# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-004182
**Filing Date:** 2025-10
**Character Count:** 400843
**Document Hash:** f219f95d8e988f33aa39963b16bc3291
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004182.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004182

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251429200

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Strategic Income Opportunities Fund (Series ID: S000022994)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000066701 | Class I      | JSOSX           |
| C000066702 | Class A      | JSOAX           |
| C000066703 | Class C      | JSOCX           |
| C000066704 | Class R5     | JSORX           |
| C000195119 | Class R6     | JSOZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Strategic Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000022994

- **c. LEI of Series:** 7D65K6RFGRT1E0TUOV35

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12699120339.30

**Total Liabilities:** $2264251698.61

**Net Assets:** $10434868640.69

**Cash Not Reported:** $17946666.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -271935.14104000 | **1-Year:** 547837.79713000 | **5-Year:** 117892.05897000 | **10-Year:** -225356.38992000 | **30-Year:** 0.00000000

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

- **3-Month:** -69230.13309000 | **1-Year:** 42235.61935000 | **5-Year:** 132284.18743000 | **10-Year:** 4514.40928000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066701 | 0.34%                | 0.33%                | 0.54%                |
| Class ID C000066703 | 0.28%                | 0.27%                | 0.48%                |
| Class ID C000066704 | 0.35%                | 0.26%                | 0.55%                |
| Class ID C000066702 | 0.23%                | 0.31%                | 0.52%                |
| Class ID C000195119 | 0.36%                | 0.35%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5708338.69              | $9013942.85                                |
| Month 2  | $1009486.77              | $-4040847.01                               |
| Month 3  | $7635950.37              | $4213044.76                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      746000 | PA      | $786498.10     | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP, 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      367817 | PA      | $367780.55     | 0.00%             | 2028-10-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      845000 | PA      | $847904.27     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    55401000 | PA      | $55408208.22   | 0.53%             | 2026-11-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                     | Saxon Asset Securities Trust, Series 2002-3, Class AF6                                     | CUSIP: 805564MG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481521 | PA      | $485514.18     | 0.00%             | 2031-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                                   | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      425000 | PA      | $406872.69     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                           | Sonic Automotive, Inc.                                                                     | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1472753.01    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    24160000 | PA      | $24317379.69   | 0.23%             | 2026-07-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                              | Owens & Minor, Inc.                                                                        | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $871769.56     | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Pirelli & C SpA                                                  | Pirelli & C SpA                                                                            | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | DBT              | CORP              | IT        |     2300000 | PA      | $2800794.59    | 0.03%             | 2025-12-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Diebold Nixdorf, Inc.                                            | Diebold Nixdorf, Inc.                                                                      | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      900000 | PA      | $952184.70     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                 | Vista Point Securitization Trust, Series 2020-2, Class A1                                  | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1919003 | PA      | $1847143.84    | 0.02%             | 2065-04-25      | Variable      | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     9090000 | PA      | $9170035.00    | 0.09%             | 2027-06-28      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                    | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23059225.92   | 0.22%             | 2027-11-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | Daimler Truck Finance North America LLC                                                    | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $9590241.53    | 0.09%             | 2027-09-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| NMG, Inc.                                                        | NMG, Inc.                                                                                  | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5214 | NS      | $649143.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Workiva, Inc.                                                    | Workiva, Inc.                                                                              | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1282600.00    | 0.01%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                    | Walmart, Inc.                                                                              | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    41400000 | PA      | $41519314.80   | 0.40%             | 2027-04-28      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $603716.53     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                  | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4652000 | PA      | $4658685.48    | 0.04%             | 2026-03-02      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                                         | ZTO Express Cayman, Inc.                                                                   | CUSIP: 98980AAB1<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |     1454000 | PA      | $1448184.00    | 0.01%             | 2027-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $9402790.68    | 0.09%             | 2027-03-09      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc.                                                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1703151.61    | 0.02%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      870000 | PA      | $894759.33     | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000199.70    | 0.01%             | 2025-09-12      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                            | Gulfport Energy Corp.                                                                      | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        2073 | NS      | $360764.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1354699.44    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1904815.80    | 0.02%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4106281.77    | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2148130.63    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-41CB, Class 2A17                                       | CUSIP: 02149CBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      286641 | PA      | $138875.81     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                               | National Securities Clearing Corp.                                                         | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    41310000 | PA      | $41402259.69   | 0.40%             | 2027-05-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US Capital LLC                                                                         | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    23852000 | PA      | $23882474.51   | 0.23%             | 2026-04-02      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13758669.38   | 0.13%             | 2027-10-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2021-NQM1, Class A1                                                      | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6621344 | PA      | $5716272.22    | 0.05%             | 2066-02-25      | Variable      | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4547335.65    | 0.04%             | 2027-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1702856.13    | 0.02%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust                                  | Bravo Residential Funding Trust, Series 2025-NQM3, Class A1                                | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |     9257036 | PA      | $9335321.36    | 0.09%             | 2065-03-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     9220000 | PA      | $9249596.94    | 0.09%             | 2028-03-27      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22990114.37   | 0.22%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    38100000 | PA      | $38270270.04   | 0.37%             | 2027-03-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series B                                                                   | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      186183 | PA      | $0.00          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC, 2nd Lien Term Loan                                                 | CUSIP: 82568TAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      232636 | PA      | $216788.39     | 0.00%             | 2027-10-01      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                                      | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      705000 | PA      | $705471.65     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rohm Co. Ltd.                                                    | Rohm Co. Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | DBT              | CORP              | JP        |   600000000 | PA      | $4235990.61    | 0.04%             | 2029-04-24      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    36855000 | PA      | $36891237.31   | 0.35%             | 2026-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp., 1st Lien Term Loan                                             | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      615625 | PA      | $614855.15     | 0.01%             | 2029-02-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $995605.83     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-8, Class 1A8 | CUSIP: 93934FCM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50539 | PA      | $43675.24      | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                            | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6413860 | PA      | $6415817.07    | 0.06%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1                            | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7260906 | PA      | $7424216.53    | 0.07%             | 2042-12-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1615654.08    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                            | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      291000 | PA      | $295357.73     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Lumentum Holdings, Inc.                                          | Lumentum Holdings, Inc.                                                                    | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     7105000 | PA      | $8575929.18    | 0.08%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1                            | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7449687 | PA      | $7616757.14    | 0.07%             | 2042-07-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The), 1st Lien Term Loan C                                                    | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      293808 | PA      | $250471.14     | 0.00%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust              | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 1A1              | CUSIP: 251510CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.06          | 0.00%             | 2035-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                        | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997588.70     | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Schneider Electric SE                                            | Schneider Electric SE, Series SUFP                                                         | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |     8200000 | PA      | $9995726.44    | 0.10%             | 2031-06-28      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TNP6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23004061.34   | 0.22%             | 2027-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                          | DBS Group Holdings Ltd.                                                                    | CUSIP: 24023KAK4<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    17570000 | PA      | $17570000.00   | 0.17%             | 2025-09-12      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                   | HSBC USA, Inc.                                                                             | CUSIP: 40428HS29<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    22900000 | PA      | $23085078.72   | 0.22%             | 2028-06-03      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                            | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2143474 | PA      | $2143468.42    | 0.02%             | 2044-09-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | Goldman Sachs Bank USA                                                                     | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    22813000 | PA      | $22861777.16   | 0.22%             | 2027-03-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., 1st Lien Term Loan B-2                                           | CUSIP: 55024EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      321981 | PA      | $319701.33     | 0.00%             | 2030-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      285000 | PA      | $289213.73     | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                 | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1032987.83    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                 | Proofpoint, Inc., 1st Lien Term Loan                                                       | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      550210 | PA      | $552691.76     | 0.01%             | 2028-08-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2310567.47    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M1                                        | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    10777990 | PA      | $10777972.12   | 0.10%             | 2045-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    13125000 | PA      | $13227694.46   | 0.13%             | 2026-07-05      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $847248.53     | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                            | Wrangler Holdco Corp.                                                                      | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3270000 | PA      | $3408821.31    | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1674141.40    | 0.02%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2020-R02, Class 2B1                            | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12052000 | PA      | $12299132.29   | 0.12%             | 2040-01-25      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                                    | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $973885.00     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                               | JFE Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | DBT              | CORP              | JP        |   740000000 | PA      | $5033037.32    | 0.05%             | 2028-09-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      855000 | PA      | $835056.53     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-20, Class 1A36                                | CUSIP: 12544ABM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353400 | PA      | $149381.07     | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                     | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      895000 | PA      | $905653.19     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6843000 | PA      | $6907456.34    | 0.07%             | 2027-09-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6511031.66    | 0.06%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries, Inc.                                       | Winnebago Industries, Inc.                                                                 | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1230960.00    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I Ltd.                                          | Jazz Investments I Ltd.                                                                    | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2595000 | PA      | $2721066.29    | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     9170000 | PA      | $9176293.19    | 0.09%             | 2028-01-13      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                        | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      980000 | PA      | $984576.60     | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                        | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      635000 | PA      | $654099.53     | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US Capital LLC                                                                         | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    23581000 | PA      | $23700791.48   | 0.23%             | 2027-08-13      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Terwin Mortgage Trust                                            | Terwin Mortgage Trust, Series 2006-3, Class 2A2                                            | CUSIP: 881561V92<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815216 | PA      | $796594.11     | 0.01%             | 2037-04-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                              | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500349.02     | 0.00%             | 2026-02-13      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2159533.38    | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments, Inc.                                            | Shift4 Payments, Inc.                                                                      | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1311867.00    | 0.01%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                          | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $18453029.17   | 0.18%             | 2028-02-26      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    18320000 | PA      | $18424107.61   | 0.18%             | 2028-06-02      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                            | Lehman Mortgage Trust, Series 2006-4, Class 3A1                                            | CUSIP: 52520RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4784 | PA      | $4479.79       | 0.00%             | 2021-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | Bank of America NA                                                                         | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $12021788.31   | 0.12%             | 2026-08-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                       | Primo Water Holdings, Inc.                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $648395.84     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23057706.31   | 0.22%             | 2027-03-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    11968000 | PA      | $11985799.77   | 0.11%             | 2026-02-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                        | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    18300000 | PA      | $18352292.43   | 0.18%             | 2028-06-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      484000 | PA      | $485022.02     | 0.00%             | 2026-03-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                            | Utz Quality Foods LLC, 1st Lien Term Loan B                                                | CUSIP: 91809EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      210679 | PA      | $210731.31     | 0.00%             | 2032-01-29      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-31CB, Class A3                                         | CUSIP: 02148HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1643625.60    | 0.02%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Aramark Services, Inc.                                           | Aramark Services, Inc.                                                                     | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      990000 | PA      | $982726.65     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                      | McGraw-Hill Education, Inc.                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      405000 | PA      | $407107.95     | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      145000 | PA      | $148777.42     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                        | OBX Trust, Series 2023-NQM3, Class A1                                                      | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7717306 | PA      | $7728588.20    | 0.07%             | 2063-02-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2279588.67    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                                        | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     9170000 | PA      | $9198018.11    | 0.09%             | 2026-09-29      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                            | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1016105.04    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                         | Radiology Partners, Inc.                                                                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      928000 | PA      | $947358.08     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                      | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |     1474060 | PA      | $1475107.07    | 0.01%             | 2031-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                  | Osmose Utilities Services, Inc., 1st Lien Term Loan                                        | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |      770000 | PA      | $754985.00     | 0.01%             | 2028-06-23      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    45360000 | PA      | $45374649.47   | 0.43%             | 2025-10-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                                  | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      955000 | PA      | $1001657.48    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                  | Sumitomo Mitsui Trust Bank Ltd.                                                            | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     9100000 | PA      | $9194422.15    | 0.09%             | 2027-09-10      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1754.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    22900000 | PA      | $22949236.83   | 0.22%             | 2026-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2006-QS18, Class 3A3                                                    | CUSIP: 74922RAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8069 | PA      | $3622.06       | 0.00%             | 2036-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13827961.42   | 0.13%             | 2028-03-03      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | State Street Bank & Trust Co.                                                              | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $12436465.82   | 0.12%             | 2026-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                             | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     9250000 | PA      | $9271653.51    | 0.09%             | 2026-03-13      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3255000 | PA      | $3289141.70    | 0.03%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., 1st Lien Term Loan                                              | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      636466 | PA      | $636465.90     | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA, 1st Lien Term Loan B-14                                                  | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      281865 | PA      | $257765.39     | 0.00%             | 2028-08-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $13483956.68   | 0.13%             | 2027-03-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC                                                       | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1298129.02    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NYMT Loan Trust                                                  | NYMT Loan Trust, Series 2024-INV1, Class A1                                                | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     4802286 | PA      | $4817830.05    | 0.05%             | 2069-06-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1305096.12    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3659276.69    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc., 1st Lien Term Loan B-6                                              | CUSIP: 05350NAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49189 | PA      | $49361.14      | 0.00%             | 2027-11-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2023-INV1, Class A1                                     | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3382416 | PA      | $3383513.42    | 0.03%             | 2068-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BILL Holdings, Inc.                                              | BILL Holdings, Inc.                                                                        | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     4141000 | PA      | $3552978.00    | 0.03%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1594232.64    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-D, Class 5A2                                    | CUSIP: 058933AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265244 | PA      | $227933.33     | 0.00%             | 2036-05-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                    | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2299912.73    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2021-6, Class A1                                        | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7887837 | PA      | $6933183.01    | 0.07%             | 2066-10-25      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                            | Incora Top Holdco LLC                                                                      | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         611 | NS      | $15158.91      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M2                      | CUSIP: 456606FB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      284494 | PA      | $278254.05     | 0.00%             | 2034-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Match Group Financeco 3, Inc.                                    | Match Group Financeco 3, Inc.                                                              | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |     9042000 | PA      | $8305610.75    | 0.08%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                          | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    27600000 | PA      | $27629347.36   | 0.26%             | 2027-02-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH, 1st Lien Term Loan B-1                                             | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      356913 | PA      | $358069.84     | 0.00%             | 2030-04-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| DexKo Global, Inc.                                               | DexKo Global, Inc., 1st Lien Term Loan                                                     | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      997423 | PA      | $973165.36     | 0.01%             | 2028-10-04      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc.                                                  | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    24585000 | PA      | $24674300.83   | 0.24%             | 2027-11-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2254140.39    | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bentley Systems, Inc.                                            | Bentley Systems, Inc.                                                                      | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     6487000 | PA      | $6480513.00    | 0.06%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC                                                                      | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      900000 | PA      | $902048.40     | 0.01%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    18380000 | PA      | $18406136.36   | 0.18%             | 2028-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-5, Class 5A1                                   | CUSIP: 007036LS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           3 | PA      | $2.47          | 0.00%             | 2035-09-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      615000 | PA      | $606530.90     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                      | Marsh & McLennan Cos., Inc.                                                                | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4496000 | PA      | $4514723.50    | 0.04%             | 2027-11-08      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-25CB, Class A9                                         | CUSIP: 02147VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                             | Federal Realty OP LP                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1568580.00    | 0.02%             | 2029-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     9160000 | PA      | $9207883.26    | 0.09%             | 2028-06-13      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                          | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M1                                        | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    15119882 | PA      | $15096295.11   | 0.14%             | 2041-12-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1023041.64    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                             | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      136545 | PA      | $0.00          | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                             | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $919419.63     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ICITII                                                           | ICITII                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      409161 | PA      | $325193.33     | 0.00%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| St. George's University Scholastic Services LLC                  | St. George's University Scholastic Services LLC, 1st Lien Term Loan                        | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      740147 | PA      | $729230.05     | 0.01%             | 2029-02-12      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2283700.07    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    22659000 | PA      | $22702278.69   | 0.22%             | 2027-05-14      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13822906.62   | 0.13%             | 2028-03-03      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                         | Rite Aid                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1288 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2                            | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8405682 | PA      | $8440969.31    | 0.08%             | 2041-10-25      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9276850.74    | 0.09%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                  | MYT Holding LLC                                                                            | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1412191 | NS      | $353047.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cellnex Telecom SA                                               | Cellnex Telecom SA                                                                         | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     3800000 | PA      | $4652679.77    | 0.04%             | 2028-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM Trust                                                       | PRPM Trust, Series 2024-NQM1, Class A1                                                     | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2248918 | PA      | $2271114.67    | 0.02%             | 2068-12-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    32190000 | PA      | $32266290.30   | 0.31%             | 2026-04-30      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      855000 | PA      | $828991.84     | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Davide Campari-Milano NV                                         | Davide Campari-Milano NV                                                                   | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | DBT              | CORP              | NL        |     7100000 | PA      | $8145222.82    | 0.08%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      830000 | PA      | $818070.58     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     6500000 | PA      | $7944720.71    | 0.08%             | 2030-09-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM1, Class A2                                | CUSIP: 10568MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1661142 | PA      | $1661233.47    | 0.02%             | 2063-01-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital plc                                      | GlaxoSmithKline Capital plc                                                                | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    36800000 | PA      | $36924804.62   | 0.35%             | 2027-03-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US Capital LLC                                                                         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    24360000 | PA      | $24451578.50   | 0.23%             | 2027-03-19      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                                    | BioMarin Pharmaceutical, Inc.                                                              | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     6774000 | PA      | $6418959.08    | 0.06%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      550000 | PA      | $543088.43     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31232000 | PA      | $31271340.45   | 0.30%             | 2029-01-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    24820000 | PA      | $24919589.51   | 0.24%             | 2027-09-10      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                               | Primo Brands Corp., 1st Lien Term Loan                                                     | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      851939 | PA      | $852646.58     | 0.01%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $484463.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                          | Pepsico Singapore Financing I Pte. Ltd.                                                    | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    22350000 | PA      | $22416484.10   | 0.21%             | 2027-02-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFF3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    20448000 | PA      | $20454634.56   | 0.20%             | 2025-10-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    18320000 | PA      | $18457075.19   | 0.18%             | 2027-05-29      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust                                    | Mill City Mortgage Loan Trust, Series 2023-NQM1, Class A1                                  | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6964071 | PA      | $6970595.84    | 0.07%             | 2067-10-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                                        | Akamai Technologies, Inc.                                                                  | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     5594000 | PA      | $5303112.00    | 0.05%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                      | Midcontinent Communications                                                                | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      900000 | PA      | $937619.10     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                 | CUSIP: 05252ADH1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     9130000 | PA      | $9133599.14    | 0.09%             | 2025-10-03      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC                                                                               | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1312236.37    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1061702.25    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13650000 | PA      | $13647816.00   | 0.13%             | 2027-07-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                 | CUSIP: 05252ADP3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    18400000 | PA      | $18430709.60   | 0.18%             | 2026-12-16      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Halozyme Therapeutics, Inc.                                      | Halozyme Therapeutics, Inc.                                                                | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     7239000 | PA      | $8131740.26    | 0.08%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    17161000 | PA      | $17232636.71   | 0.17%             | 2026-06-08      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    43375000 | PA      | $43480882.28   | 0.42%             | 2026-10-30      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                            | DIRECTV Financing LLC, 1st Lien Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       30874 | PA      | $30902.61      | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1097435.63    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                                   | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     6370000 | PA      | $6392464.12    | 0.06%             | 2027-05-28      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2024-1, Class A1                                          | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     5987820 | PA      | $5999698.78    | 0.06%             | 2068-08-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     7792000 | PA      | $8723662.71    | 0.08%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      550000 | PA      | $555716.70     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      385000 | PA      | $398163.92     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Envista Holdings Corp.                                           | Envista Holdings Corp.                                                                     | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     4201000 | PA      | $3957872.92    | 0.04%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc., 1st Lien Term Loan                                                     | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      193876 | PA      | $194042.50     | 0.00%             | 2027-12-06      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp.                                             | Meritage Homes Corp.                                                                       | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1625106.65    | 0.02%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-WM2, Class A2A                 | CUSIP: 81376GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           3 | PA      | $1.85          | 0.00%             | 2036-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      465000 | PA      | $469620.71     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     3275000 | PA      | $3287721.48    | 0.03%             | 2027-01-12      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                   | Community Health Systems, Inc.                                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $2697938.25    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc., 1st Lien Term Loan                                                          | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1144343 | PA      | $1047073.91    | 0.01%             | 2029-08-23      | Variable      | 10.05%                | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                               | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1096293.32    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      995000 | PA      | $969869.38     | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series A                                                                   | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      395321 | PA      | $0.00          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      540000 | PA      | $563122.26     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                          | Fremont Home Loan Trust, Series 2006-1, Class 1A1                                          | CUSIP: 35729PNX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $1.48          | 0.00%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13730000 | PA      | $13808007.54   | 0.13%             | 2028-04-13      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                             | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      895000 | PA      | $906503.44     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      296000 | PA      | $298656.60     | 0.00%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    24282000 | PA      | $24502363.76   | 0.23%             | 2028-02-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                      | PNC Bank NA                                                                                | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $27512745.98   | 0.26%             | 2027-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                      | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1529027.50    | 0.01%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                          | FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2                                        | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     1293644 | PA      | $1298895.92    | 0.01%             | 2034-01-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    22360000 | PA      | $22445975.99   | 0.22%             | 2027-03-11      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                           | Morgan Stanley Bank NA                                                                     | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    23350000 | PA      | $23415330.26   | 0.22%             | 2027-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                   | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                                  | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18441000 | PA      | $16246609.52   | 0.16%             | 2036-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp., Escrow                                                                | CUSIP: 165ESCAC8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $17639.00      | 0.00%             | 2026-09-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $2415020.70    | 0.02%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US Capital LLC                                                                         | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    15420000 | PA      | $15478596.00   | 0.15%             | 2026-08-13      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7125000 | PA      | $6572204.03    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $27548605.43   | 0.26%             | 2027-11-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $789316.99     | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Intelsat SA                                                      | Intelsat SA                                                                                | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |      129505 | NS      | $0.13          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                               | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2375000 | PA      | $2381974.28    | 0.02%             | 2027-04-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $221830.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UBA7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    27460000 | PA      | $27513566.22   | 0.26%             | 2027-07-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    23008000 | PA      | $23021757.40   | 0.22%             | 2025-12-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp., 1st Lien Term Loan                                                             | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |      808407 | PA      | $812384.61     | 0.01%             | 2028-01-21      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB                                                           | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     8960000 | PA      | $9029732.63    | 0.09%             | 2027-03-05      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      935000 | PA      | $986635.38     | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                        | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      648339 | PA      | $648403.62     | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    13796000 | PA      | $13818678.14   | 0.13%             | 2026-03-03      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      570339 | PA      | $570196.53     | 0.01%             | 2028-08-23      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                        | MKS, Inc.                                                                                  | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1650294.00    | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDSABX                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     6600000 | PA      | $-1746976.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2024-9, Class A1                                          | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     8247516 | PA      | $8231185.12    | 0.08%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.             | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 4A1             | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.12          | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   107978000 | PA      | $108230128.63  | 1.04%             | 2025-09-29      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                              | Macquarie Bank Ltd.                                                                        | CUSIP: 55608PBN3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    11056000 | PA      | $11132074.35   | 0.11%             | 2026-06-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      330000 | PA      | $330360.70     | 0.00%             | 2025-12-10      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      370000 | PA      | $377262.73     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                     | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      129505 | NS      | $1651188.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS US Finance LLC                                             | INEOS US Finance LLC, 1st Lien Term Loan                                                   | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     1790000 | PA      | $1639335.70    | 0.02%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                       | Microchip Technology, Inc.                                                                 | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     8573000 | PA      | $8337860.96    | 0.08%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    18200000 | PA      | $18253152.74   | 0.17%             | 2026-08-06      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                        | Farm Credit Bank of Texas                                                                  | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    18555000 | PA      | $18556855.50   | 0.18%             | 2025-09-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    19000000 | PA      | $19065700.86   | 0.18%             | 2026-08-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1003274.04    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505735 | PA      | $510142.48     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M1                            | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1315323 | PA      | $1319847.22    | 0.01%             | 2042-04-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CommScope Technologies LLC                                       | CommScope Technologies LLC                                                                 | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      875000 | PA      | $866125.49     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7320000 | PA      | $7391528.92    | 0.07%             | 2027-08-14      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                    | Banc of America Funding Trust, Series 2006-1, Class 2A1                                    | CUSIP: 05949TBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155014 | PA      | $136407.51     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Guardian US Holdco LLC                                           | Guardian US Holdco LLC, 1st Lien Term Loan                                                 | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |      343026 | PA      | $343026.25     | 0.00%             | 2030-01-31      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                             | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    17570000 | PA      | $17572898.87   | 0.17%             | 2025-09-12      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC, 1st Lien Term Loan B                                                      | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      916414 | PA      | $916341.18     | 0.01%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      900000 | PA      | $907708.50     | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    32740000 | PA      | $32829320.29   | 0.31%             | 2027-04-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $968769.70     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    13200000 | PA      | $13315716.88   | 0.13%             | 2026-10-02      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                          | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $943927.20     | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-50CB, Class 4A1                                        | CUSIP: 12668ALL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13960 | PA      | $13565.58      | 0.00%             | 2020-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      900000 | PA      | $895461.48     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                             | EFMT, Series 2025-NQM1, Class A1                                                           | CUSIP: 26846CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8139548 | PA      | $8211070.37    | 0.08%             | 2070-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1399659.10    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TMZ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    18330000 | PA      | $18341437.92   | 0.18%             | 2027-01-08      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust, Series 2007-1, Class 2A1A                                  | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.23          | 0.00%             | 2037-03-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      725000 | PA      | $742762.50     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                   | Option One Mortgage Loan Trust, Series 2004-3, Class M2                                    | CUSIP: 68389FFU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      351804 | PA      | $371592.87     | 0.00%             | 2034-11-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cara Obligations SAS                                             | Cara Obligations SAS                                                                       | CUSIP: N/A<br>LEI: 969500343T6YLA87JH20       | Long             | DBT              | CORP              | FR        |     3100000 | PA      | $3923073.47    | 0.04%             | 2030-12-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                    | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    27930000 | PA      | $28028628.09   | 0.27%             | 2027-04-01      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1462680.56    | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                                 | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      900000 | PA      | $532456.64     | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2                            | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10400000 | PA      | $10645368.24   | 0.10%             | 2042-01-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                      | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    23000000 | PA      | $23029488.07   | 0.22%             | 2026-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                  | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      775000 | PA      | $795344.53     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                          | FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M1A                                       | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |     2406437 | PA      | $2430501.00    | 0.02%             | 2043-05-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust, Series 2022-2, Class A1                               | CUSIP: 85573UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3537592 | PA      | $3398560.27    | 0.03%             | 2067-02-25      | Variable      | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Incora Intermediate LLC                                          | Incora Intermediate LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       18906 | NS      | $375284.10     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Leslie's Poolmart, Inc.                                          | Leslie's Poolmart, Inc., 1st Lien Term Loan B                                              | CUSIP: 52706YAJ2<br>LEI: 549300MZRH1GJYUMRM83 | Long             | LON              | CORP              | US        |      612076 | PA      | $210272.75     | 0.00%             | 2028-03-09      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2019-NQM3, Class A1                                                     | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2227955 | PA      | $2175340.27    | 0.02%             | 2059-11-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| RealPage, Inc.                                                   | RealPage, Inc., 1st Lien Term Loan                                                         | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      279125 | PA      | $278650.49     | 0.00%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                            | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4001780 | PA      | $4013025.13    | 0.04%             | 2043-10-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |        5853 | NS      | $0.01          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Shopify, Inc.                                                    | Shopify, Inc.                                                                              | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |     3227000 | PA      | $3373828.50    | 0.03%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                                        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     9100000 | PA      | $9152945.89    | 0.09%             | 2027-05-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30620000 | PA      | $30825393.45   | 0.30%             | 2028-05-07      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                            | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      843000 | PA      | $834566.97     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    45800000 | PA      | $-378334.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venator Materials plc                                            | Venator Materials plc                                                                      | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |         294 | NS      | $55125.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AOMT                                                             | AOMT, Series 2024-6, Class A1                                                              | CUSIP: 034944AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4448643 | PA      | $4414656.16    | 0.04%             | 2067-11-25      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc., 1st Lien Term Loan J                                                      | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      425955 | PA      | $426223.53     | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 632525BP5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     2200000 | PA      | $2202556.55    | 0.02%             | 2026-01-29      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                      | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1806205.28    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                  | Moran Foods LLC, 1st Lien PIK Term Loan                                                    | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2873710 | PA      | $1961594.53    | 0.02%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      895000 | PA      | $880346.88     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      675000 | PA      | $644276.30     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B-9                                                        | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      339912 | PA      | $339769.74     | 0.00%             | 2027-07-30      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Ibiden Co. Ltd.                                                  | Ibiden Co. Ltd.                                                                            | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | DBT              | CORP              | JP        |   370000000 | PA      | $2845088.63    | 0.03%             | 2031-03-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1                            | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8616722 | PA      | $8796973.77    | 0.08%             | 2043-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                          | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                                        | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    15901408 | PA      | $15936161.97   | 0.15%             | 2044-05-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2004-5CB, Class 2A1                                         | CUSIP: 12667FDC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35462 | PA      | $34746.92      | 0.00%             | 2019-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                 | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    13650000 | PA      | $13715506.76   | 0.13%             | 2027-07-16      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-24CB, Class A1                                         | CUSIP: 02146TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                                           | Crown Finance US, Inc., 1st Lien Term Loan                                                 | CUSIP: 22834KAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      997494 | PA      | $996246.87     | 0.01%             | 2031-12-02      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust, Series 2022-4, Class A1                               | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9947273 | PA      | $9921703.64    | 0.10%             | 2067-05-25      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    29808000 | PA      | $29936083.49   | 0.29%             | 2026-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                      | CUSIP: 9612E0DK0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    13400000 | PA      | $13415859.57   | 0.13%             | 2026-01-29      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp.                                               | Imola Merger Corp.                                                                         | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $999277.11     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust                                                       | CSMC Trust, Series 2022-ATH3, Class A1                                                     | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11506786 | PA      | $11481597.99   | 0.11%             | 2067-08-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                            | GEO Group, Inc. (The)                                                                      | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      560000 | PA      | $592222.96     | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    22556000 | PA      | $22589590.17   | 0.22%             | 2026-03-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Dropbox, Inc.                                                    | Dropbox, Inc.                                                                              | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |     2842000 | PA      | $2800796.97    | 0.03%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      575000 | PA      | $568218.68     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                             | CUSIP: 767ESCAA4<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |      489000 | PA      | $0.00          | 0.00%             | 2025-07-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                               | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1071356.65    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc., 1st Lien Term Loan B                                                | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7659519 | PA      | $0.08          | 0.00%             | 2026-12-18      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| N/A                                                              | CDSABX                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    14170000 | PA      | $-2571886.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      656000 | PA      | $667710.98     | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2M2                            | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    18646418 | PA      | $18806224.93   | 0.18%             | 2041-11-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2238340.21    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3126870.54    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2                            | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12435000 | PA      | $12799774.51   | 0.12%             | 2042-03-25      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                  | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     9100000 | PA      | $9149443.03    | 0.09%             | 2027-06-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    18400000 | PA      | $18420446.63   | 0.18%             | 2026-08-03      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                             | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1542924.09    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $986916.49     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-28CB, Class A17                                        | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.02          | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9657970.19    | 0.09%             | 2030-02-05      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BofA Finance LLC                                                 | BofA Finance LLC                                                                           | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |     7885000 | PA      | $7750955.00    | 0.07%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    20704000 | PA      | $20821868.49   | 0.20%             | 2028-07-26      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                          | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1220533.00    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $977734.19     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      865000 | PA      | $852196.44     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2019-HY2, Class A1                                       | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3417238 | PA      | $3490510.14    | 0.03%             | 2058-05-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| DCert Buyer, Inc.                                                | DCert Buyer, Inc., 2nd Lien Term Loan                                                      | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |      220000 | PA      | $198000.00     | 0.00%             | 2029-02-16      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                 | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1232303.12    | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                             | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     9200000 | PA      | $9232192.18    | 0.09%             | 2028-03-14      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDSABX                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    13230000 | PA      | $-3179703.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                           | Morgan Stanley Bank NA                                                                     | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17825527.52   | 0.17%             | 2026-10-30      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      779000 | PA      | $845640.33     | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                     | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     9143000 | PA      | $8434417.50    | 0.08%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1341380.15    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   253000000 | PA      | $258455605.98  | 2.48%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1                            | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1595194 | PA      | $1595694.92    | 0.02%             | 2041-12-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    44560000 | PA      | $44854544.72   | 0.43%             | 2028-08-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1194504.56    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                             | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     9331000 | PA      | $9413094.23    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Conservice Midco LLC                                             | Conservice Midco LLC, 1st Lien Term Loan                                                   | CUSIP: 20848PAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      416243 | PA      | $416417.46     | 0.00%             | 2030-05-13      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1                            | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6273976 | PA      | $6276912.50    | 0.06%             | 2044-05-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1178638.74    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB                                                                                | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    17500000 | PA      | $17644256.53   | 0.17%             | 2026-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2441676.51    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                              | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1184035.32    | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2029864.32    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $3919125.42    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1                            | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11301017 | PA      | $11512911.30   | 0.11%             | 2039-10-25      | Floating      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                         | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      887000 | PA      | $898752.75     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                    | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      173000 | PA      | $178834.06     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      400000 | PA      | $412326.80     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    24035000 | PA      | $24172835.44   | 0.23%             | 2027-02-05      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      920000 | PA      | $871655.66     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-24CB, Class A23                                        | CUSIP: 02146TAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.80          | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                             | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1156770.12    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                 | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     3508000 | PA      | $3385570.80    | 0.03%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2023-3, Class A1                                          | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     6684510 | PA      | $6778129.81    | 0.06%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      236000 | PA      | $237450.93     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2006-15, Class A1                                  | CUSIP: 12543UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           4 | PA      | $1.73          | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1855192.50    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                | iHeartMedia, Inc., Class A                                                                 | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       70579 | NS      | $150333.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The), Escrow                                                                  | CUSIP: 428ESCAB3<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $92032.50      | 0.00%             | 2024-10-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      670000 | PA      | $695891.48     | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      710000 | PA      | $699555.97     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    29758000 | PA      | $29600879.55   | 0.28%             | 2027-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                  | Moran Foods LLC, 2nd Lien PIK Term Loan                                                    | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3990143 | PA      | $883816.71     | 0.01%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| Staples, Inc.                                                    | Staples, Inc.                                                                              | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2518225.00    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp., Series A                                                     | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    21980000 | PA      | $22024619.40   | 0.21%             | 2026-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                                | Barclays Bank plc, Series MSFT                                                             | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    11518000 | PA      | $12901898.50   | 0.12%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263273.00     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                     | Chase Mortgage Finance Trust, Series 2005-S1, Class 1A15                                   | CUSIP: 16162WKV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.04          | 0.00%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Expand Energy Corp.                                                                        | CUSIP: 165167180<br>LEI: N/A                  | N/A              | DO               |  | US        |           1 | NS      | $88.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                                | Masterbrand, Inc.                                                                          | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      960000 | PA      | $994466.88     | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Seasoned Mortgage Trust                                 | JPMorgan Seasoned Mortgage Trust, Series 2014-1, Class A2                                  | CUSIP: 46643VAC1<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |     1993063 | PA      | $1963912.91    | 0.02%             | 2033-05-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                              | Macquarie Bank Ltd.                                                                        | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     9100000 | PA      | $9172552.66    | 0.09%             | 2027-07-02      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CD&R Smokey Buyer, Inc.                                          | CD&R Smokey Buyer, Inc.                                                                    | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $342819.00     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                        | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $2000830.12    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                          | Citigroup Global Markets Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | DBT              | CORP              | US        |     5400000 | PA      | $6042861.05    | 0.06%             | 2029-04-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      655000 | PA      | $692999.17     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016FZV9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    20190000 | PA      | $20253769.31   | 0.19%             | 2026-01-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $998750.40     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                  | Sumitomo Mitsui Trust Bank Ltd.                                                            | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    17650000 | PA      | $17726142.81   | 0.17%             | 2026-03-09      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM1, Class A1                                | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6305694 | PA      | $6298711.30    | 0.06%             | 2063-01-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                               | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     1537000 | PA      | $1664457.26    | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                   | HSBC USA, Inc.                                                                             | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    31192000 | PA      | $31388308.10   | 0.30%             | 2027-03-04      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                    | SG Residential Mortgage Trust, Series 2022-2, Class A2                                     | CUSIP: 78434KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4349852 | PA      | $4343231.17    | 0.04%             | 2062-08-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    91630000 | PA      | $-1321999.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Xerox Corp.                                                      | Xerox Corp.                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      570000 | PA      | $591479.88     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Remington LLC                                                    | Remington LLC                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    10425437 | NS      | $10.43         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      690000 | PA      | $712876.26     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    13760000 | PA      | $13793846.85   | 0.13%             | 2026-08-14      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1036180.85    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    18390000 | PA      | $18419755.02   | 0.18%             | 2027-08-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                       | Grifols SA                                                                                 | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $969017.90     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -12 | NC      | $-5384.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp.                                              | Baytex Energy Corp.                                                                        | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      655000 | PA      | $639999.98     | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      259348 | PA      | $259078.00     | 0.00%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      405000 | PA      | $425027.25     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                            | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    49744000 | PA      | $49771856.64   | 0.48%             | 2028-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan D                                                            | CUSIP: 90351NAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      411820 | PA      | $411177.65     | 0.00%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                    | Citigroup Mortgage Loan Trust, Series 2014-10, Class 4A1                                   | CUSIP: 17323FAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      551051 | PA      | $548841.14     | 0.01%             | 2037-02-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                 | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      680000 | PA      | $586840.00     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                   | Morgan Stanley Private Bank NA                                                             | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23063133.16   | 0.22%             | 2028-07-06      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                         | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    18097000 | PA      | $18170682.84   | 0.17%             | 2026-08-03      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                       | US Bank NA                                                                                 | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    18300000 | PA      | $18345744.69   | 0.18%             | 2027-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                  | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       85643 | PA      | $85642.99      | 0.00%             | 2026-06-30      | Variable      | 15.83%                | No            |                  3 | On Loan: No      |
| Itron, Inc.                                                      | Itron, Inc.                                                                                | CUSIP: 465741AN6<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1517575.50    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC                                                                         | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $471858.48     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $299456.27     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                      | PNC Bank NA                                                                                | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9203618.66    | 0.09%             | 2028-07-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-J11, Class 5A1                                         | CUSIP: 12668AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168500 | PA      | $137688.85     | 0.00%             | 2020-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2005-1, Class M6                                | CUSIP: 64352VKF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3954858 | PA      | $3704867.85    | 0.04%             | 2035-03-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                          | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                                        | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    16148698 | PA      | $16205314.94   | 0.16%             | 2041-10-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                             | EW Scripps Co. (The), 1st Lien Term Loan B-3                                               | CUSIP: 26928BAR0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      174210 | PA      | $167676.74     | 0.00%             | 2029-11-30      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2005-J6, Class 2A1                                          | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14183 | PA      | $13778.41      | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      540000 | PA      | $540395.82     | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                  | MED ParentCo LP, 1st Lien Term Loan B                                                      | CUSIP: 58401DAN4<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |      750010 | PA      | $751884.58     | 0.01%             | 2031-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                  | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      690000 | PA      | $704737.71     | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    25360000 | PA      | $25440913.62   | 0.24%             | 2027-07-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      626000 | PA      | $631164.50     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    31500000 | PA      | $31561281.05   | 0.30%             | 2026-01-29      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                           | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $685009.65     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                     | Rexford Industrial Realty LP                                                               | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     4984000 | PA      | $4985367.51    | 0.05%             | 2029-03-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4320000 | PA      | $4359725.04    | 0.04%             | 2027-08-07      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2622780.55    | 0.03%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1121567.04    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2023-DNA1, Class M1A                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     1676233 | PA      | $1702773.75    | 0.02%             | 2043-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    36240000 | PA      | $36368313.88   | 0.35%             | 2026-11-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -2230 | NC      | $833668.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $18400306.18   | 0.18%             | 2028-03-06      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                  | Moran Foods LLC, 1st Lien Term Loan A                                                      | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      786088 | PA      | $786088.37     | 0.01%             | 2029-01-02      | Variable      | 6.73%                 | No            |                  3 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20535000 | PA      | $20564872.88   | 0.20%             | 2026-01-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                               | Connect Finco SARL                                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1041829.00    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Adient US LLC                                                    | Adient US LLC, 1st Lien Term Loan B-2                                                      | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3062074 | PA      | $3064003.35    | 0.03%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                              | Bausch + Lomb Corp., 1st Lien Term Loan                                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      717224 | PA      | $717352.75     | 0.01%             | 2031-01-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                              | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1685483.96    | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290092.80     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                              | Macquarie Bank Ltd.                                                                        | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    13730000 | PA      | $13801914.17   | 0.13%             | 2028-06-12      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                                  | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      436000 | PA      | $439924.00     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8617.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                          | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030435 | PA      | $1003469.49    | 0.01%             | 2059-12-25      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3062000 | PA      | $3172905.64    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    24899000 | PA      | $25320270.41   | 0.24%             | 2027-10-28      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                       | Bear Stearns Asset-Backed Securities Trust, Series 2004-SD1, Class M2                      | CUSIP: 07384YSG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      783562 | PA      | $690995.98     | 0.01%             | 2042-12-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B-1                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      485115 | PA      | $484373.07     | 0.00%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $948446.80     | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                    | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      143000 | PA      | $145370.85     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | Wells Fargo Bank NA                                                                        | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    18051000 | PA      | $18213459.00   | 0.17%             | 2026-12-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    13430000 | PA      | $13503899.11   | 0.13%             | 2027-06-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDSABX                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    13370000 | PA      | $-3785167.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      483750 | PA      | $487035.59     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10068574.00   | 0.10%             | 2028-04-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $726678.21     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                          | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    33293000 | PA      | $33242061.71   | 0.32%             | 2026-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                      | TEGNA, Inc.                                                                                | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170176.46     | 0.00%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2022-4, Class A1                                        | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2660221 | PA      | $2648390.19    | 0.03%             | 2067-04-25      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                                   | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1883070.82    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1114615.08    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                 | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1853919.87    | 0.02%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust                              | American Home Mortgage Assets Trust, Series 2006-2, Class 2A1                              | CUSIP: 02660XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.25          | 0.00%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                 | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     2659000 | PA      | $2210008.73    | 0.02%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                           | Banc of America Alternative Loan Trust, Series 2006-4, Class 2A1                           | CUSIP: 05950AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210353 | PA      | $192599.11     | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2022-3, Class A1                                          | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8995937 | PA      | $8784321.81    | 0.08%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                            | WMG Acquisition Corp., 1st Lien Term Loan B                                                | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1177608 | PA      | $1178350.02    | 0.01%             | 2031-01-24      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Venator Materials LLC                                            | Venator Materials LLC, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      378145 | PA      | $359238.01     | 0.00%             | 2026-01-16      | Variable      | 14.32%                | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                      | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      447000 | PA      | $456232.79     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    13966000 | PA      | $14011631.39   | 0.13%             | 2027-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2007-5CB, Class 1A31                                        | CUSIP: 02150EBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.66          | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    13750000 | PA      | $13809125.00   | 0.13%             | 2027-02-19      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     2651442 | PA      | $2654305.66    | 0.03%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                         | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $2723388.58    | 0.03%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13881123.71   | 0.13%             | 2028-04-23      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1529362.29    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | Wells Fargo Bank NA                                                                        | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    17560000 | PA      | $17686212.50   | 0.17%             | 2026-08-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                        | Park River Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      814460 | PA      | $811063.96     | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-NC3, Class A1                  | CUSIP: 81377CAM0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $0.67          | 0.00%             | 2036-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    44880000 | PA      | $-1477959.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1943.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BofA Securities, Inc.                                            | BofA Securities, Inc.                                                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |    65000000 | PA      | $65000000.00   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                               | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    46087000 | PA      | $46246461.02   | 0.44%             | 2027-04-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDSABX                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6970000 | PA      | $-1211346.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                     | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      530000 | PA      | $545694.89     | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                         | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9221279.60    | 0.09%             | 2028-08-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                          | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6555563 | PA      | $6207023.05    | 0.06%             | 2065-04-25      | Variable      | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      759000 | PA      | $755842.64     | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                                       | Morgan Stanley Finance LLC, Series 0001                                                    | CUSIP: N/A<br>LEI: 5493003FCPSE9RKT4B56       | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3331500.00    | 0.03%             | 2028-03-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                   | Commonwealth Bank of Australia                                                             | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     6140000 | PA      | $6152361.11    | 0.06%             | 2026-11-27      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| NMG Parent LLC                                                   | NMG Parent LLC, Escrow                                                                     | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       46864 | NS      | $585800.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200462.40     | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | Goldman Sachs Bank USA                                                                     | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    47953000 | PA      | $48074039.13   | 0.46%             | 2027-05-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1975877.85    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2817796.25    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP, 1st Lien Term Loan B-6                                                | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      253597 | PA      | $253781.79     | 0.00%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                  | Escrow Rite Aid                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      128656 | PA      | $0.00          | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Roche Holdings, Inc.                                             | Roche Holdings, Inc.                                                                       | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    24806000 | PA      | $24949902.33   | 0.24%             | 2026-11-13      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bills                                                                        | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    23360000 | PA      | $23302073.04   | 0.22%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      805000 | PA      | $816736.90     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1316874.41    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                          | GSR Mortgage Loan Trust, Series 2006-3F, Class 2A7                                         | CUSIP: 362334JV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.66          | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                               | Siemens Funding BV                                                                         | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    22900000 | PA      | $22943418.40   | 0.22%             | 2028-05-26      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      143000 | PA      | $146811.05     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2406840.42    | 0.02%             | 2026-12-04      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Dexcom, Inc.                                                     | Dexcom, Inc.                                                                               | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |     8714000 | PA      | $8025594.00    | 0.08%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 2nd Lien Term Loan                                                      | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      251250 | PA      | $236803.13     | 0.00%             | 2030-02-01      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                           | Morgan Stanley Bank NA                                                                     | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     4760000 | PA      | $4778381.45    | 0.05%             | 2028-05-26      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -345000000 | PA      | $-340213980.60 | -3.26%            | 2055-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                    | Virtusa Corp., 1st Lien Term Loan B-2                                                      | CUSIP: 92828KAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      231549 | PA      | $231143.59     | 0.00%             | 2029-02-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC, 1st Lien Term Loan                                              | CUSIP: 81753HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89846 | PA      | $82690.86      | 0.00%             | 2028-06-29      | Variable      | 11.91%                | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 2nd Lien Term Loan B-3                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      535000 | PA      | $519784.60     | 0.00%             | 2028-01-31      | Variable      | 9.68%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp., 1st Lien Term Loan B-3                                                 | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |     1148366 | PA      | $1147573.48    | 0.01%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13277000 | PA      | $13297114.79   | 0.13%             | 2026-01-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                            | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8303631 | PA      | $8303626.34    | 0.08%             | 2044-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1332700.99    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                          | Daimler Truck Finance North America LLC                                                    | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13729487.89   | 0.13%             | 2028-01-13      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    45550000 | PA      | $-1203088.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1045469.25    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      735000 | PA      | $701365.67     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc., 1st Lien Term Loan B                                           | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1687165 | PA      | $1416273.92    | 0.01%             | 2029-05-01      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                              | MTU Aero Engines AG, Series MTX                                                            | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | DBT              | CORP              | DE        |     2800000 | PA      | $3741963.29    | 0.04%             | 2027-03-18      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust, Series 2006-R1, Class A2                           | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.36          | 0.00%             | 2046-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-484451.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    45555000 | PA      | $-238176.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | UBS AG                                                                                     | CUSIP: 902674ZX1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    20145000 | PA      | $20149167.60   | 0.19%             | 2025-09-11      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                 | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      710000 | PA      | $738160.02     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    13630000 | PA      | $13683937.18   | 0.13%             | 2027-06-11      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enviri Corp.                                                     | Enviri Corp., 1st Lien Term Loan B-3                                                       | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |      462080 | PA      | $458327.94     | 0.00%             | 2028-06-09      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        5176 | NC      | $775516.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94047.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -276000000 | PA      | $-277553808.24 | -2.66%            | 2055-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Claire's Boutiques, Inc.                                         | Claire's Boutiques, Inc., 1st Lien Term Loan                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2209899 | PA      | $751365.66     | 0.01%             | 2026-05-15      | Variable      | 11.60%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                      | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1378517 | PA      | $1327401.39    | 0.01%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1812196.26    | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1679709.99    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                | Alumina Pty. Ltd.                                                                          | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      650000 | PA      | $660483.85     | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $8076836.34    | 0.08%             | 2026-12-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Parsons Corp.                                                    | Parsons Corp.                                                                              | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $4292542.50    | 0.04%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                              | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $881034.32     | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                           | Morgan Stanley Bank NA                                                                     | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    21535000 | PA      | $21677581.51   | 0.21%             | 2028-01-14      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                   | Adjustable Rate Mortgage Trust, Series 2005-10, Class 1A21                                 | CUSIP: 007036TB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344189 | PA      | $324500.44     | 0.00%             | 2036-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc., 1st Lien Term Loan                                               | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |      233400 | PA      | $234202.90     | 0.00%             | 2027-01-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $297670.20     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Visio Trust                                                      | Visio Trust, Series 2022-1, Class A1                                                       | CUSIP: 92838CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1181782 | PA      | $1177434.42    | 0.01%             | 2057-08-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                          | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2300538.24    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $788017.40     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     9150000 | PA      | $9170900.25    | 0.09%             | 2027-10-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                         | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      780000 | PA      | $775223.67     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ANA Holdings, Inc.                                               | ANA Holdings, Inc.                                                                         | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | DBT              | CORP              | JP        |   400000000 | PA      | $3067605.73    | 0.03%             | 2031-12-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                                | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1450000 | PA      | $1526918.15    | 0.01%             | 2031-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| US Renal Care, Inc.                                              | US Renal Care, Inc., 1st Lien Term Loan C                                                  | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     1340578 | PA      | $1293992.47    | 0.01%             | 2028-06-28      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust              | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1              | CUSIP: 251510CX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52826 | PA      | $51354.19      | 0.00%             | 2020-02-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                           | Bear Stearns ARM Trust, Series 2005-12, Class 22A1                                         | CUSIP: 07387AGC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.43          | 0.00%             | 2036-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4552957.35    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   116850000 | PA      | $-651758.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      720000 | PA      | $764780.40     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Taiyo Yuden Co. Ltd.                                             | Taiyo Yuden Co. Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800V9G3X5PLB9AD43       | Long             | DBT              | CORP              | JP        |   740000000 | PA      | $5194175.09    | 0.05%             | 2030-10-18      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 59022CAA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7174000 | PA      | $7198751.23    | 0.07%             | 2026-09-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    14700000 | PA      | $14723492.22   | 0.14%             | 2028-01-21      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1022811.12    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1122087.20    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| QIAGEN NV                                                        | QIAGEN NV                                                                                  | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $3150421.38    | 0.03%             | 2031-09-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2246037.95    | 0.02%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                                 | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1395600 | PA      | $1397930.53    | 0.01%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    13390000 | PA      | $13464261.34   | 0.13%             | 2027-04-04      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    18320000 | PA      | $18376620.34   | 0.18%             | 2028-07-07      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                          | Fresenius SE & Co. KGaA                                                                    | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     2600000 | PA      | $3062413.09    | 0.03%             | 2028-03-11      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                    | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    47551000 | PA      | $47683350.12   | 0.46%             | 2026-07-31      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 21688ABN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    22900000 | PA      | $22986715.20   | 0.22%             | 2027-05-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9220000 | PA      | $-360973.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                                     | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2753260 | PA      | $2581181.25    | 0.02%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Airbnb, Inc.                                                     | Airbnb, Inc.                                                                               | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     7571000 | PA      | $7370368.50    | 0.07%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                         | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424688.01     | 0.00%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                                       | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     2095000 | PA      | $2194598.40    | 0.02%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                          | Sensata Technologies BV                                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     2075000 | PA      | $1987489.78    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    26350000 | PA      | $26463643.07   | 0.25%             | 2026-01-13      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2862000 | PA      | $2874703.39    | 0.03%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                   | Banc of America Mortgage Trust, Series 2007-3, Class 1A1                                   | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.07          | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M2                            | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $15145041.00   | 0.15%             | 2041-12-25      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    22800000 | PA      | $22920223.03   | 0.22%             | 2027-09-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102872.20     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    32905000 | PA      | $32963877.57   | 0.32%             | 2026-05-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $283563.69     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ESC SANCHEZ                                                      | ESC SANCHEZ                                                                                | CUSIP: 429ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3888000 | PA      | $0.04          | 0.00%             | 2025-11-25      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      240000 | PA      | $236439.50     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      965000 | PA      | $957235.49     | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Datadog, Inc.                                                    | Datadog, Inc.                                                                              | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |    13337000 | PA      | $12883240.85   | 0.12%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                         | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $2421725.94    | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   365700000 | PA      | $-1964862.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                          | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      577000 | PA      | $588892.41     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1016000 | PA      | $1032764.00    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TLA1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2626000 | PA      | $2626362.89    | 0.03%             | 2025-09-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      950000 | PA      | $986030.65     | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      895000 | PA      | $963243.75     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC, 1st Lien Term Loan                                            | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      746852 | PA      | $745791.59     | 0.01%             | 2031-07-16      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| WhiteWater Whistler Holdings LLC                                 | WhiteWater Whistler Holdings LLC, 1st Lien Term Loan B-3                                   | CUSIP: 96620EAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      562568 | PA      | $560458.79     | 0.01%             | 2030-02-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        3383 | NC      | $670666.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                          | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2623990.10    | 0.03%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.             | Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 3A1             | CUSIP: 225458G28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6733 | PA      | $6365.10       | 0.00%             | 2020-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                  | Moran Foods LLC, 1st Lien Term Loan                                                        | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      707784 | PA      | $707783.99     | 0.01%             | 2029-01-02      | Variable      | 12.73%                | No            |                  3 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2292090.32    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    21505000 | PA      | $21515668.42   | 0.21%             | 2025-09-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                      | Emergent BioSolutions, Inc.                                                                | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $941896.01     | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LEG Immobilien SE                                                | LEG Immobilien SE                                                                          | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      700000 | PA      | $756091.17     | 0.01%             | 2028-06-30      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    34583000 | PA      | $34807607.25   | 0.33%             | 2028-02-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                                 | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     2601119 | PA      | $2228604.55    | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                              | Macquarie Bank Ltd.                                                                        | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     8900000 | PA      | $8975884.69    | 0.09%             | 2026-12-07      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                  | Impac CMB Trust, Series 2004-6, Class 1A2                                                  | CUSIP: 45254NKD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.48          | 0.00%             | 2034-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                     | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      320000 | PA      | $342707.84     | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP, 1st Lien Term Loan B-5                                                | CUSIP: 11823LAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      183387 | PA      | $183405.31     | 0.00%             | 2026-11-02      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                               | Arches Buyer, Inc.                                                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      585000 | PA      | $568948.36     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC, 1st Lien Term Loan B                                               | CUSIP: 82568TAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98908 | PA      | $99254.17      | 0.00%             | 2027-10-01      | Variable      | 10.31%                | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                            | Global Infrastructure Solutions, Inc.                                                      | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1014940.88    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      318000 | PA      | $317109.60     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CoreCivic, Inc.                                                  | CoreCivic, Inc.                                                                            | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1074243.52    | 0.01%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg SARL                                             | ICON Luxembourg SARL, 1st Lien Term Loan                                                   | CUSIP: L5000DAE7<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |      155169 | PA      | $155581.78     | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                            | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M4                             | CUSIP: 41753CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3555000 | PA      | $3349564.37    | 0.03%             | 2046-09-25      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50600000 | PA      | $50702781.25   | 0.49%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4083.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                             | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |      818000 | PA      | $0.01          | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Discovery Communications LLC                                     | Discovery Communications LLC                                                               | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      185000 | PA      | $136552.20     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1533737.88    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SSB Equipment Co., Inc.                                          | SSB Equipment Co., Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       21927 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    23011000 | PA      | $23161069.00   | 0.22%             | 2028-02-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                        | Serta Simmons Bedding LLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       21927 | NS      | $214884.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, 1st Lien Term Loan                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      994898 | PA      | $991007.91     | 0.01%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1                                        | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     2604628 | PA      | $2612714.00    | 0.03%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      734000 | PA      | $763784.99     | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                            | Venator Materials LLC, 1st Lien Term Loan                                                  | CUSIP: L9632YAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      618393 | PA      | $432875.09     | 0.00%             | 2028-10-12      | Variable      | 14.32%                | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA1, Class M1A                                       | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |     5109157 | PA      | $5129899.81    | 0.05%             | 2042-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2864182.04    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RAMP Trust                                                       | RAMP Trust, Series 2005-EFC6, Class M4                                                     | CUSIP: 76112BK58<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2540000 | PA      | $2424914.12    | 0.02%             | 2035-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                         | COLT Mortgage Loan Trust, Series 2022-7, Class A1                                          | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1904466 | PA      | $1898750.24    | 0.02%             | 2067-04-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      610000 | PA      | $645649.43     | 0.01%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                   | HarborView Mortgage Loan Trust, Series 2006-9, Class 2A1A                                  | CUSIP: 41161XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00          | 0.00%             | 2036-11-19      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R04, Class 1M1                            | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7656348 | PA      | $7811515.01    | 0.07%             | 2043-05-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2378265.44    | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $975594.43     | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.               | National Rural Utilities Cooperative Finance Corp.                                         | CUSIP: 63743HFV9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    36600000 | PA      | $36618926.23   | 0.35%             | 2025-12-03      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                            | Clydesdale Acquisition Holdings, Inc.                                                      | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1212408.85    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      450000 | PA      | $455804.34     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      179000 | PA      | $182974.05     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Venator Materials LLC                                            | Venator Materials LLC, 1st Lien Term Loan B                                                | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      377402 | PA      | $358531.76     | 0.00%             | 2026-07-16      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                             | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2234403 | PA      | $2204394.97    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                            | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2305000 | PA      | $2442147.50    | 0.02%             | 2029-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAT7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22999218.69   | 0.22%             | 2027-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $588838.30     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc.                                                                        | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2061390.03    | 0.02%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets Funding Luxembourg SCA                  | Citigroup Global Markets Funding Luxembourg SCA                                            | CUSIP: N/A<br>LEI: 549300EVRWDWFJUNNP53       | Long             | DBT              | CORP              | LU        |     5700000 | PA      | $7170579.45    | 0.07%             | 2028-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                   | Raven Acquisition Holdings LLC                                                             | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1018715.00    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                         | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |     1858441 | PA      | $1866744.22    | 0.02%             | 2069-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3425000 | PA      | $3517146.20    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2022-2, Class A1                                          | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6727548 | PA      | $6409888.85    | 0.06%             | 2067-01-25      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                        | Toyota Motor Credit Corp.                                                                  | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $27607227.73   | 0.26%             | 2027-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2007-5, Class A6                                   | CUSIP: 12544VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.65          | 0.00%             | 2037-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $976177.44     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Evhc Physical Equity                                         | New Evhc Physical Equity                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       36258 | NS      | $621824.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2006-S10, Class 1A1                                                    | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.43          | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                             | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      236995 | PA      | $482332.22     | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings, Inc.                                       | Trident TPI Holdings, Inc., 1st Lien Term Loan B-7                                         | CUSIP: 00216EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      584755 | PA      | $558230.91     | 0.01%             | 2028-09-15      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1667274.47    | 0.02%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2022-NQM4, Class A1                                                     | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2559825 | PA      | $2555067.65    | 0.02%             | 2067-08-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                | Chevron USA, Inc.                                                                          | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    22980000 | PA      | $23044344.00   | 0.22%             | 2028-08-13      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      196000 | PA      | $196813.43     | 0.00%             | 2027-07-28      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                            | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1334008 | PA      | $1334413.85    | 0.01%             | 2042-01-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                             | Compass Minerals International, Inc.                                                       | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      180000 | PA      | $188277.30     | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    22620000 | PA      | $22704082.39   | 0.22%             | 2027-04-05      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1206415.20    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                          | National Bank of Canada                                                                    | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    18050000 | PA      | $18080334.65   | 0.17%             | 2027-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                              | Starwood Mortgage Residential Trust, Series 2019-INV1, Class A3                            | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      616337 | PA      | $608894.93     | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                            | PayPal Holdings, Inc.                                                                      | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    25917000 | PA      | $26007475.47   | 0.25%             | 2028-03-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                 | JPMorgan Prime Money Market Fund, Class IM                                                 | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  4756131293 | NS      | $4757558132.84 | 45.59%            |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                      | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      445000 | PA      | $448289.55     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      450000 | PA      | $441000.00     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Skopima Consilio Parent LLC                                      | Skopima Consilio Parent LLC, 1st Lien Term Loan                                            | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      936196 | PA      | $878516.50     | 0.01%             | 2028-05-12      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6740000 | PA      | $6765893.87    | 0.06%             | 2027-07-22      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                               | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1                               | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680074 | PA      | $621041.81     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    36740000 | PA      | $36992999.72   | 0.35%             | 2026-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., 1st Lien Term Loan B-1                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      743826 | PA      | $738872.26     | 0.01%             | 2029-04-16      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| APi Group DE, Inc.                                               | APi Group DE, Inc., 1st Lien Term Loan                                                     | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      476717 | PA      | $476192.16     | 0.00%             | 2029-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                       | RALI Trust, Series 2003-QS20, Class CB                                                     | CUSIP: 76110HMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6573 | PA      | $4194.22       | 0.00%             | 2018-11-25      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| DraftKings Holdings, Inc.                                        | DraftKings Holdings, Inc.                                                                  | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |     5066000 | PA      | $4649919.64    | 0.04%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                                     | JD.com, Inc.                                                                               | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      793000 | PA      | $809256.50     | 0.01%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    17500000 | PA      | $17635475.73   | 0.17%             | 2026-06-05      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                    | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    33245000 | PA      | $33289613.13   | 0.32%             | 2026-01-09      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                 | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1150000 | PA      | $1140572.42    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2023-INV2, Class A1                                                      | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4033073 | PA      | $4074875.67    | 0.04%             | 2058-10-25      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                 | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    22500000 | PA      | $22631780.25   | 0.22%             | 2027-01-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274747.33     | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corp.                                             | Exact Sciences Corp.                                                                       | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     4466000 | PA      | $4039598.60    | 0.04%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2139208.07    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pike Corp.                                                       | Pike Corp.                                                                                 | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      885000 | PA      | $885256.65     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                            | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    18360000 | PA      | $18453836.67   | 0.18%             | 2027-03-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                  | KDC/ONE Development Corp., Inc., 1st Lien Term Loan                                        | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      329271 | PA      | $329478.81     | 0.00%             | 2028-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                            | Miter Brands Acquisition Holdco, Inc.                                                      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      945000 | PA      | $974165.54     | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      510000 | PA      | $560701.14     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1094722.82    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      210000 | PA      | $212157.12     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                                    | Nomura Resecuritization Trust, Series 2015-2R, Class 4A1                                   | CUSIP: 65540UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215077 | PA      | $213043.92     | 0.00%             | 2036-12-26      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Constellation Renewables LLC                                     | Constellation Renewables LLC, 1st Lien Term Loan                                           | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |      788009 | PA      | $787354.57     | 0.01%             | 2027-12-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                 | Mastercard, Inc.                                                                           | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    13855000 | PA      | $13854986.84   | 0.13%             | 2028-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc.                                                                 | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290090.19     | 0.00%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                 | Ensemble RCM LLC, 1st Lien Term Loan B                                                     | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     1023339 | PA      | $1027412.29    | 0.01%             | 2029-08-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-94564.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                           | Alternative Loan Trust, Series 2006-J3, Class 2A1                                          | CUSIP: 021469AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152545 | PA      | $138454.48     | 0.00%             | 2020-12-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                            | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      811136 | PA      | $811135.76     | 0.01%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust, Series 2021-NQM1, Class A1                                   | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3813555 | PA      | $3434448.07    | 0.03%             | 2051-09-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2006-FM3, Class A1                                                     | CUSIP: 36245TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |           1 | PA      | $0.66          | 0.00%             | 2036-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Ring Container Technologies Group LLC                            | Ring Container Technologies Group LLC, 1st Lien Term Loan                                  | CUSIP: 76680YAH5<br>LEI: 254900MFUG4RPN6Y4A98 | Long             | LON              | CORP              | US        |      434362 | PA      | $436060.86     | 0.00%             | 2028-08-14      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    21890000 | PA      | $21923050.84   | 0.21%             | 2026-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                           | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     3028603 | PA      | $2786314.76    | 0.03%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      593000 | PA      | $595881.98     | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                 | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      860000 | PA      | $808331.03     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15822000 | PA      | $15934412.46   | 0.15%             | 2028-03-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1516069 | PA      | $1515811.60    | 0.01%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1968785.70    | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                   | JELD-WEN, Inc.                                                                             | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |      900000 | PA      | $885470.94     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    18310000 | PA      | $18365479.30   | 0.18%             | 2027-07-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                               | New Century Home Equity Loan Trust, Series 2003-5, Class AI7                               | CUSIP: 64352VEF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         291 | PA      | $289.58        | 0.00%             | 2033-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                    | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1862664.10    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                         | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      735000 | PA      | $761305.86     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                            | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1024695.75    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1877780.72    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11506926 | PA      | $11597120.51   | 0.11%             | 2063-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                      | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $894324.69     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                                   | US Foods, Inc.                                                                             | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1102428.49    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STMicroelectronics NV                                            | STMicroelectronics NV, Series B                                                            | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | DBT              | CORP              | NL        |     5400000 | PA      | $5230813.79    | 0.05%             | 2027-08-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc., 1st Lien Term Loan B                                          | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      184978 | PA      | $186509.47     | 0.00%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     8240000 | PA      | $8193191.53    | 0.08%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2651000 | PA      | $2656174.75    | 0.03%             | 2026-02-13      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                              | Phoenix Newco, Inc., 1st Lien Term Loan                                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      972970 | PA      | $973476.01     | 0.01%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA, 1st Lien Term Loan                                                    | CUSIP: L0178UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      673854 | PA      | $582149.31     | 0.01%             | 2027-10-29      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | Forward Foreign Currency Contract                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $571379.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    17010000 | PA      | $17018449.55   | 0.16%             | 2027-01-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                   | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1030257.57    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                     | ING Groep NV                                                                               | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1059264.49    | 0.01%             | 2027-09-11      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                  | Sumitomo Mitsui Trust Bank Ltd.                                                            | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    10540000 | PA      | $10619308.55   | 0.10%             | 2026-09-14      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17550000 | PA      | $17700013.54   | 0.17%             | 2026-07-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    18340000 | PA      | $18426421.20   | 0.18%             | 2027-09-11      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | Australia & New Zealand Banking Group Ltd.                                                 | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    13730000 | PA      | $13791501.48   | 0.13%             | 2028-06-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1530731.80    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                                     | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      307144 | PA      | $310215.44     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc., 1st Lien Term Loan                                             | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      984244 | PA      | $984529.82     | 0.01%             | 2027-08-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1048914.84    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2025-NQM1, Class A1                                                     | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5155380 | PA      | $5187281.15    | 0.05%             | 2069-11-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                          | Mercedes-Benz Finance North America LLC                                                    | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    17540000 | PA      | $17607466.03   | 0.17%             | 2028-03-31      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                | ACCO Brands Corp.                                                                          | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $937376.08     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                      | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    18160000 | PA      | $18178770.36   | 0.17%             | 2026-04-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    13480000 | PA      | $13502511.60   | 0.13%             | 2025-11-03      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                       | Camelot US Acquisition LLC, 1st Lien Term Loan B                                           | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      265331 | PA      | $263539.64     | 0.00%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                             | Caterpillar Financial Services Corp.                                                       | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    27300000 | PA      | $27417206.82   | 0.26%             | 2026-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                     | MASTR Alternative Loan Trust, Series 2005-5, Class 3A1                                     | CUSIP: 576434T20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $0.75          | 0.00%             | 2035-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The), 1st Lien Term Loan B                                                    | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1496621 | PA      | $1275869.38    | 0.01%             | 2028-06-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Unity Software, Inc.                                             | Unity Software, Inc.                                                                       | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3541920.00    | 0.03%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1769950.00    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -1436 | NC      | $-437138.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Escrow                                                                     | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |      367440 | PA      | $0.00          | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                        | First Student Bidco, Inc., 1st Lien Term Loan C                                            | CUSIP: 33718FAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      195110 | PA      | $195049.61     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFM8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    16625000 | PA      | $16638399.92   | 0.16%             | 2026-01-12      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                      | GSAMP Trust, Series 2007-HE1, Class A2C                                                    | CUSIP: 3622MDAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8056525 | PA      | $7524844.43    | 0.07%             | 2047-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                           | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    10324591 | PA      | $10813871.10   | 0.10%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                          | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $632804.25     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                                   | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    13125000 | PA      | $13230204.62   | 0.13%             | 2026-06-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                                       | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |     9372210 | PA      | $9550723.08    | 0.09%             | 2042-08-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class M1A                                       | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |     5780541 | PA      | $5791407.96    | 0.06%             | 2042-02-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1700738.86    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2860000 | PA      | $2969683.86    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    18210000 | PA      | $18262777.50   | 0.18%             | 2026-10-05      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2                            | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11309317 | PA      | $11380000.23   | 0.11%             | 2041-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                            | FGI Operating Co. LLC, 1st Lien Term Loan                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2242562 | PA      | $22425.62      | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Daifuku Co. Ltd.                                                 | Daifuku Co. Ltd., Series 2028                                                              | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | DBT              | CORP              | JP        |   140000000 | PA      | $1343268.35    | 0.01%             | 2028-09-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    29148000 | PA      | $29244787.10   | 0.28%             | 2028-01-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                               | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499212.65     | 0.00%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3635000 | PA      | $3691258.90    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AmeriGas Partners LP                                             | AmeriGas Partners LP                                                                       | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $614029.29     | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    29911000 | PA      | $29963743.56   | 0.29%             | 2026-04-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8952000 | PA      | $8987623.77    | 0.09%             | 2027-04-19      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    29080000 | PA      | $29200594.76   | 0.28%             | 2027-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust, Series 2020-1, Class B1                                          | CUSIP: 03464RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2907000 | PA      | $2651231.09    | 0.03%             | 2059-12-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                          | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      328000 | PA      | $340373.82     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2616260.21    | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                         | CUSIP: 592179KK0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $13925873.46   | 0.13%             | 2026-04-09      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding LLC                                                  | MYT Holding LLC, Series A                                                                  | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     2223481 | NS      | $2686698.80    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GCAT Trust                                                       | GCAT Trust, Series 2020-NQM1, Class A1                                                     | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1932316 | PA      | $1892686.18    | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                  | Amer Sports Co.                                                                            | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1069464.50    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                               | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1199393.60    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11300000 | PA      | $11384337.89   | 0.11%             | 2027-01-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10886000 | PA      | $10905810.89   | 0.10%             | 2027-09-10      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                  | Transocean Titan Financing Ltd.                                                            | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      319762 | PA      | $328198.18     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      445000 | PA      | $464836.77     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                       | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $249003.04     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2100253.26    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC                                   | Anywhere Real Estate Group LLC                                                             | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $403659.12     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                                        | PRA Health Sciences, Inc., 1st Lien Term Loan B                                            | CUSIP: L5000DAF4<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | US        |       38660 | PA      | $38763.31      | 0.00%             | 2028-07-03      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1094000 | PA      | $1104917.03    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp.                                                                           | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1425883.43    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc.                                                                   | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      910000 | PA      | $892652.76     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | CDS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9220000 | PA      | $406855.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $749458.28     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                      | Moran Foods Backstop Equity                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 21191575117 | NS      | $21191.58      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1006000 | PA      | $974034.15     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    30546000 | PA      | $30558515.61   | 0.29%             | 2026-09-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings, Inc.                                            | Affirm Holdings, Inc.                                                                      | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4459000 | PA      | $5347719.77    | 0.05%             | 2029-12-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Trust                                                      | RFMSI Trust, Series 2006-SA4, Class 2A1                                                    | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      354367 | PA      | $298557.70     | 0.00%             | 2036-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                              | Conair Holdings LLC, 1st Lien Term Loan B                                                  | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      588804 | PA      | $385666.72     | 0.00%             | 2028-05-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1063810.34    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Thoughtworks, Inc.                                               | Thoughtworks, Inc., 1st Lien Term Loan                                                     | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      181020 | PA      | $176857.02     | 0.00%             | 2028-03-24      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                  | JH North America Holdings, Inc.                                                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      193000 | PA      | $195106.60     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| International Oncology Care, Inc.                                | International Oncology Care, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      157709 | NS      | $2386137.17    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                              | CDI                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    37000000 | PA      | $-1208651.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1                   | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $2.25          | 0.00%             | 2037-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Orpar SA                                                         | Orpar SA                                                                                   | CUSIP: N/A<br>LEI: 969500Q51JTZKFW62B83       | Long             | DBT              | CORP              | FR        |     4700000 | PA      | $5259696.40    | 0.05%             | 2031-02-07      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Okta, Inc.                                                       | Okta, Inc.                                                                                 | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3452650.17    | 0.03%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B-11                                                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      612407 | PA      | $611543.78     | 0.01%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1019986.24    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    27480000 | PA      | $27591926.04   | 0.26%             | 2027-10-26      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    22900000 | PA      | $22972475.98   | 0.22%             | 2026-12-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                  | CHL Mortgage Pass-Through Trust, Series 2005-21, Class A2                                  | CUSIP: 126694CE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238141 | PA      | $126187.05     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    15460000 | PA      | $15510658.86   | 0.15%             | 2027-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3479095.74    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                                   | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1885190.88    | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      762000 | PA      | $770424.67     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust, Series 2021-3, Class A1                              | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11466464 | PA      | $10156140.29   | 0.10%             | 2066-08-25      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                            | Claire's Stores, Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        6397 | NS      | $0.01          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| State Street Corp.                                               | State Street Corp.                                                                         | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3161000 | PA      | $3181657.83    | 0.03%             | 2028-04-24      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1000868.51    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                              | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1276756.89    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     5295000 | PA      | $5109577.78    | 0.05%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                         | John Deere Capital Corp.                                                                   | CUSIP: 24422EYB9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    23720000 | PA      | $23732548.59   | 0.23%             | 2027-01-05      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2170000 | PA      | $2265332.44    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                            | Kansai Paint Co. Ltd.                                                                      | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | DBT              | CORP              | JP        |   820000000 | PA      | $6009594.77    | 0.06%             | 2029-03-08      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1                                        | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    10620768 | PA      | $10641661.87   | 0.10%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2020-R01, Class 1B1                            | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13867000 | PA      | $14207236.55   | 0.14%             | 2040-01-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13882489.61   | 0.13%             | 2026-10-01      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1466432.27    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust, Series 2024-7, Class A1                                        | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     8139935 | PA      | $8127577.52    | 0.08%             | 2069-09-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux SARL                                          | Jazz Financing Lux SARL, 1st Lien Term Loan B-2                                            | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      368656 | PA      | $369423.13     | 0.00%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1163382.75    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                               | BMW US Capital LLC                                                                         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23072289.00   | 0.22%             | 2027-08-11      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                    | Global Medical Response, Inc.                                                              | CUSIP: 37960BAB1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     2097837 | PA      | $2097837.00    | 0.02%             | 2028-10-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    13720000 | PA      | $13754892.84   | 0.13%             | 2026-11-02      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    18400000 | PA      | $18476794.06   | 0.18%             | 2028-01-31      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1164366 | PA      | $1163399.29    | 0.01%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B                                       | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     9775000 | PA      | $10062189.50   | 0.10%             | 2042-04-25      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                     | American Honda Finance Corp.                                                               | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    17380000 | PA      | $17399510.61   | 0.17%             | 2026-05-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Indy US Holdco LLC                                               | Indy US Holdco LLC, 1st Lien Term Loan                                                     | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      405260 | PA      | $402726.84     | 0.00%             | 2030-10-31      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      860000 | PA      | $871151.62     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mallinckrodt plc                                                 | Mallinckrodt plc                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        4790 | NS      | $469719.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    18310000 | PA      | $18405786.02   | 0.18%             | 2027-06-23      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      385000 | PA      | $400801.56     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      548000 | PA      | $569107.32     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-47, Class QI                                                      | CUSIP: 3136BH3G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    35227648 | PA      | $4327332.53    | 0.04%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2448000 | PA      | $2447247.48    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1                            | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577031 | PA      | $577029.60     | 0.01%             | 2044-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                              | Baytex Energy Corp.                                                                        | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     1030000 | PA      | $1051336.45    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2825000 | PA      | $2898368.08    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    30000000 | PA      | $30136644.60   | 0.29%             | 2027-03-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3029000 | PA      | $3031477.90    | 0.03%             | 2026-12-09      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer