   | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     655000 | PA      | $605822.95    | 0.02%             | 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        |     953000 | PA      | $842487.00    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     465000 | PA      | $477361.63    | 0.02%             | 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        |     507000 | PA      | $545882.62    | 0.02%             | 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        |     292000 | PA      | $311800.03    | 0.01%             | 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        |     415000 | PA      | $419859.44    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1132795.60   | 0.04%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                              | VERITIV CORP TLB 4.0               | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     205948 | PA      | $197516.75    | 0.01%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2792684 | PA      | $2441552.08   | 0.08%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-5                            | VERUS_21-5                         | CUSIP: 92538KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $1905005.70   | 0.06%             | 2066-09-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-7                            | VERUS_21-7                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5129097 | PA      | $4548803.08   | 0.15%             | 2066-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_25-6                            | VERUS_25-6                         | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11566739 | PA      | $11645360.19  | 0.39%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     547000 | PA      | $550374.36    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     277000 | PA      | $296780.73    | 0.01%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                 | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     808000 | PA      | $820385.82    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                         | VIRGIN MEDIA FINANCE PLC           | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     542000 | PA      | $483605.41    | 0.02%             | 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        |     316000 | PA      | $310043.40    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     734000 | PA      | $740203.99    | 0.02%             | 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        |     735000 | PA      | $701226.01    | 0.02%             | 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        |     553000 | PA      | $558697.44    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75            | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     298500 | PA      | $298219.41    | 0.01%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                     | CAMPBELL SOUP COMPANY              | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9405195.05   | 0.31%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY LTD       | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6461000 | PA      | $5758209.21   | 0.19%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     313000 | PA      | $322768.70    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     880000 | PA      | $904107.14    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    8257000 | PA      | $7746975.62   | 0.26%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                                      | TELESAT LLC TLB5 2.75              | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     200000 | PA      | $156166.00    | 0.01%             | 2026-12-07      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| VISIO_19-2                                                       | VISIO_19-2                         | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     107097 | PA      | $106172.53    | 0.00%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3703752 | PA      | $3451424.22   | 0.11%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES     | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2740728.34   | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AB2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     440000 | PA      | $438191.36    | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALABRIO INC                                                     | CALABRIO INC TL 4.0                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     167071 | PA      | $158717.14    | 0.01%             | 2032-10-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   30000000 | OU      | $629667.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP       | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     204000 | PA      | $204510.46    | 0.01%             | 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        |     108000 | PA      | $108492.60    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST VISIO_21-1R                                          | VISIO_21-1R                        | CUSIP: 92837UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1178290 | PA      | $1101266.85   | 0.04%             | 2056-05-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     712000 | PA      | $712274.97    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     718000 | PA      | $705233.74    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     490000 | PA      | $520082.81    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     513000 | PA      | $525525.68    | 0.02%             | 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        |      85000 | PA      | $84278.60     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                | ROCKPOINT GAS STORAGE PARTNERS TLB | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |     148875 | PA      | $149107.25    | 0.00%             | 2031-09-18      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | CELANESE US HOLDINGS LLC           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     537000 | PA      | $529168.94    | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                             | CENGAGE LEARNING INC TLB 3.5       | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     197508 | PA      | $194495.51    | 0.01%             | 2031-03-24      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13166000 | PA      | $11774863.67  | 0.39%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                               | CDK GLOBAL INC                     | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     308000 | PA      | $254928.55    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP           | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3576000 | PA      | $2421809.27   | 0.08%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION INC                                      | CHARTER NEXT GEN INC TLB 2.75      | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     343686 | PA      | $344847.24    | 0.01%             | 2030-11-29      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC      | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     271000 | PA      | $284705.30    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1036000 | PA      | $946118.26    | 0.03%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                            | CHOBANI HOLDCO II LLC              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     789968 | PA      | $836860.79    | 0.03%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_23-3                                  | CHNGE_23-3                         | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5814299 | PA      | $5855736.56   | 0.19%             | 2058-07-25      | Variable      | 7.10%                 | 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        |      57000 | PA      | $52786.49     | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC         | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     610000 | PA      | $632553.44    | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NP12               | VOLT_21-NP12                       | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10179337 | PA      | $10185339.22  | 0.34%             | 2051-12-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VOLTAGRID LLC                      | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     418000 | PA      | $425085.28    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     524000 | PA      | $549721.72    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                                             | WW INTERNATIONAL INC TL 6.80       | CUSIP: 92941PAE3<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | LON              | CORP              | US        |     250000 | PA      | $221042.50    | 0.01%             | 2030-06-24      | Variable      | 10.80%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     297754 | PA      | $298405.82    | 0.01%             | 2031-01-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1603209.71   | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                       | CHNGE_22-1                         | CUSIP: 17030JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $3467912.80   | 0.11%             | 2067-01-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | CHURCHILL DOWNS INCORPORATED       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     318000 | PA      | $315197.45    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | WR GRACE HOLDINGS LLC              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     465000 | PA      | $461345.26    | 0.02%             | 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        |     341000 | PA      | $341742.84    | 0.01%             | 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        |    1117000 | PA      | $1079591.13   | 0.04%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | WASHINGTON MUTUAL BK NV            | CUSIP: 93933WAC0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27379000 | PA      | $41068.50     | 0.00%             | 2015-01-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                  | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     680000 | PA      | $708142.29    | 0.02%             | 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        |    1239000 | PA      | $1283432.58   | 0.04%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY              | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     430000 | PA      | $443490.94    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | WFCM_17-SMP                        | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4555000 | PA      | $4255655.42   | 0.14%             | 2034-12-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     265000 | PA      | $268641.78    | 0.01%             | 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        |     407000 | PA      | $419884.36    | 0.01%             | 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        |     523000 | PA      | $546586.28    | 0.02%             | 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        |     146000 | PA      | $152524.18    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                 | WLAKE_23-3A                        | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     782060 | PA      | $782685.55    | 0.03%             | 2027-05-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-3                 | WLAKE_24-3A                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2805586 | PA      | $2810253.00   | 0.09%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     597000 | PA      | $610826.81    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                                  | WHATABRANDS LLC TLB 2.5            | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     394007 | PA      | $394716.47    | 0.01%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION              | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     108000 | PA      | $107026.96    | 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        |     113000 | PA      | $110273.37    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-NR1                                             | CIM_25-NR1                         | CUSIP: 17181YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5436483 | PA      | $5325684.90   | 0.18%             | 2064-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-IV LTD CIFC_19-4AR2                            | CIFC_19-4A                         | CUSIP: 17182XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12510000 | PA      | $12565481.85  | 0.42%             | 2038-07-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | WHITE CAP BUYER LLC                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1329000 | PA      | $1329000.00   | 0.04%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                    | WHITE CAP SUPPLY HOLDINGS LLC      | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     659000 | PA      | $666274.83    | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LLC                                        | WHITEWATER DBR HLDC0 LLC TLB1 2.25 | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |     242393 | PA      | $242140.42    | 0.01%             | 2031-03-03      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     173000 | PA      | $178045.64    | 0.01%             | 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        |     277000 | PA      | $286570.30    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC              | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     215000 | PA      | $212176.46    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM ESCROW LLC              | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     733000 | PA      | $748717.91    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | WINDSTREAM SERVICES LLC            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     295000 | PA      | $294380.93    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WIRECO WORLDGROUP INC                                            | WIRECO WORLDGROUP INC TLB 3.75     | CUSIP: 97654QAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249365 | PA      | $245729.73    | 0.01%             | 2028-11-13      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                         | WOLVERINE WORLD WIDE INC           | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     596000 | PA      | $545524.81    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     262000 | PA      | $260838.86    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      98000 | PA      | $101712.53    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WORLD WIDE TECHNOLOGY HOLDING CO LLC                             | WORLD WIDE TECH HOLDG CO TLB 2.0   | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |     249375 | PA      | $249686.72    | 0.01%             | 2030-03-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     278000 | PA      | $288459.46    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC TLB 2.25          | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     394527 | PA      | $394247.33    | 0.01%             | 2030-05-24      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16927000 | PA      | $16948385.85  | 0.56%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3044000 | PA      | $3082818.20   | 0.10%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI_14-C                                                       | CMLTI_14-C                         | CUSIP: 17323GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     380224 | PA      | $378673.77    | 0.01%             | 2054-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     347000 | PA      | $358372.48    | 0.01%             | 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        |     941000 | PA      | $966877.50    | 0.03%             | 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        |     109000 | PA      | $112673.48    | 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        |    1023000 | PA      | $1096492.44   | 0.04%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | XPLR INFRASTRUCTURE OPERATING PART | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     445000 | PA      | $465735.22    | 0.02%             | 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        |     868000 | PA      | $910212.20    | 0.03%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                   | CLARIOS GLOBAL LP                  | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     482000 | PA      | $500318.72    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                | CLARIOS GLOBAL LP / CLARIOS US FIN | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     459000 | PA      | $471620.55    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADEIA INC                                                        | ADEIA INC TLB 2.5                  | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     223443 | PA      | $224281.02    | 0.01%             | 2028-06-08      | Variable      | 6.46%                 | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     223000 | PA      | $209340.48    | 0.01%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP    | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1111837.44   | 0.04%             | 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        |     669000 | PA      | $664843.97    | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                 | YUM! BRANDS INC                    | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     460000 | PA      | $464413.33    | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     173000 | PA      | $168705.84    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1328000 | PA      | $1210553.12   | 0.04%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC       | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3352348.64   | 0.11%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND COMPANY BV                                            | ZIGGO BOND CO BV                   | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     474000 | PA      | $418497.86    | 0.01%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                        | ZI TECH LLC/ZI FIN CORP            | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     951000 | PA      | $896836.16    | 0.03%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                    | BRAND ENERGY & INFRAS TLB 4.5      | CUSIP: 000000000<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |      16417 | PA      | $14474.07     | 0.00%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                             | LC AHAB US BIDCO LLC TLB 3.0       | CUSIP: 000000000<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     155839 | PA      | $156034.28    | 0.01%             | 2031-05-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | CORNERSTONE BUILDG BD INC TLB 4.5  | CUSIP: 000000000<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      44379 | PA      | $38748.91     | 0.00%             | 2031-05-15      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| LVI SERVICES INC                                                 | NORTHSTAR GROUP SERVICES TLB 4.75  | CUSIP: 000000000<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |     102246 | PA      | $103012.41    | 0.00%             | 2030-05-31      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC                                            | BCPE PEQUOD BUYER INC  TLB 3.0     | CUSIP: 000000000<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     109118 | PA      | $109390.37    | 0.00%             | 2031-11-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25        | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     184969 | PA      | $164688.61    | 0.01%             | 2031-11-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TIDAL WASTE & RECYCLING HOLDINGS LLC                             | TIDAL WASTE & RECYCLING TLB 3.5    | CUSIP: 000000000<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |      59700 | PA      | $59908.95     | 0.00%             | 2031-10-24      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                           | GOLDEN STATE FOODS LLC TLB 4.0     | CUSIP: 000000000<br>LEI: 549300I0OMJY4LPAHC68 | Long             | LON              | CORP              | US        |     338060 | PA      | $338881.86    | 0.01%             | 2031-12-04      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     754000 | PA      | $739862.50    | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     576000 | PA      | $607769.96    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25 | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     343821 | PA      | $343463.72    | 0.01%             | 2032-01-23      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND VIII HOLDINGS LLC                                    | AL GCX FUND VIII HOLD LLC TLB 2.00 | CUSIP: 000000000<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |      24587 | PA      | $24502.45     | 0.00%             | 2032-01-30      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4100000 | PA      | $3445581.37   | 0.11%             | 2066-08-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                          | GCAT_21-NQM6                       | CUSIP: 36167KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $5993722.50   | 0.20%             | 2066-08-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                              | ASCEND LEARNING LLC TLB 3.0        | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     733905 | PA      | $733141.67    | 0.02%             | 2028-12-11      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR GROUP HOLDINGS INC                                      | ENDEAVOR GRP HLDNGS INC TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44888 | PA      | $45055.83     | 0.00%             | 2032-03-24      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSHIP                                    | SUNRISE FIN PARTNERSHIP TL 2.5     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     152000 | PA      | $151476.65    | 0.01%             | 2032-02-15      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                            | JACK OHIO FINANCE LLC TLB 4.0      | CUSIP: 000000000<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      59700 | PA      | $59401.50     | 0.00%             | 2032-02-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| GCAT GCAT_21-NQM7                                                | GCAT_21-NQM7                       | CUSIP: 36167YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $8173984.00   | 0.27%             | 2066-08-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM1                                             | GCAT_21-CM1                        | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3961971 | PA      | $3793368.63   | 0.13%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FIN PARTNERS LLC TLB8 2.75   | CUSIP: 000000000<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     289475 | PA      | $290109.34    | 0.01%             | 2031-09-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC TLB 2.25     | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |        476 | PA      | $476.83       | 0.00%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC              | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $391801.61    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                             | GGAM FINANCE LTD                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     348000 | PA      | $361050.62    | 0.01%             | 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        |     377000 | PA      | $382984.43    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_25-NQM3                                          | GCAT_25-NQM3                       | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6450153 | PA      | $6509198.18   | 0.22%             | 2070-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                         | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2730327 | PA      | $2716165.68   | 0.09%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                   | GE HEALTHCARE TECHNOLOGIES INC     | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9570000 | PA      | $9849221.65   | 0.33%             | 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        |     861000 | PA      | $912694.53    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                         | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6948734 | PA      | $6962700.60   | 0.23%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM4                | GSMBS_25-NQM4                      | CUSIP: 36272UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10415001 | PA      | $10390189.58  | 0.34%             | 2065-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD   | CUSIP: 36321PAC4<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    3995000 | PA      | $3281693.39   | 0.11%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                       | GATES CORPORATION                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     401000 | PA      | $416163.54    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL SERVICES INC                                   | GFL ENVNT SERVICES INC TL 2.50     | CUSIP: 000000000<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |     150000 | PA      | $149850.00    | 0.00%             | 2032-03-03      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP TLB 2.00       | CUSIP: 000000000<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      59700 | PA      | $59737.61     | 0.00%             | 2030-02-11      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES TOPCO CORP                           | MAVIS TIRE EXPRESS SERVICE TLB 3.0 | CUSIP: 000000000<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     394335 | PA      | $394942.72    | 0.01%             | 2028-05-04      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                               | TECTA AMERICA CORP TLB 3.0         | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      47592 | PA      | $47710.81     | 0.00%             | 2032-02-18      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                         | WINDSOR HOLDINGS III LLC TLB 2.75  | CUSIP: 000000000<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     294780 | PA      | $294042.93    | 0.01%             | 2030-08-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                         | SRAM LLC TLB 2.25                  | CUSIP: 000000000<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      52919 | PA      | $52676.41     | 0.00%             | 2032-02-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XGP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33610223 | PA      | $32055863.48  | 1.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24040208 | PA      | $22519830.94  | 0.75%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16025223 | PA      | $15545913.76  | 0.51%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XMUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18445036 | PA      | $18906345.84  | 0.63%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER               | CUSIP: 3140XQTT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23316059 | PA      | $23885672.48  | 0.79%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/1 HYBRID ARM               | CUSIP: 31412A2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42031 | PA      | $43199.14     | 0.00%             | 2037-07-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                           | TK ELEVATOR MIDCO GMBH TLB 3.0     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |     294789 | PA      | $296448.86    | 0.01%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| STORABLE INC                                                     | STORABLE INC TLB 3.25              | CUSIP: 000000000<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |     256489 | PA      | $257558.52    | 0.01%             | 2031-04-16      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                          | CUSIP: 31418DBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2811773 | PA      | $2531167.06   | 0.08%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                     | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3599977 | PA      | $3237366.67   | 0.11%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                       | FERTITTA ENTERTAINMENT LL TLB 3.25 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     294656 | PA      | $294299.95    | 0.01%             | 2029-01-27      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC         | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |    1007000 | PA      | $933489.52    | 0.03%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                                      | RED SPV LLC TLB 2.25               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      52369 | PA      | $52172.37     | 0.00%             | 2032-03-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQ HOLD INC DDTL 3.25  | CUSIP: 000000000<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |       1718 | PA      | $1713.46      | 0.00%             | 2032-04-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                     | EFMT_19-2                          | CUSIP: 31573TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2329771.50   | 0.08%             | 2059-11-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FIGURE LENDING FIGRE_23-HE3                                      | FIGRE_23-HE3                       | CUSIP: 31684CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2854538 | PA      | $2950158.39   | 0.10%             | 2042-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                           | FIRST BRANDS GROUP LLC TLA 1.55    | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      25700 | PA      | $27212.31     | 0.00%             | 2026-06-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLB 2.5    | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     134163 | PA      | $134263.24    | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                          | FIRST STUDENT BIDCO INC TLC 2.5    | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      24548 | PA      | $24560.69     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FLEET US BIDCO INC                                               | FLEET MIDCO I LTD TLB 2.75         | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     101657 | PA      | $101784.21    | 0.00%             | 2031-02-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                                        | FLYNN RESTAURANT GROUP LP TLB 3.75 | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     402437 | PA      | $403757.12    | 0.01%             | 2032-01-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     388000 | PA      | $400245.48    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | 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        |    1221489 | PA      | $1224568.16   | 0.04%             | 2034-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                  | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     151000 | PA      | $154660.01    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                    | JH NORTH AMERICA HOLDINGS INC      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     133000 | PA      | $135470.69    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19075000 | PA      | $17167532.11  | 0.57%             | 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        |    2869000 | PA      | $2942224.44   | 0.10%             | 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        |     448000 | PA      | $453877.58    | 0.02%             | 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        |    1439000 | PA      | $1487071.06   | 0.05%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1042425.39   | 0.03%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3303000 | PA      | $3291969.00   | 0.11%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                             | JOHNSTONE SUPPLY LLC TLB 2.5       | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     422930 | PA      | $423390.49    | 0.01%             | 2031-06-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                              | APPLE BIDCO LLC TLB 2.5            | CUSIP: 48254EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     397772 | PA      | $398695.29    | 0.01%             | 2031-09-23      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1019434.92   | 0.03%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                      | KAISER ALUMINUM CORPORATION        | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $403502.35    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | KODIAK GAS SERVICES LLC            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     341000 | PA      | $349428.20    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | KODIAK GAS SERVICES LLC            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     194000 | PA      | $199794.03    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                             | KRAFT HEINZ FOODS CO               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $7526243.27   | 0.25%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -14000000 | OU      | $-1958702.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | CDS: (CMBX.NA.17.BBB-)             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   -5000000 | OU      | $-699536.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OP I TLB 3.5     | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      51095 | PA      | $51318.67     | 0.00%             | 2032-05-17      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING I LLC                                | INVENERGY THERMAL OPE I TLC 3.5    | CUSIP: 000000000<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |       3653 | PA      | $3668.85      | 0.00%             | 2032-05-17      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.75        | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     163861 | PA      | $163677.27    | 0.01%             | 2032-07-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |   90000000 | OU      | $1860696.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION US FINCO INC                                               | ORION US FINCO TLB 3.50            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     444966 | PA      | $446914.99    | 0.01%             | 2032-10-08      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER FINANCING BV TLB 2.0       | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     158793 | PA      | $157801.00    | 0.01%             | 2032-06-04      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |  100000000 | OU      | $600.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                  | ALERA GROUP INC TLB 3.25           | CUSIP: 000000000<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      49479 | PA      | $49715.04     | 0.00%             | 2032-05-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC TLB 3.25             | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     230443 | PA      | $226313.00    | 0.01%             | 2032-06-04      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                                    | MRP BUYER LLC DDTL 3.25            | CUSIP: 000000000<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |      29329 | PA      | $28803.46     | 0.00%             | 2032-06-04      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  150000000 | OU      | $1877445.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | ASURION LLC TLB13 4.25             | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      99398 | PA      | $98942.57     | 0.00%             | 2030-09-19      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| STUDENT TRANSPORTATION INC                                       | STUDENT TRANSPORTATION TLB 3.25    | CUSIP: 000000000<br>LEI: 5493003YVQPIJS9TV046 | Long             | LON              | CORP              | CA        |     248229 | PA      | $250013.65    | 0.01%             | 2032-06-24      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  107584000 | OU      | $1370867.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIROR LLC                                   | HAMILTON PROJECTS ACQUIROR LLC     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     117132 | PA      | $117490.38    | 0.00%             | 2031-05-30      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                                               | ASTORIA PROJECT PARTNERS TLB 2.75  | CUSIP: 000000000<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |     287469 | PA      | $288188.05    | 0.01%             | 2032-06-23      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                      | BEACH ACQUISITION BID LLC TLB 3.25 | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     300000 | PA      | $301374.00    | 0.01%             | 2032-09-12      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP DDTL 3.25     | CUSIP: 000000000<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |      34064 | PA      | $34255.48     | 0.00%             | 2030-08-06      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | BEACON MOBILITY CORP TLB 3.25      | CUSIP: 000000000<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     248665 | PA      | $250064.95    | 0.01%             | 2030-08-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| SAZERAC CO INC                                                   | SAZERAC CO INC TLB 2.5             | CUSIP: 000000000<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     400080 | PA      | $401892.41    | 0.01%             | 2032-07-09      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  100000000 | OU      | $249050.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WSA A/S                                                          | WS AUDIOLOGY A/S TLB 3.5           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |     221556 | PA      | $222164.84    | 0.01%             | 2029-02-28      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | FORTRESS INTERMEDIAT 3 INC TLB 3.0 | CUSIP: 000000000<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     398875 | PA      | $399373.59    | 0.01%             | 2031-06-27      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                        | DG INVESTMENT INT HLD 2 TLB 3.75   | CUSIP: 000000000<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |      39655 | PA      | $39680.15     | 0.00%             | 2032-07-09      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  115729831 | OU      | $766004.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                         | SGH2 LLC TLB 4.50                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      81034 | PA      | $80985.86     | 0.00%             | 2032-08-18      | Variable      | 8.51%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                                      | KNOWBE4 INC TLB 3.75               | CUSIP: 000000000<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |     143137 | PA      | $142779.45    | 0.00%             | 2032-07-23      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| POINTCLICKCARE TECHNOLOGIES INC                                  | POINTCLICKCARE TECHNOLOGIES INC    | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     199499 | PA      | $199748.12    | 0.01%             | 2031-11-03      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONERI INTERNATIONAL LTD                                        | FRONERI INTERNATIONAL LTD TLB6 2.5 | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | GB        |     304763 | PA      | $304537.08    | 0.01%             | 2032-08-02      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                               | OSAIC HOLDINGS INC TLB 3.0         | CUSIP: 000000000<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     218578 | PA      | $218850.74    | 0.01%             | 2032-07-30      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN CO                                              | ALTERRA MOUNTAIN CO TLB8 2.5       | CUSIP: 000000000<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      67630 | PA      | $67757.63     | 0.00%             | 2030-05-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| WEST DEPTFORD ENERGY HOLDINGS LLC                                | WEST DEPTFORD ENERGY TLB 4.0       | CUSIP: 000000000<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      80832 | PA      | $80023.57     | 0.00%             | 2032-07-24      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                          | BELRON FINANCE 2019 LLC TLB 2.5    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     119247 | PA      | $119743.86    | 0.00%             | 2031-10-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                | CHARIOT BUYER LLC TLB 3.0          | CUSIP: 000000000<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     370730 | PA      | $371657.16    | 0.01%             | 2032-09-08      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER LLC                                     | LACKAWANNA ENERGY CETR LLC TLB 3.0 | CUSIP: 000000000<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |     146205 | PA      | $146388.05    | 0.00%             | 2032-08-05      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                       | AMNEAL PHARMACEUTICALS LLC TLB 3.5 | CUSIP: 000000000<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     137118 | PA      | $138088.39    | 0.00%             | 2032-08-01      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                        | GTCR EVEREST BORROWER LLC TLB 2.75 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     182377 | PA      | $182862.30    | 0.01%             | 2031-09-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                                         | EFS COGEN HOLDINGS I LLC TLB 3.0   | CUSIP: 000000000<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     384648 | PA      | $386571.63    | 0.01%             | 2031-10-03      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                 | LUMMUS TECHN HOLDIGS V LLC TLB 2.5 | CUSIP: 000000000<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     168527 | PA      | $168105.37    | 0.01%             | 2029-12-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDGS INTERME LLC TLB 2.5 | CUSIP: 000000000<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     435750 | PA      | $435178.94    | 0.01%             | 2031-09-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                                              | PARADIGM PARENT LLC TLB 4.50       | CUSIP: 000000000<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |     250000 | PA      | $222577.50    | 0.01%             | 2032-04-16      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CONSERVICE MIDCO LLC                                             | CONSERVICE MIDCO LLC TLB 2.75      | CUSIP: 000000000<br>LEI: 254900F6TNZYKCEM6A28 | Long             | LON              | CORP              | US        |     295522 | PA      | $295398.34    | 0.01%             | 2030-05-13      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ITASCA PARK LLC                                                  | ITASCA PARK LLC (UNFUNDED)         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         23 | OU      | $22589000.00  | 0.75%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ITASCA PARK LLC                                                  | ITASCA PARK LLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          0 | OU      | $406048.80    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                   | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |  312500000 | OU      | $3881281.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SANMINA CORP                                                     | SANMINA CORPORATION TLB 2.0        | CUSIP: 000000000<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | LON              | CORP              | US        |     130586 | PA      | $130585.90    | 0.00%             | 2032-10-27      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVEAL HOLDCO LLC TLB 3.25 | CUSIP: 000000000<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     206970 | PA      | $207700.68    | 0.01%             | 2032-08-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GR INC TLB1 3.5     | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     240945 | PA      | $240869.98    | 0.01%             | 2032-08-13      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                            | WR GRACE HOLDINGS LLC TLB 3.0      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      69823 | PA      | $69364.80     | 0.00%             | 2032-08-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART LLC TLB 4.0               | CUSIP: 000000000<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     444629 | PA      | $437959.73    | 0.01%             | 2032-08-18      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| MAMBA PURCHASER INC                                              | MAMBA PURCHASER INC TLB 3.25       | CUSIP: 000000000<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |     118397 | PA      | $118656.55    | 0.00%             | 2031-10-14      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                              | TURQUOISE TOPCO LIMITED TLB 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | JE        |     398961 | PA      | $392976.12    | 0.01%             | 2032-08-13      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLM 2.5              | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      38217 | PA      | $38225.86     | 0.00%             | 2032-08-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | PENINSULA PACIFIC ENT LLC TLB 4.75 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98195 | PA      | $97949.56     | 0.00%             | 2032-10-01      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                                            | TIGER ACQUISITION LLC TLB 2.50     | CUSIP: 000000000<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |     285720 | PA      | $286522.81    | 0.01%             | 2032-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PENINSULA PACIFIC ENTERTAINMENT LLC                              | PENINSULA PAC ENTER LL DDTL 4.75   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      23014 | PA      | $22956.92     | 0.00%             | 2032-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| ACCESS CIG LLC                                                   | ACCESS CIG LLC TL 4.0              | CUSIP: 000000000<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |     368129 | PA      | $366115.33    | 0.01%             | 2030-08-19      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                             | ARAMARK SERVICES INC TLB9 1.75     | CUSIP: 000000000<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     300000 | PA      | $300063.00    | 0.01%             | 2028-04-06      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ICON PARENT I INC                                                | ICON PARENT I INC TL 2.75          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     217640 | PA      | $217463.70    | 0.01%             | 2031-11-13      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                       | ENTAIN PLC TLB 6 2.25              | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     396251 | PA      | $395933.82    | 0.01%             | 2029-10-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  175000000 | OU      | $981697.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.0     | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |       2865 | PA      | $2879.49      | 0.00%             | 2031-08-29      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | OTC (GENERIC) 0 YEAR               | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |   40000000 | OU      | $167536.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | PINNACLE BUYER LLC DDTL 2.5        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      24194 | PA      | $24284.28     | 0.00%             | 2032-10-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | PINNACLE BUYER LLC TLB 2.50        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     125806 | PA      | $126278.22    | 0.00%             | 2032-10-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ACP TARA HOLDINGS INC (ARCADIA)                                  | ACP TARA HOLDINGS INC TLB 3.25     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     175068 | PA      | $175505.53    | 0.01%             | 2032-09-17      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | OTC (GENERIC) 1 YEAR               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  100000000 | OU      | $948340.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE PARTNERS INC                                | GREEN INFRASTRU PART INC TLB 2.75  | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     232655 | PA      | $232801.52    | 0.01%             | 2032-09-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bayonne Center                                                   | BAYONNE ENERGY CT LLC TLB 3.0      | CUSIP: 000000000<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |     200360 | PA      | $200610.82    | 0.01%             | 2032-10-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                     | LAVENDER DUTCH BORROW BV TL 3.25   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     144066 | PA      | $144065.58    | 0.00%             | 2032-09-27      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| IGT HOLDING IV AB                                                | IGT HOLDING IV AB TLB 3.0          | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |     296144 | PA      | $296884.31    | 0.01%             | 2031-09-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                               | OWENS-BROCKWAY GL CONT INC TLB 3.0 | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |     152540 | PA      | $152094.61    | 0.01%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-20

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer