| 1 | Offset: Derivative | N/A | 4.97% | 0 |
| 2 | Wells Fargo & Co. 2.406% | N/A | 1.02% | 121,776,000 |
| 3 | T-Mobile USA, Inc. 3.5% | N/A | 1.01% | 121,742,000 |
| 4 | Nomura Holdings Inc. 2.648% | N/A | 0.97% | 116,905,000 |
| 5 | B.A.T. Capital Corporation 3.222% | N/A | 0.92% | 108,873,000 |
| 6 | Athene Global Funding 6.0438% | N/A | 0.89% | 104,435,000 |
|
| 7 | Lloyds Banking Group PLC 3.87% | N/A | 0.89% | 105,295,000 |
| 8 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 0.84% | 99,500,000 |
| 9 | Trillium Credit Card Trust Ii 6.1715% | N/A | 0.81% | 95,000,000 |
| 10 | Toyota Motor Credit Corp. 5.83% | N/A | 0.80% | 94,200,000 |
| 11 | Georgia Power Company 6.0604% | N/A | 0.79% | 92,481,000 |
| 12 | AT&T Inc 0% | N/A | 0.77% | 91,500,000 |
| 13 | WarnerMedia Holdings Inc. 3.638% | N/A | 0.76% | 91,334,000 |
| 14 | Citigroup Inc. 6.0033% | N/A | 0.74% | 86,771,000 |
| 15 | Offset: Cash | N/A | 0.74% | 0 |
| 16 | Federal Home Loan Mortgage Corp. 5.65% | N/A | 0.70% | 82,500,000 |
| 17 | Haleon UK Capital PLC 3.125% | N/A | 0.70% | 84,723,000 |
| 18 | Dbcg Mtg Tr 2017-Bbg 8.5% | N/A | 0.67% | 78,640,000 |
| 19 | Toyota Motor Credit Corp. 5.93% | N/A | 0.66% | 78,158,000 |
| 20 | Master Credit Card Trust 6.18% | N/A | 0.63% | 74,400,000 |
| 21 | American Honda Finance Corporation 5.8978% | N/A | 0.62% | 73,250,000 |
| 22 | Federal Home Loan Banks 5.5% | N/A | 0.62% | 73,500,000 |
| 23 | Cooperatieve Rabobank U.A. New York Branch 6.0511% | N/A | 0.60% | 70,100,000 |
| 24 | HCA Inc. 5.375% | N/A | 0.59% | 70,160,000 |
| 25 | PSP Capital Inc. 5.581% | N/A | 0.58% | 68,100,000 |
| 26 | Morgan Stanley 6.2949% | N/A | 0.57% | 66,700,000 |
| 27 | Mercedes-Benz Finance North America LLC 5.9966% | N/A | 0.55% | 64,200,000 |
| 28 | GA Global Funding Trust 5.8381% | N/A | 0.53% | 62,895,000 |
| 29 | Baxter International, Inc. 5.7826% | N/A | 0.52% | 61,755,000 |
| 30 | Federal Home Loan Mortgage Corp. 5.7% | N/A | 0.52% | 61,500,000 |
| 31 | Leaseplan Corporation NV 2.875% | N/A | 0.52% | 61,904,000 |
| 32 | Trillium Credit Card Trust Ii 6.0706% | N/A | 0.52% | 61,700,000 |
| 33 | Credit Agricole S.A. London Branch 3.25% | N/A | 0.51% | 61,000,000 |
| 34 | Federal Home Loan Mortgage Corp. 5.55% | N/A | 0.51% | 60,000,000 |
| 35 | NextEra Energy Capital Holdings Inc 6.0805% | N/A | 0.51% | 60,550,000 |
| 36 | HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST 5.71% | N/A | 0.50% | 58,981,938 |
| 37 | Rogers Communications Inc. 2.95% | N/A | 0.49% | 58,825,000 |
| 38 | Ally Financial Inc. 4.625% | N/A | 0.48% | 56,792,000 |
| 39 | ENEL Finance International N.V. 2.65% | N/A | 0.48% | 57,221,000 |
| 40 | Southern California Edison Company 0% | N/A | 0.48% | 56,250,000 |
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| 41 | CPPIB Capital Inc 6.583% | N/A | 0.47% | 55,500,000 |
| 42 | Sabine Pass Liquefaction, LLC 5.625% | N/A | 0.47% | 55,975,000 |
| 43 | U S Treasury Repo | N/A | 0.47% | 55,600,000 |
| 44 | AOZORA BANK SR UNSEC | N/A | 0.46% | 54,755,000 |
| 45 | American Tower Corporation 2.95% | N/A | 0.45% | 53,700,000 |
| 46 | FORD CREDIT AUTO LEASE TRUST 2023-B 5.92% | N/A | 0.44% | 52,203,704 |
| 47 | Standard Chartered PLC 6.274% | N/A | 0.44% | 51,615,000 |
| 48 | BNP Paribas SA 2.819% | N/A | 0.43% | 51,741,000 |
| 49 | CRSNT TRUST 2021-MOON 6.2645% | N/A | 0.43% | 52,400,000 |
| 50 | Master Credit Card Trust 6.08% | N/A | 0.43% | 50,700,000 |
