# EDGAR Filing Document

**Accession Number:** 0001480207
**File Stem:** 0001193125-26-245109
**Filing Date:** 2026-5
**Character Count:** 529344
**Document Hash:** 4d6caed64332ae0c6c668c902c39b8db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-245109.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001193125-26-245109

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DoubleLine Funds Trust
- **CENTRAL INDEX KEY:** 0001480207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22378
- **FILM NUMBER:** 261035052

**BUSINESS ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602
- **BUSINESS PHONE:** (813) 791-7333

**MAIL ADDRESS:**
- **STREET 1:** 2002 N. TAMPA ST.,
- **STREET 2:** SUITE 200
- **CITY:** TAMPA
- **STATE:** FL
- **ZIP:** 33602

## Series and Classes Contracts Data

### DoubleLine Flexible Income Fund (Series ID: S000044832)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139216 | Class I      | DFLEX           |
| C000139217 | Class N      | DLINX           |
| C000213588 | Class R6     | DFFLX           |
| C000265923 | I2           |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DoubleLine Funds Trust

- **b. Investment Company Act file number:** 811-22378

- **c. CIK number of Registrant:** 0001480207

- **d. LEI of Registrant:** 549300MUFFXFRMY0RH66

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

  - **Street Address 1:** 2002 North Tampa Street

  - **City:** Tampa

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33602

  - **Telephone number:** 813-791-7333

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

- **a. Name of Series:** DoubleLine Flexible Income Fund

- **b. EDGAR series identifier (if any):** S000044832

- **c. LEI of Series:** 5493009OEOOJK54WE413

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1483405884.41

**Total Liabilities:** $41024199.90

**Net Assets:** $1442381684.51

**Delayed Delivery Securities:** $18670706.45

**Cash Not Reported:** $34809.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1223.000000000000 | **1-Year:** 37419.000000000000 | **5-Year:** 205865.000000000000 | **10-Year:** 69773.000000000000 | **30-Year:** 5021.000000000000

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

- **3-Month:** 450.000000000000 | **1-Year:** 21794.000000000000 | **5-Year:** 81094.000000000000 | **10-Year:** 23085.000000000000 | **30-Year:** 3322.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139216 | 0.52%                | 0.50%                | -0.64%               |
| Class ID C000139217 | 0.50%                | 0.48%                | -0.67%               |
| Class ID C000213588 | 0.53%                | 0.50%                | -0.75%               |
| Class ID C000265923 | 0.52%                | 0.50%                | -0.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39131.33                | $3543103.09                                |
| Month 2  | $322463.25               | $1153603.06                                |
| Month 3  | $-409942.96              | $-15462248.59                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12318303 | PA      | $150380.61    | 0.01%             | 2051-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    495000 | PA      | $484194.36    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132284.10    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2035606.04   | 0.14%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                              | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1437579.05   | 0.10%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                        | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $304695.00    | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2021-1 Ltd                                                              | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1179900.24   | 0.08%             | 2034-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WHITEWATER MATTERHORN HO                        | WhiteWater Matterhorn Holdings LLC                                               | CUSIP: 96618PAC0<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    419600 | PA      | $418200.63    | 0.03%             | 2032-06-16      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $231502.34    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                           | AIMCO CLO 21 Ltd                                                                 | CUSIP: 00901WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000050.00   | 0.07%             | 2037-04-18      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust Resecuritization 2008-1R                                  | CUSIP: 02152LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460621 | PA      | $214266.33    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177370.29    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $120770.62    | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25803180 | PA      | $1630585.53   | 0.11%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1611248.83   | 0.11%             | 2059-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1686685.77   | 0.12%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1142477.78   | 0.08%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit Clo 2019-4 Ltd                                               | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998198.20    | 0.07%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2021-1 Ltd                                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998681.80    | 0.07%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $353617.16    | 0.02%             | 2031-04-22      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $405580.00    | 0.03%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $287922.18    | 0.02%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $58244.40     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                     | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426603.95    | 0.03%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2415082 | PA      | $1471062.41   | 0.10%             | 2037-01-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                            | ACE Securities Corp Home Equity Loan Trust Series 2007-HE1                       | CUSIP: 00443LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980266 | PA      | $597042.54    | 0.04%             | 2037-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                 | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $91083.82     | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895040 | PA      | $1835801.39   | 0.13%             | 2029-10-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | BR        |    350000 | PA      | $321895.00    | 0.02%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 12 Ltd                                                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002219.80   | 0.14%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                        | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200918.02    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JA72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8380219 | PA      | $750256.66    | 0.05%             | 2066-02-16      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HA34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12030948 | PA      | $422185.21    | 0.03%             | 2050-08-20      | Floating      | 0.41%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1048364.31   | 0.07%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1095083 | PA      | $1097495.34   | 0.08%             | 2039-09-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398040 | PA      | $399062.13    | 0.03%             | 2036-12-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                           | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $533691.45    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2025-SFR1 Trust                                                             | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9255926.00   | 0.64%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ACORE Issuer, LLC                               | Acore 2026-FL1 Issuer LLC                                                        | CUSIP: 00485EAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2860000 | PA      | $2867132.84   | 0.20%             | 2043-08-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B22 Mortgage Trust                                                | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5647805 | PA      | $319419.50    | 0.02%             | 2054-01-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $317252.93    | 0.02%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70500.00     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | ACREC 2026-FL4 LLC                                                               | CUSIP: 004970AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520000 | PA      | $2516451.84   | 0.17%             | 2043-01-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                          | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    410000 | PA      | $427390.97    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227379.38    | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627000 | PA      | $1652977.33   | 0.11%             | 2057-08-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1034051.00   | 0.07%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS 2019-BWAY Mortgage Trust                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $10979.63     | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1655128.20   | 0.11%             | 2039-09-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAU8<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998532.20    | 0.07%             | 2030-11-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983444.90    | 0.07%             | 2030-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21353805 | PA      | $879368.89    | 0.06%             | 2058-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654539 | PA      | $654213.79    | 0.05%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2024-C10 Mortgage Trust                                                      | CUSIP: 096920AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3457000 | PA      | $385274.70    | 0.03%             | 2057-11-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAE5<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4015497.60   | 0.28%             | 2065-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785000 | PA      | $786986.84    | 0.05%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567442 | PA      | $1564425.46   | 0.11%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150043.77    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1470618.87   | 0.10%             | 2039-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2018-BNK11                                                                  | CUSIP: 06540TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56537560 | PA      | $451961.26    | 0.03%             | 2061-03-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2017-BNK5                                                                   | CUSIP: 06541WAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8378888 | PA      | $70578.72     | 0.00%             | 2060-06-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237762.50    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                        | Bear Stearns ALT-A Trust 2006-4                                                  | CUSIP: 073871AR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601419 | PA      | $444408.86    | 0.03%             | 2036-08-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2026-CART                                                               | CUSIP: 12433MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1359831.59   | 0.09%             | 2036-02-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202869.03    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $93955.74     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $154156.25    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                          | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101861.60    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                              | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    936436 | PA      | $851220.46    | 0.06%             | 2028-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-OA6                                                  | CUSIP: 12668BD91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627642 | PA      | $1516138.97   | 0.11%             | 2046-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2024-4                                                            | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499776.25    | 0.03%             | 2037-07-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAD3<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $900365.94    | 0.06%             | 2070-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18269000 | PA      | $1136443.24   | 0.08%             | 2054-03-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured                  | Castlelake Aircraft Securitization Trust 2018-1                                  | CUSIP: 14856CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468915 | PA      | $2432621.94   | 0.17%             | 2043-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                  | Castlelake Aircraft Structured Trust 2026-1                                      | CUSIP: 148924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $394368.80    | 0.03%             | 2051-03-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                              | Cathedral Lake VIII Ltd                                                          | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3452390.90   | 0.24%             | 2035-01-20      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158281.04    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                         | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $498975.53    | 0.03%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $394614.99    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                        | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159121.90    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65045.45     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV3                                                                   | CUSIP: 26847NAE1<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |   2829000 | PA      | $2852294.83   | 0.20%             | 2070-07-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                      | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $17637.42     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395187.63    | 0.03%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $326586.23    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $143175.00    | 0.01%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226981.81    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                           | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7685888.00   | 0.53%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394488 | PA      | $33059.55     | 0.00%             | 2041-09-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500528.35    | 0.03%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182867.72    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H4TL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7346864 | PA      | $990950.19    | 0.07%             | 2050-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HRCT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3185000 | PA      | $3165846.37   | 0.22%             | 2055-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ExteNet Systems                                 | ExteNet Issuer LLC                                                               | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1545573.30   | 0.11%             | 2054-07-25      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2016-KF18 Mortgage Trust                                                   | CUSIP: 30294VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639609 | PA      | $638961.45    | 0.04%             | 2026-05-25      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QT3E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2433483 | PA      | $2527399.42   | 0.18%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5017415 | PA      | $5109270.76   | 0.35%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104937.50    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $42623.52     | 0.00%             | 2033-03-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $44616.08     | 0.00%             | 2031-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $8491.50      | 0.00%             | 2031-07-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd                     | GS REFT 2026-FL1 Issuer Ltd                                                      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1471000 | PA      | $1474677.50   | 0.10%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding                   | Halcyon Loan Advisors Funding 2014-2 Ltd                                         | CUSIP: 40538DAA6<br>LEI: 549300U92YP85EMXX728 | Long             | ABS-CBDO         | CORP              | US        |    263445 | PA      | $25291.74     | 0.00%             | 2025-04-28      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2026-13 Ltd                                                                  | CUSIP: 716966AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $1845864.08   | 0.13%             | 2043-08-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                           | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193964.54    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $249651.57    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                        | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202466.96    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                        | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34212.50     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     93840 | PA      | $85818.54     | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                         | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $164680.10    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                           | Rockland Park CLO Ltd                                                            | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5005168.00   | 0.35%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     84000 | PA      | $71820.00     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97267.11     | 0.01%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AJ4<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995555.70    | 0.07%             | 2065-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354042.32    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIII                                                            | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5752552.20   | 0.40%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256024 | PA      | $237362.11    | 0.02%             | 2048-10-26      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158598.48    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182087.15    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-3                                                | CUSIP: 92490HAM8<br>LEI: 213800WC8BFD1C25XM36 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3017115.00   | 0.21%             | 2071-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-2                                                | CUSIP: 92540VAG0<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |   1493000 | PA      | $1499649.22   | 0.10%             | 2070-03-25      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAP6<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   1298000 | PA      | $1281919.08   | 0.09%             | 2071-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                            | Pretzel Parent, Inc., Senior Secured First Lien Term Loan                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    562882 | PA      | $547402.91    | 0.04%             | 2031-10-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     17801 | PA      | $17828.58     | 0.00%             | 2032-02-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1087585 | PA      | $1068628.06   | 0.07%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     32538 | PA      | $32660.46     | 0.00%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: ZL3654437<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $203547.58    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10713627 | PA      | $1829156.81   | 0.13%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HPV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7857519 | PA      | $7757464.14   | 0.54%             | 2056-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9576488 | PA      | $496573.26    | 0.03%             | 2037-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $487986.40    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3502000 | PA      | $3510511.96   | 0.24%             | 2070-05-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2026-NQM2 Trust                                                             | CUSIP: 36173JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587000 | PA      | $2594481.60   | 0.18%             | 2071-02-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553000 | PA      | $48972.74     | 0.00%             | 2033-03-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $22303.58     | 0.00%             | 2031-07-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                   | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAD0<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   4410000 | PA      | $4393585.54   | 0.30%             | 2065-10-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $268864.23    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                          | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311498.03    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106456.22    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245673.58    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $757440.85    | 0.05%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                           | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $218976.86    | 0.02%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                           | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648448.00    | 0.04%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260356.03    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                           | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199870.91    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                      | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574524 | PA      | $524695.75    | 0.04%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                        | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    693355 | PA      | $695261.90    | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4561558 | PA      | $2147176.87   | 0.15%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                         | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825000 | PA      | $838026.75    | 0.06%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KWT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30408981 | PA      | $4623716.00   | 0.32%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                              | Industrial F&B Investments III Inc                                               | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131462.88    | 0.01%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust 2022-1                                                    | CUSIP: 57109KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322889 | PA      | $319794.72    | 0.02%             | 2032-04-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173813.15    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7536006.75   | 0.52%             | 2045-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                        | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89359.08     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244320.36    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382TM43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5275738 | PA      | $869957.13    | 0.06%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10081073 | PA      | $34341.18     | 0.00%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2017-KF30 Mortgage Trust                                                   | CUSIP: 30296EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700066 | PA      | $697430.31    | 0.05%             | 2027-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B8P86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4146155 | PA      | $691496.16    | 0.05%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1177020.47   | 0.08%             | 2058-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                      | CUSIP: 61779RBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9836000 | PA      | $501488.46    | 0.03%             | 2058-11-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6922255 | PA      | $993799.70    | 0.07%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4679541 | PA      | $4720957.19   | 0.33%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342170.41    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180161.10    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423X2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8127915 | PA      | $1443276.17   | 0.10%             | 2052-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1488663 | PA      | $530148.23    | 0.04%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69095.91     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                    | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151417.65    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38385DG67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8434864 | PA      | $1220236.34   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38385F5Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12462064 | PA      | $1712647.82   | 0.12%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2233939.50   | 0.15%             | 2038-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228083.77    | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                            | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $44742.70     | 0.00%             | 2029-12-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                              | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    485000 | PA      | $476330.96    | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40                  | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $407985.60    | 0.03%             | 2035-01-20      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185919.92    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-7 LLC                                                                  | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798160.32    | 0.06%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170656.88    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257151.18    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1451117.23   | 0.10%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION                                | Phantom Aviation                                                                 | CUSIP: 71711GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1743598 | PA      | $1759686.22   | 0.12%             | 2051-01-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182418.82    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516500 | PA      | $522636.52    | 0.04%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $245022.45    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                           | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2909410.20   | 0.20%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                        | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    335000 | PA      | $345039.28    | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SSI ABS Issuer LLC                              | SSI ABS-2025-1 Issuer LLC                                                        | CUSIP: 78475CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723308 | PA      | $718593.16    | 0.05%             | 2065-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                              | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $204070.00    | 0.01%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162184.74    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVI Ltd                                                         | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $958929.90    | 0.07%             | 2034-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159043.02    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                 | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAJ0<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $824878.25    | 0.06%             | 2034-10-22      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445371.96    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154783.87    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155055.15    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan US Government Money M                  | JPMorgan US Government Money Market Fund                                         | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  14322267 | NS      | $14322266.75  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93056.25     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                        | Marble Point CLO XIX Ltd                                                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002585.00   | 0.35%             | 2038-10-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                      | Start Ltd/Bermuda                                                                | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | US        |    204321 | PA      | $210941.48    | 0.01%             | 2043-05-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                  | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430103 | PA      | $401469.89    | 0.03%             | 2035-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                  | MASTR Adjustable Rate Mortgages Trust 2006-2                                     | CUSIP: 576438AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67831 | PA      | $30067.07     | 0.00%             | 2036-04-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                              | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $233134.85    | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                        | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $127158.31    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAR0<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502577.00   | 0.10%             | 2031-10-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266251 | PA      | $142452.67    | 0.01%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92772.27     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501866.00   | 0.10%             | 2039-02-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221705.44    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54530.67     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                           | Termocandelaria Power SA                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $203813.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131834.97    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $1008024.74   | 0.07%             | 2051-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                    | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333837.19    | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                      | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $108701399.40 | 7.54%             | 2026-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13477932 | PA      | $13402859.11  | 0.93%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66248.05     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2021-4                                              | CUSIP: 91682NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51266 | PA      | $51192.37     | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $374578.32    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                         | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157128.51    | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AD1<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1378518.63   | 0.10%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                  | Octagon 64 Ltd                                                                   | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.07%             | 2035-07-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                  | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9994841.00   | 0.69%             | 2038-01-22      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AJ5<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1175459.40   | 0.08%             | 2067-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAF2<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2185556.92   | 0.15%             | 2069-04-25      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Octagon 73 Ltd                                  | Octagon 73 Ltd                                                                   | CUSIP: 67579HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $497421.55    | 0.03%             | 2038-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215289.22    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAE9<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504014.00   | 0.10%             | 2070-07-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAD2<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2109303.00   | 0.15%             | 2065-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    235000 | PA      | $225406.19    | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                      | Opal Bidco SAS                                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $510800.19    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant CLO IV-R Ltd                                                             | CUSIP: 92558RAC7<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2001346.20   | 0.14%             | 2037-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $148024.10    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033DAE7<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    600000 | PA      | $592805.53    | 0.04%             | 2035-09-08      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1200000 | PA      | $1151208.16   | 0.08%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                          | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $122198.63    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                        | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $234650.60    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430876.07    | 0.03%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AVRG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6169395 | PA      | $707098.41    | 0.05%             | 2047-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BC5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3355618 | PA      | $514297.43    | 0.04%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2817102 | PA      | $394673.21    | 0.03%             | 2050-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BTMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887907 | PA      | $1899465.69   | 0.13%             | 2054-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BYT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2723838 | PA      | $2705021.06   | 0.19%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XND43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4060550 | PA      | $4251425.21   | 0.29%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3293127 | PA      | $3260142.79   | 0.23%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791768 | PA      | $1867678.02   | 0.13%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7154965 | PA      | $514489.19    | 0.04%             | 2066-03-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                    | Hilton Grand Vacations Trust 2025-3EXT                                           | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    809761 | PA      | $816731.58    | 0.06%             | 2044-10-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42075.52     | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $195470.00    | 0.01%             | 2057-12-09      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155926.13    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                        | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120699.68    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1400000 | PA      | $1390789.40   | 0.10%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                  | PLYM Commercial Mortgage Trust 2026-IND                                          | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $962744.89    | 0.07%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                              | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54783.43     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2499903 | PA      | $2509007.05   | 0.17%             | 2033-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3001996.20   | 0.21%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104325.38    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122827.92    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                           | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101431.82    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                   | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185988.42    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001234.50   | 0.35%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122573.88    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                               | Polaris Newco LLC                                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    157839 | PA      | $139342.42    | 0.01%             | 2028-06-05      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                           | Ontario Gaming GTA LP                                                            | CUSIP: N/A<br>LEI: 894500EC9KLZLOC3V025       | Long             | LON              | CORP              | CA        |    600151 | PA      | $563875.01    | 0.04%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                           | Ovg Business Services LLC                                                        | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1117288 | PA      | $1118684.86   | 0.08%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORP                            | Hexion Holdings Corp                                                             | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    377036 | PA      | $361562.27    | 0.03%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    253400 | PA      | $222872.90    | 0.02%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                               | Par Petroleum LLC                                                                | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     82665 | PA      | $82840.66     | 0.01%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                        | Empresa Electrica Cochrane SpA                                                   | CUSIP: ZQ3807125<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    278400 | PA      | $278606.46    | 0.02%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | Orbia Advance Corp SAB de CV                                                     | CUSIP: EJ3632746<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $399758.35    | 0.03%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVEPAR A-1 EQUITY LINKED NOTE                  | INVEPAR A-1 EQUITY LINKED NOTE                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |     35079 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Residential Funding Mtg Sec I                   | RFMSI Series 2006-S8 Trust                                                       | CUSIP: 74957XAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2184309 | PA      | $1758475.29   | 0.12%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146427.82    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146739.13    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T                  | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260894 | PA      | $261208.59    | 0.02%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104176.08    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131540.63    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251403.75    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    720000 | PA      | $731818.80    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74843.30     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    159000 | PA      | $166481.43    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6612644 | PA      | $6729153.50   | 0.47%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                 | Vibrant Clo III Ltd                                                              | CUSIP: 92557UAY3<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | US        |    242548 | PA      | $242739.66    | 0.02%             | 2031-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2013-1 Ltd                                                              | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3904603.17   | 0.27%             | 2030-10-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                   | Wells Fargo Home Equity Asset-Backed Securities 2007-2 Trust                     | CUSIP: 9497EYAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4534286 | PA      | $3365343.44   | 0.23%             | 2037-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153884.21    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221661.88    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12367070 | PA      | $104506.69    | 0.01%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     49375 | PA      | $24045.63     | 0.00%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                         | CPPIB OVM Member US LLC                                                          | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292150 | PA      | $292405.23    | 0.02%             | 2031-08-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT Holdings I Corp                                                              | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    336482 | PA      | $336717.73    | 0.02%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                        | BPRL International Singapore Pte Ltd                                             | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | IN        |   1200000 | PA      | $1197338.38   | 0.08%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTERA ENERGY CORP                            | Frontera Energy Corp                                                             | CUSIP: BQ0258716<br>LEI: A25574TZFLBNK7NWQT47 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $195967.38    | 0.01%             | 2028-06-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR A D R            | STICHTING ADMINISTRATIEKANTOOR A D R                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Storm King Park CLO, Ltd                        | Storm King Park CLO LTD                                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4003440.00   | 0.28%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195574.98    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55694.98     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2014-3 CLO Ltd                                                        | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1499988.00   | 0.10%             | 2031-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278728.32    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325000 | PA      | $2205962.79   | 0.15%             | 2051-10-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1400000 | PA      | $1305500.00   | 0.09%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $495414.69    | 0.03%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                         | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $122304.09    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                 | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $474560.00    | 0.03%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                     | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684000 | PA      | $685828.47    | 0.05%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790165 | PA      | $702507.65    | 0.05%             | 2049-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85958.24     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                          | Colossus Acquireco LLC                                                           | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1451362 | PA      | $1448300.13   | 0.10%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      8971 | PA      | $9004.60      | 0.00%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS                          | TKO Worldwide Holdings LLC                                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    648850 | PA      | $649255.53    | 0.05%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    695000 | PA      | $694131.25    | 0.05%             | 2031-12-03      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                | Wipro IT Services LLC                                                            | CUSIP: BQ1012856<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198677.73    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |    392000 | PA      | $389613.35    | 0.03%             | 2070-10-27      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AJ7<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005104.10   | 0.07%             | 2070-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-R2                                               | CUSIP: 92538DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2568858.60   | 0.18%             | 2064-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2021-7                                                | CUSIP: 92538QAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4046960.50   | 0.28%             | 2066-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                                | CUSIP: 92540JAD4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4765118.30   | 0.33%             | 2069-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                           | Vital Care Issuer LLC                                                            | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2013379.60   | 0.14%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: AV1352799<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    295832 | PA      | $301760.11    | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                        | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | MX        |    759077 | PA      | $723020.94    | 0.05%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1761808 | PA      | $13528.92     | 0.00%             | 2060-01-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290592.27    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                          | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177722.82    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | STRU BA-6980 F140                                                                | CUSIP: BCCJ76LX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3950000 | PA      | $3954937.50   | 0.27%             | 2056-03-26      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AP0969109<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |    180000 | PA      | $178396.33    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     62116 | PA      | $3726.96      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                          | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: LW9384923<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $997180.16    | 0.07%             | 2026-07-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CYBORG OLDCO DC HOLDINGS                        | Cyborg Oldco DC Holdings Inc                                                     | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98874 | PA      | $0.00         | 0.00%             | 2024-05-01      | Floating      | 7.30%                 | No            |                  3 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1146238 | PA      | $1115197.56   | 0.08%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                        | Fertitta Entertainment LLC/NV                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1343120 | PA      | $1319615.39   | 0.09%             | 2029-01-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US Finance LLC                                                             | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    270648 | PA      | $237324.28    | 0.02%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FORTREA INC                                     | Fortrea Holdings Inc                                                             | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     15332 | PA      | $14802.97     | 0.00%             | 2030-07-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    207898 | PA      | $118873.06    | 0.01%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    724478 | PA      | $726818.41    | 0.05%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     70270 | PA      | $70496.97     | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285364 | PA      | $286531.49    | 0.02%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| VESTIS CORP                                     | Vestis Corp                                                                      | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    552607 | PA      | $534647.66    | 0.04%             | 2031-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1026201 | PA      | $947957.85    | 0.07%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    572911 | PA      | $573074.45    | 0.04%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    270838 | PA      | $271393.43    | 0.02%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG Inc                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1431821.48   | 0.10%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING                           | HomeServe USA Holding Corp                                                       | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    181762 | PA      | $180626.48    | 0.01%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ECOVYST CATALYST TECHNOL                        | Ecovyst Catalyst Technologies LLC                                                | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    104466 | PA      | $104680.32    | 0.01%             | 2031-06-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    846521 | PA      | $845416.02    | 0.06%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                         | OneDigital Borrower LLC                                                          | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    814800 | PA      | $789846.75    | 0.05%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | Ascend Learning LLC                                                              | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |   1419908 | PA      | $1389379.95   | 0.10%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     37500 | PA      | $37593.75     | 0.00%             | 2032-02-19      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                               | Primo Brands Corp                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1127499 | PA      | $1129939.59   | 0.08%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                        | Apro LLC                                                                         | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    886992 | PA      | $890872.72    | 0.06%             | 2031-07-09      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    447343 | PA      | $424765.50    | 0.03%             | 2028-09-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    106392 | PA      | $106571.26    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                           | Ellucian Holdings Inc                                                            | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     30000 | PA      | $28818.75     | 0.00%             | 2032-11-22      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                          | BCP Renaissance Parent LLC                                                       | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    262949 | PA      | $262292.11    | 0.02%             | 2028-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                             | Allspring Buyer LLC                                                              | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    743382 | PA      | $744891.15    | 0.05%             | 2030-11-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                    | VT Topco Inc                                                                     | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |    321640 | PA      | $312956.06    | 0.02%             | 2030-08-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                         | Grant Thornton Advisors LLC                                                      | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   1469697 | PA      | $1375695.37   | 0.10%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |   1081836 | PA      | $1067410.06   | 0.07%             | 2030-12-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE                                     | Natgasoline LLC                                                                  | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    334621 | PA      | $337757.75    | 0.02%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    323375 | PA      | $312954.24    | 0.02%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    260521 | PA      | $257264.24    | 0.02%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLD                        | Trucordia Insurance Holdings LLC                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    278362 | PA      | $257485.31    | 0.02%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      1562 | PA      | $1548.41      | 0.00%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                        | Southern Veterinary Partners LLC                                                 | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |   1435954 | PA      | $1425428.92   | 0.10%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    290663 | PA      | $291753.18    | 0.02%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2145131 | PA      | $2082386.33   | 0.14%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    327056 | PA      | $293123.73    | 0.02%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE MEDIA INC                            | Townsquare Media Inc                                                             | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    147164 | PA      | $108000.78    | 0.01%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     86457 | PA      | $86589.41     | 0.01%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |    103497 | PA      | $103432.23    | 0.01%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     26300 | PA      | $26283.94     | 0.00%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TIGER ACQUISITION LLC                           | Tiger Acquisition LLC                                                            | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    690145 | PA      | $691611.82    | 0.05%             | 2032-08-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |    324188 | PA      | $325132.51    | 0.02%             | 2032-09-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     37097 | PA      | $37183.76     | 0.00%             | 2032-10-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | Numericable US LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    769613 | PA      | $772660.87    | 0.05%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                        | Allison Transmission Inc                                                         | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    690000 | PA      | $693277.50    | 0.05%             | 2033-01-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | Aspire Bakeries Holdings LLC                                                     | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    391050 | PA      | $392027.63    | 0.03%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINANCING PARTNERSH                     | Sunrise Financing Partnership                                                    | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |   1025000 | PA      | $1020090.25   | 0.07%             | 2032-02-17      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    451109 | PA      | $452582.31    | 0.03%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGA                        | Starwood Property Mortgage LLC                                                   | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     97491 | PA      | $97612.90     | 0.01%             | 2030-01-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                     | CHG Healthcare Services Inc                                                      | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1943761 | PA      | $1947707.12   | 0.14%             | 2028-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                             | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    295000 | PA      | $282020.00    | 0.02%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     63268 | PA      | $63198.62     | 0.00%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                    | PetSmart LLC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    645000 | PA      | $641936.25    | 0.04%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                             | Victra Holdings LLC                                                              | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   1975757 | PA      | $1951060.13   | 0.14%             | 2029-03-29      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| MEADE PIPELINE CO LLC                           | Meade Pipeline Co LLC                                                            | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    495000 | PA      | $495824.18    | 0.03%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                        | United Talent Agency LLC                                                         | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    138600 | PA      | $138946.50    | 0.01%             | 2032-06-10      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| COMPOSECUREHOLDINGSLLC                          | CompoSecure Holdings LLC                                                         | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    605000 | PA      | $604624.90    | 0.04%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                        | Graham Packaging Co Inc                                                          | CUSIP: N/A<br>LEI: 549300YS0ZFT826HIK72       | Long             | LON              | CORP              | US        |    775000 | PA      | $768381.50    | 0.05%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WBB7<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1085796 | PA      | $1039025.71   | 0.07%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                        | NGL Energy Operating LLC                                                         | CUSIP: 62922KAH3<br>LEI: 5493008CQD36WWZJ3O79 | Long             | LON              | CORP              | US        |    320000 | PA      | $320750.40    | 0.02%             | 2033-03-11      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| VSE Corp                                        | VSE Corp                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    490000 | PA      | $490102.90    | 0.03%             | 2033-03-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: YR0121685<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1100000 | PA      | $1115345.00   | 0.08%             | 2035-04-30      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200112.64    | 0.01%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $393130.66    | 0.03%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1222461 | PA      | $1221122.69   | 0.08%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI Aqua Merger Sub Inc                                                           | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1285729 | PA      | $1284321.31   | 0.09%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                         | OEP Glass Purchaser LLC                                                          | CUSIP: 67115JAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325000 | PA      | $320430.50    | 0.02%             | 2033-03-02      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1030000 | PA      | $1024850.00   | 0.07%             | 2033-03-24      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                 | MV24 Capital BV                                                                  | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1179851 | PA      | $1178329.46   | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                          | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: YT7580970<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: BU3620418<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $786466.32    | 0.05%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                        | Prumo Participacoes e Investimentos S/A                                          | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1176693 | PA      | $1186958.95   | 0.08%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: BQ5241923<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $352601.28    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                         | MISC Capital Two Labuan Ltd                                                      | CUSIP: BV5958574<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198257.80    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                         | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1401749.16   | 0.10%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                       | BXP Trust 2017-GM                                                                | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475000 | PA      | $1440296.64   | 0.10%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                    | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1327782 | PA      | $1335546.75   | 0.09%             | 2039-09-15      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870528 | PA      | $869939.31    | 0.06%             | 2038-12-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2022-1 Ltd                                                    | CUSIP: 13877JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $960643.00    | 0.07%             | 2035-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2020-2 Ltd                                                        | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $484031.20    | 0.03%             | 2035-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $948412.70    | 0.07%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1793638.26   | 0.12%             | 2026-06-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: BP2326778<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $752957.82    | 0.05%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: QZ0784251<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $299852.57    | 0.02%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $365698.00    | 0.03%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XQBW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2473619 | PA      | $2548572.21   | 0.18%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-2 Ltd                                                                 | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350140 | PA      | $1350729.93   | 0.09%             | 2049-09-16      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2005-HYB9                                        | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66271 | PA      | $59268.36     | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3239707 | PA      | $1137474.25   | 0.08%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355721 | PA      | $122673.11    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                | Freddie Mac Strips                                                               | CUSIP: 31325YCD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6912425 | PA      | $1277733.65   | 0.09%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192022.21    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2018-RIVR                                      | CUSIP: 36255WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509000 | PA      | $4866.53      | 0.00%             | 2035-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                  | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2140527.27   | 0.15%             | 2060-12-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151105.95    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198264.50    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2007-A2                                                 | CUSIP: 46630PAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255546 | PA      | $210948.44    | 0.01%             | 2037-04-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                            | LBTY Commercial Mortgage Trust 2026-225L                                         | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1423322.32   | 0.10%             | 2043-02-10      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                           | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103021 | PA      | $46771.68     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161777.55    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153372.03    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                        | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214535.16    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                         | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $257162.77    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                         | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224372.50    | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp Mortgage Loan Trust 2007-OSI                    | CUSIP: 863619AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6259468 | PA      | $4192326.27   | 0.29%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $257150.33    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144572 | PA      | $1.45         | 0.00%             | 2048-08-15      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1301947.79   | 0.09%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                  | LCCM 2017-LC26                                                                   | CUSIP: 50190DAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2532000 | PA      | $2365305.53   | 0.16%             | 2050-07-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500146.55   | 0.10%             | 2031-07-16      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                            | CUSIP: 50208TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2834484.80   | 0.20%             | 2043-07-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $480008.31    | 0.03%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107093.75    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2996031.00   | 0.21%             | 2035-01-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182091.61    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987500 | PA      | $965327.86    | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                         | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90510.93     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1074438.25   | 0.07%             | 2040-07-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                  | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137551.86    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    551461 | PA      | $551962.45    | 0.04%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                            | LC Ahab US Bidco LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   1191394 | PA      | $1181713.94   | 0.08%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION L                        | Cornerstone Generation LLC                                                       | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    745000 | PA      | $746598.03    | 0.05%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    331658 | PA      | $332072.95    | 0.02%             | 2031-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114867 | PA      | $113430.83    | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                   | CQP Holdco LP                                                                    | CUSIP: 12657QAF0<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |    355516 | PA      | $354239.42    | 0.02%             | 2032-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | Freeport LNG Investments LLLP                                                    | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    795000 | PA      | $796327.65    | 0.06%             | 2033-01-31      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                       | Menlo CLO I Ltd                                                                  | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5005893.50   | 0.35%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                  | Merrill Lynch Mortgage Investors Trust Series 2006-AF1                           | CUSIP: 59023RAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527058 | PA      | $185818.68    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $6255902.92   | 0.43%             | 2044-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                  | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19237616 | PA      | $169829.68    | 0.01%             | 2029-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BF7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7241247 | PA      | $916264.70    | 0.06%             | 2046-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3727878 | PA      | $3825830.13   | 0.27%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                  | Merrill Lynch Alternative Note Asset Trust Series 2007-F1                        | CUSIP: 59023YAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256955 | PA      | $77373.95     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198222.82    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAL1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $175933.64    | 0.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Selection Trust 2021-3                                            | CUSIP: 69546RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556506 | PA      | $550314.18    | 0.04%             | 2029-05-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                            | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1998955.20   | 0.14%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117222.49    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8100000 | PA      | $8071872.75   | 0.56%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126548.38    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                               | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $407315.24    | 0.03%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                   | Scalelogix Abs Us Issuer LLC                                                     | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2462649.50   | 0.17%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131776.45    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                         | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $250452.00    | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $214968.40    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95460.43     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                   | Anthelion CLO 2025-1 Ltd                                                         | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000954.80   | 0.07%             | 2036-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos Clo LIV                                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002103.00   | 0.21%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4997500.00   | 0.35%             | 2038-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496536.65    | 0.03%             | 2038-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec                  | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14771521 | PA      | $446080.74    | 0.03%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                              | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $217678.26    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93445.92     | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134006.08    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR19                                                                 | CUSIP: 05494RCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2631000 | PA      | $2622020.40   | 0.18%             | 2058-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $815053.99    | 0.06%             | 2056-04-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    631957 | PA      | $632417.35    | 0.04%             | 2038-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1204857.38   | 0.08%             | 2035-01-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    600000 | PA      | $608700.00    | 0.04%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $720125.00    | 0.05%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                           | Banco Santander Chile                                                            | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $790504.00    | 0.05%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                           | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14403.40     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $223342.15    | 0.02%             | 2058-06-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1082862 | PA      | $1087516.88   | 0.08%             | 2042-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193551 | PA      | $126756.53    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HQM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4607689 | PA      | $4594564.05   | 0.32%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4341265.81   | 0.30%             | 2044-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198876.80    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682344 | PA      | $671562.53    | 0.05%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78452.69     | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3870283 | PA      | $3877044.06   | 0.27%             | 2066-10-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Luminace ABS-2022 Issuer, LLC                   | Luminace Abs-2024 Issuer LLC                                                     | CUSIP: 55026NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697863 | PA      | $688926.51    | 0.05%             | 2031-10-30      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL16                                                                    | CUSIP: 55287EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2089472.70   | 0.14%             | 2039-11-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                 | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539734.03    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                          | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209260.82    | 0.01%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                    | Morgan Stanley Resecuritization Trust 2013-R7                                    | CUSIP: 61690PAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6206650 | PA      | $5920951.80   | 0.41%             | 2046-12-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2007-8XS                                      | CUSIP: 61754PAA2<br>LEI: 549300NAJR4EOJG3S510 | Long             | ABS-MBS          | CORP              | US        |    394272 | PA      | $186589.50    | 0.01%             | 2037-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                  | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                         | CUSIP: 61779BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2003085.60   | 0.14%             | 2070-07-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87393.01     | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                   | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | MC        |   1462699 | PA      | $1447254.34   | 0.10%             | 2046-10-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3375000 | PA      | $3181402.24   | 0.22%             | 2034-10-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312923.78    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169781.04    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAL7<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993107.30    | 0.07%             | 2070-10-27      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                      | Vivint Solar Financing V LLC                                                     | CUSIP: 92854VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4009222 | PA      | $3908763.32   | 0.27%             | 2048-04-30      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                     | Enviri Corp                                                                      | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    740035 | PA      | $739109.53    | 0.05%             | 2028-03-10      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    102361 | PA      | $88947.92     | 0.01%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |    441377 | PA      | $383538.61    | 0.03%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                           | Six Flags Entertainment Corp                                                     | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    600226 | PA      | $591972.60    | 0.04%             | 2031-05-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     93910 | PA      | $74658.75     | 0.01%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    248575 | PA      | $242082.22    | 0.02%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75887.79     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001063.40   | 0.07%             | 2038-07-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                        | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $984318.90    | 0.07%             | 2035-10-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                               | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87297.16     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                  | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491934.20   | 0.10%             | 2050-06-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $273039.43    | 0.02%             | 2051-10-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     44227 | PA      | $2653.62      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220900.25    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     25350 | PA      | $25388.80     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     68780 | PA      | $68760.64     | 0.00%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    355255 | PA      | $356587.20    | 0.02%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                             | Resideo Funding Inc                                                              | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    748125 | PA      | $747189.84    | 0.05%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                        | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490283.35    | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                        | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $887994.87    | 0.06%             | 2031-10-14      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                              | Pinnacle Buyer LLC                                                               | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    192421 | PA      | $192872.20    | 0.01%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY                        | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     55900 | PA      | $56049.53     | 0.00%             | 2032-12-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BY2577850<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $400900.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                          | Mexico City Airport Trust                                                        | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $490684.85    | 0.03%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $491581.95    | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14180000 | PA      | $14146542.57  | 0.98%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                      | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2544244.50   | 0.18%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2121327.60   | 0.15%             | 2035-06-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                    | Peru LNG Srl                                                                     | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    666800 | PA      | $647717.72    | 0.04%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                                | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $726967.04    | 0.05%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440152.58    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006289 | PA      | $956186.39    | 0.07%             | 2048-10-26      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AE4<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   7680000 | PA      | $7770968.06   | 0.54%             | 2070-05-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAE1<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   1228000 | PA      | $1234291.04   | 0.09%             | 2070-06-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                          | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $649170.63    | 0.05%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                        | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156875.55    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                              | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223678.83    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |    521914 | PA      | $533594.89    | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                         | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    928001 | PA      | $943713.73    | 0.07%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: AX6986878<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | GT        |   1170000 | PA      | $1166414.65   | 0.08%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    479588 | PA      | $480818.24    | 0.03%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                          | AthenaHealth Group Inc                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    592384 | PA      | $582387.86    | 0.04%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     75295 | PA      | $75506.70     | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    704402 | PA      | $703081.73    | 0.05%             | 2029-06-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                            | Veritiv Operating Co                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    592529 | PA      | $577292.26    | 0.04%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | Motion Finco Sarl                                                                | CUSIP: N/A<br>LEI: 2549002L1LBQZKA7UN30       | Long             | LON              | CORP              | LU        |    563054 | PA      | $495287.76    | 0.03%             | 2029-11-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                             | Lightning Power LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    340688 | PA      | $341832.21    | 0.02%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    439438 | PA      | $439905.50    | 0.03%             | 2032-01-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                         | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $394240.00    | 0.03%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                    | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7619889 | PA      | $39944.98     | 0.00%             | 2050-02-10      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81826.76     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                              | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165679.72    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2012-1 R Ltd                                                  | CUSIP: 13876JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999814.30    | 0.07%             | 2030-07-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CAP SA                                          | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $501971.88    | 0.03%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $225386.70    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155090.76    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97897.77     | 0.01%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2024-R05                                     | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9570381 | PA      | $9591828.08   | 0.66%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $325858.88    | 0.02%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBGH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6061866 | PA      | $722027.04    | 0.05%             | 2050-08-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4773537 | PA      | $762758.78    | 0.05%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QTCE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2968281 | PA      | $3076804.23   | 0.21%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7778047 | PA      | $7925368.83   | 0.55%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399743 | PA      | $173267.51    | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                         | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138611.20    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157581.84    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118742.21    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                     | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53773.61     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504939.50   | 0.10%             | 2041-08-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                          | Milford Park CLO Ltd                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4991830.50   | 0.35%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319365.90    | 0.02%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                        | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310915.14    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180489.91    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144323.06    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331534.50    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327234.29    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |   1250000 | PA      | $1103218.75   | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                       | ADMI Corp                                                                        | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    602889 | PA      | $567017.11    | 0.04%             | 2027-12-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    111869 | PA      | $111319.88    | 0.01%             | 2029-01-22      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     20970 | PA      | $21002.28     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |    418891 | PA      | $420258.24    | 0.03%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SIGNIA AEROSPACE LLC                            | Signia Aerospace LLC                                                             | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     12591 | PA      | $12638.23     | 0.00%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | Aveanna Healthcare LLC                                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |   1173500 | PA      | $1174309.72   | 0.08%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS                        | Stonepeak Bayou Holdings LP                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $326345.28    | 0.02%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193500 | PA      | $191081.25    | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                    | Lavender Dutch BorrowerCo BV, Senior Secured First Lien Term Loan                | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91633 | PA      | $90487.92     | 0.01%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    538650 | PA      | $523559.72    | 0.04%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALKERMES INC                                    | Alkermes Inc                                                                     | CUSIP: N/A<br>LEI: 549300YHRMYLL071E243       | Long             | LON              | CORP              | US        |    480000 | PA      | $484202.40    | 0.03%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                     | Cencosud SA                                                                      | CUSIP: AO3440754<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $597624.48    | 0.04%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                        | Mexico Generadora de Energia S de rl                                             | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    571582 | PA      | $573017.86    | 0.04%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $137689.87    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                    | MH Sub I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1001527 | PA      | $672275.08    | 0.05%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   1480913 | PA      | $1377093.93   | 0.10%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS INC                        | First Eagle Holdings Inc                                                         | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     44479 | PA      | $43923.26     | 0.00%             | 2032-08-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| COMPASS POWER GENERATION                        | Compass Power Generation LLC                                                     | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    428702 | PA      | $431840.35    | 0.03%             | 2029-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    469639 | PA      | $461453.01    | 0.03%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                                  | Froneri US Inc                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    632777 | PA      | $621747.23    | 0.04%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                        | First Advantage Holdings LLC                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    456502 | PA      | $445470.27    | 0.03%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    673797 | PA      | $675373.95    | 0.05%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                           | Madison Safety & Flow LLC                                                        | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    194327 | PA      | $194651.41    | 0.01%             | 2031-09-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     12517 | PA      | $12312.82     | 0.00%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                      | Genmab A/S                                                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    375000 | PA      | $376845.00    | 0.03%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | Bausch + Lomb Corp                                                               | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |   1934788 | PA      | $1941443.17   | 0.13%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    124468 | PA      | $123780.78    | 0.01%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    320000 | PA      | $311219.20    | 0.02%             | 2033-03-07      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                              | Mativ Holdings Inc                                                               | CUSIP: 80854EAK4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    395000 | PA      | $381175.00    | 0.03%             | 2033-03-30      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                         | Unigel Netherlands Holding Corp BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | BR        |    262805 | PA      | $5256.10      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| BANCO BBVA PERU SA                              | Banco BBVA Peru SA                                                               | CUSIP: ZD4622175<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $202502.40    | 0.01%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $389026.00    | 0.03%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MINSUR SA                                       | Minsur SA                                                                        | CUSIP: BS1363347<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |   1400000 | PA      | $1318237.06   | 0.09%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                               | Medco Laurel Tree Pte Ltd                                                        | CUSIP: BS2398870<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199387.77    | 0.01%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5122000 | PA      | $5057751.68   | 0.35%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1 LLC                                | AASET 2022-1 LLC                                                                 | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    835144 | PA      | $846323.65    | 0.06%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1603933 | PA      | $1614979.51   | 0.11%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                  | AASET 2025-1                                                                     | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2757385 | PA      | $2761471.69   | 0.19%             | 2050-02-16      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454206.60    | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                        | AI Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $441287.50    | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                 | Allegro CLO V-S Ltd                                                              | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1801670.04   | 0.12%             | 2037-07-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $260547.36    | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    229308 | PA      | $217483.38    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138184.32    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001836.00   | 0.35%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKRV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10746007 | PA      | $1310036.01   | 0.09%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKV76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113904 | PA      | $1119822.67   | 0.08%             | 2054-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3570309 | PA      | $3583906.73   | 0.25%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                  | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $630183.74    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6307491 | PA      | $6300939.29   | 0.44%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-NQM4 Trust                                                             | CUSIP: 69392VAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994965.80   | 0.14%             | 2070-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL10 LLC                                                              | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2697966.90   | 0.19%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL9 LLC                                                               | CUSIP: 740937AB3<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |   1162000 | PA      | $1165558.86   | 0.08%             | 2055-08-25      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $516208.19    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                  | PRPM 2025-3                                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3991421 | PA      | $3983166.98   | 0.28%             | 2030-05-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243628.80    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $122930.98    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                        | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151221.22    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $414624.00    | 0.03%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL16 LLC                                                                | CUSIP: 05556XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3035467.36   | 0.21%             | 2043-06-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5528 | PA      | $5514.68      | 0.00%             | 2053-09-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2622000 | PA      | $2649981.46   | 0.18%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23890000 | PA      | $1403384.60   | 0.10%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                         | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009266.80   | 0.07%             | 2054-11-20      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO 2013-2 Ltd                                                      | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | US        |   3770000 | PA      | $3764441.14   | 0.26%             | 2030-10-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $380084.04    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1089907.90   | 0.08%             | 2048-02-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    570000 | PA      | $577364.97    | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490453.15    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202750.00    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Trust Series 2007-S4                                      | CUSIP: 161629AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955867 | PA      | $562362.13    | 0.04%             | 2037-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141440.74    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $567878.78    | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151573.38    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1400000 | PA      | $854000.00    | 0.06%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 31 Ltd                                                         | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3495646.00   | 0.24%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5489886.68   | 0.38%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                    | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183932.82    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                             | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $7600.00      | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                              | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210130.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498997.10    | 0.03%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                  | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254586G8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150514 | PA      | $70194.36     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                  | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490841.83    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    165105 | PA      | $8017.70      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                          | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    339480 | PA      | $2349.04      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                   | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $488737.76    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 68 CLO Ltd                                                                | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995349.10    | 0.07%             | 2035-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570420 | PA      | $15.70        | 0.00%             | 2049-07-10      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    479025 | PA      | $480044.49    | 0.03%             | 2036-11-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2027456.15   | 0.14%             | 2042-08-19      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3104267 | PA      | $533381.75    | 0.04%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXFB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3648020 | PA      | $575947.93    | 0.04%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50115.92     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186764.28    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                             | Sirius XM Radio LLC                                                              | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169041.27    | 0.01%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO IX Ltd                                                           | CUSIP: 83609GBU8<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1813230.60   | 0.13%             | 2032-07-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXVII Ltd                                                        | CUSIP: 83611VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4794452.50   | 0.33%             | 2034-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                  | Soundview Home Loan Trust 2007-OPT1                                              | CUSIP: 83612TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3883586 | PA      | $2621278.16   | 0.18%             | 2037-06-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XXIV                                                             | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $902952.00    | 0.06%             | 2034-10-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115161.23    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                          | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68010.07     | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2253476.25   | 0.16%             | 2043-03-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2654025.22   | 0.18%             | 2058-11-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320000 | PA      | $1319599.51   | 0.09%             | 2036-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1720000 | PA      | $1721209.16   | 0.12%             | 2039-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2023-2 Ltd                                               | CUSIP: 05684GAS5<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2502512.00   | 0.17%             | 2038-07-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                  | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $209919.12    | 0.01%             | 2034-12-24      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1950000 | PA      | $1919497.71   | 0.13%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45874138 | PA      | $2140496.44   | 0.15%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924BG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $669549.66    | 0.05%             | 2058-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25150431 | PA      | $1050920.83   | 0.07%             | 2063-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                         | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $178333.23    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2026-NQM1                                        | CUSIP: 10570CAJ1<br>LEI: 254900XRZJZN8JGL1235 | Long             | ABS-MBS          | CORP              | US        |    654000 | PA      | $653562.47    | 0.05%             | 2065-12-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324380.70    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $470004.56    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                  | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814174 | PA      | $1828577.06   | 0.13%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11176748 | PA      | $1704790.47   | 0.12%             | 2050-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0WY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4184566 | PA      | $768750.74    | 0.05%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693801 | PA      | $695768.97    | 0.05%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-RISE                                                               | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859700 | PA      | $859629.11    | 0.06%             | 2036-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1265087.88   | 0.09%             | 2040-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                   | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19411 | PA      | $19409.42     | 0.00%             | 2038-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1382911.80   | 0.10%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                        | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $279836.05    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                            | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194909.80    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                        | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155259.06    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3898939 | PA      | $1975669.99   | 0.14%             | 2035-11-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2025-1                                                   | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031783 | PA      | $2009548.59   | 0.14%             | 2050-08-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87494.92     | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157584.15    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                  | Natixis Commercial Mortgage Securities Trust 2019-10K                            | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1214820.12   | 0.08%             | 2039-05-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                    | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83153.37     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAG9<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1674933.33   | 0.12%             | 2065-08-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                         | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130943.33    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107742.35    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $588660.00    | 0.04%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24503.66     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    908000 | PA      | $909555.40    | 0.06%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1987123.40   | 0.14%             | 2032-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                               | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263159.58    | 0.02%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                             | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $176128.33    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399551 | PA      | $394214.57    | 0.03%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                        | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $493437.60    | 0.03%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1794160.32   | 0.12%             | 2038-03-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47952891 | PA      | $1344575.09   | 0.09%             | 2058-01-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2026-5C8                                   | CUSIP: 95005BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1931000 | PA      | $1640531.64   | 0.11%             | 2059-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-3 CLO Ltd                                                        | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996709.00    | 0.07%             | 2038-04-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636838.65    | 0.04%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                         | Periama Holdings LLC/DE                                                          | CUSIP: ZO8974420<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199973.23    | 0.01%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                           | Minerva Luxembourg SA                                                            | CUSIP: ZI7819140<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $427718.00    | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                               | Nexa Resources SA                                                                | CUSIP: BK0814248<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $305436.76    | 0.02%             | 2028-01-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    159744 | PA      | $160193.20    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    229418 | PA      | $227554.85    | 0.02%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1082432 | PA      | $1075049.67   | 0.07%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO LLC                                | Pregis TopCo LLC                                                                 | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    457676 | PA      | $457675.97    | 0.03%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                            | Boots Group Finco LP                                                             | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    435000 | PA      | $437083.65    | 0.03%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NEP GROUP INC                                   | NEP Group Inc                                                                    | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    317867 | PA      | $288788.48    | 0.02%             | 2031-10-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                              | Voyager Parent LLC                                                               | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    763307 | PA      | $759093.70    | 0.05%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                             | Banco Davivienda SA                                                              | CUSIP: YN7817649<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $304350.00    | 0.02%             | 2035-07-02      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                          | Banco GNB Sudameris SA                                                           | CUSIP: BP0859119<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $300023.94    | 0.02%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | OCP SA                                                                           | CUSIP: ZB6265712<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1000000 | PA      | $1041317.06   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H2EL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8939828 | PA      | $1430018.51   | 0.10%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HNSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5045420 | PA      | $5061368.14   | 0.35%             | 2055-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                        | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    215000 | PA      | $207526.41    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267096.10    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HNTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6119809 | PA      | $6132935.55   | 0.43%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HPP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2589492 | PA      | $2587599.49   | 0.18%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GRFM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3979280 | PA      | $4130264.34   | 0.29%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                  | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6452000 | PA      | $6392198.35   | 0.44%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $282410.43    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381USB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10566621 | PA      | $1577737.00   | 0.11%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382AER2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6407885 | PA      | $32790.43     | 0.00%             | 2049-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382L4G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7300879 | PA      | $1018323.73   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MGE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12225141 | PA      | $1741470.13   | 0.12%             | 2050-12-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3974624 | PA      | $730035.86    | 0.05%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FRS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4809412 | PA      | $870314.61    | 0.06%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                        | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318808.01    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                  | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6410959 | PA      | $6232372.10   | 0.43%             | 2039-10-19      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                  | Residential Asset Securitization Trust 2006-A2                                   | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345157 | PA      | $123227.28    | 0.01%             | 2046-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3130000 | PA      | $3141509.01   | 0.22%             | 2041-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119035.03    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194086.33    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-NUGS                                         | CUSIP: 61692AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2489000 | PA      | $13453.05     | 0.00%             | 2036-12-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                              | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158088.60    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor                  | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $680291.45    | 0.05%             | 2039-12-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                  | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66561 | PA      | $38030.82     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                       | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    831410 | PA      | $794181.23    | 0.06%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133591.06    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320660.80    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-2 LLC                                                  | CUSIP: 255387AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516810 | PA      | $486271.88    | 0.03%             | 2038-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dividend Solar Loans LLC                        | Dividend Solar Loans 2018-1 LLC                                                  | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    743478 | PA      | $702885.01    | 0.05%             | 2038-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                         | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAU1<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2995863.30   | 0.21%             | 2031-01-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-INV5                                                                   | CUSIP: 28224UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1804353.48   | 0.13%             | 2070-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                   | ELP Commercial Mortgage Trust 2025-ELP                                           | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1286372.36   | 0.09%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2026-FL11 Issuer LLC                                                   | CUSIP: 30343TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2116549.44   | 0.15%             | 2044-01-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DTTV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2664218 | PA      | $2721836.76   | 0.19%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2486196 | PA      | $384322.18    | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPCC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3562322 | PA      | $3528526.75   | 0.24%             | 2052-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTUF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138474 | PA      | $1117941.25   | 0.08%             | 2050-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HKVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3047672 | PA      | $3043120.95   | 0.21%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HRKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3850000 | PA      | $3862142.90   | 0.27%             | 2056-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YL64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15104176 | PA      | $1464343.81   | 0.10%             | 2042-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First American Government Obli                  | First American Government Obligations Fund                                       | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  14322267 | NS      | $14322266.75  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| FLASH COMPUTE LLC                               | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171366.97    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2019-NQM3 Trust                                                             | CUSIP: 36167VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446466.40    | 0.03%             | 2059-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $225443.90    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                            | GCAT 2026-NQM2 Trust                                                             | CUSIP: 36173JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $5867046.90   | 0.41%             | 2071-02-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                          | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85078.69     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26693431 | PA      | $1909405.14   | 0.13%             | 2066-03-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382XZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10826270 | PA      | $1324673.16   | 0.09%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DZH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6562891 | PA      | $582507.12    | 0.04%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7996973 | PA      | $950668.91    | 0.07%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2678761 | PA      | $346171.70    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108434.37    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                  | ICG US CLO 2023-1 I Ltd                                                          | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2502791.00   | 0.17%             | 2038-07-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147106.86    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13430914 | PA      | $937399.91    | 0.06%             | 2036-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu                  | TBW Mortgage-Backed Trust Series 2006-3                                          | CUSIP: 87804AAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13431001 | PA      | $367476.23    | 0.03%             | 2036-07-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                  | Velocity Commercial Capital Loan Trust 2019-2                                    | CUSIP: 92257NAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997839 | PA      | $882434.45    | 0.06%             | 2049-07-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-1                                                | CUSIP: 92540TAD2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-MBS          | CORP              | US        |   6125000 | PA      | $6171391.98   | 0.43%             | 2070-01-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                        | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59091.83     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                  | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $452849.61    | 0.03%             | 2048-12-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                  | New Century Home Equity Loan Trust 2006-1                                        | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623215 | PA      | $623318.97    | 0.04%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                       | NovaStar Mortgage Funding Trust Series 2006-3                                    | CUSIP: 66988WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9105733 | PA      | $4176930.68   | 0.29%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120515.59    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust                    | CUSIP: 92927XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548881 | PA      | $486481.24    | 0.03%             | 2037-06-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |   3197500 | PA      | $3199920.51   | 0.22%             | 2039-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156781.26    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                        | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322061.99    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-C27                                   | CUSIP: 94989DBC2<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |     60098 | PA      | $53263.26     | 0.00%             | 2048-02-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190195 | PA      | $163309.57    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37894359 | PA      | $1881780.81   | 0.13%             | 2058-07-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $248160.26    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                          | Penn Entertainment Inc                                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $165297.65    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | Wind River 2021-4 CLO Ltd                                                        | CUSIP: 97316UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $965259.50    | 0.07%             | 2035-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                         | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1173333 | PA      | $897599.83    | 0.06%             | 2036-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                        | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249707.05    | 0.02%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                            | QTS Issuer ABS I LLC                                                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2450290.25   | 0.17%             | 2055-05-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                          | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    265000 | PA      | $256553.13    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187338.37    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: 99AAG2081<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    875000 | PA      | $846195.00    | 0.06%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                    | RealPage Inc                                                                     | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    626079 | PA      | $601210.68    | 0.04%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                             | WEC US Holdings Inc                                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    458025 | PA      | $457738.73    | 0.03%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2189811 | PA      | $2132328.06   | 0.15%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                   | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1975993.60   | 0.14%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS | STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                      | Camelot US Acquisition LLC                                                       | CUSIP: N/A<br>LEI: 549300U6VBJHQP2SFL81       | Long             | LON              | CORP              | US        |      9359 | PA      | $8132.73      | 0.00%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC DENTAL SERVICES                         | Pacific Dental Services LLC                                                      | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    542211 | PA      | $543227.74    | 0.04%             | 2031-03-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                  | Structured Asset Securities Corp Mortgage Loan Trust Series 2007-RF1             | CUSIP: 86362CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4234290 | PA      | $3483939.72   | 0.24%             | 2037-03-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501770.00   | 0.10%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                     | Staples Inc                                                                      | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    395340 | PA      | $360314.67    | 0.02%             | 2029-09-10      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                  | Sabre GLBL Inc                                                                   | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    149141 | PA      | $118334.23    | 0.01%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                 | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $243382.58    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                        | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190997.24    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268913 | PA      | $152852.98    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAE9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1974822 | PA      | $15991.52     | 0.00%             | 2037-09-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | Csmc 2021-Nqm6 Trust                                                             | CUSIP: 12662KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1091422.95   | 0.08%             | 2066-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2021-C20 Commercial Mortgage Trust                                         | CUSIP: 22945EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31486680 | PA      | $1122053.04   | 0.08%             | 2054-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| EWC Master Issuer LLC                           | EWC Master Issuer LLC                                                            | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1911233.75   | 0.13%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1500000 | PA      | $1057560.26   | 0.07%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W4NM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4303093 | PA      | $4370117.27   | 0.30%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020695.80   | 0.07%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3986120.00   | 0.28%             | 2031-01-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SAVOR ACQUISITION INC                           | Savor Acquisition Inc                                                            | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    485287 | PA      | $486500.16    | 0.03%             | 2032-02-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                           | Quikrete Holdings Inc                                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    774109 | PA      | $773625.31    | 0.05%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | Radiology Partners Inc                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    872912 | PA      | $861534.09    | 0.06%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    320000 | PA      | $320300.80    | 0.02%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $121526.26    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                | Dexko Global Inc                                                                 | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    286551 | PA      | $281430.27    | 0.02%             | 2028-10-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131801.15    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311753.05    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                | Guara Norte Sarl                                                                 | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |    147330 | PA      | $142928.37    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOGO INTERMEDIATE HOLDIN                        | Gogo Intermediate Holdings LLC                                                   | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    464496 | PA      | $407829.93    | 0.03%             | 2028-04-28      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIAL TECHNOL                        | Element Materials Technology Group US Holdings Inc                               | CUSIP: N/A<br>LEI: 213800EGOJGGUKUGEZ30       | Long             | LON              | CORP              | US        |    385809 | PA      | $387498.74    | 0.03%             | 2029-06-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                 | Credito Real SAB de CV SOFOM ER                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    600000 | PA      | $5250.00      | 0.00%             | 2163-05-29      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                        | Fermaca Enterprises S de RL de CV                                                | CUSIP: EK2545086<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |    482800 | PA      | $486963.71    | 0.03%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                  | Upland CLO Ltd                                                                   | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500385.75    | 0.03%             | 2031-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    630000 | PA      | $644510.14    | 0.04%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    887775 | PA      | $888884.72    | 0.06%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                           | Qnity Electronics Inc                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    755000 | PA      | $755000.00    | 0.05%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                           | HUB International Ltd                                                            | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    795648 | PA      | $794769.03    | 0.06%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     62752 | PA      | $62848.12     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | CUSIP: 94990HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1256919.93   | 0.09%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBE4<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   2349429 | PA      | $1915.96      | 0.00%             | 2049-11-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS                        | Victory Capital Holdings Inc                                                     | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    169575 | PA      | $169384.23    | 0.01%             | 2032-09-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    570000 | PA      | $571120.05    | 0.04%             | 2032-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                    | Focus Financial Partners LLC                                                     | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   1612919 | PA      | $1564442.75   | 0.11%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $117600.00    | 0.01%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                         | Fideicomiso PA Pacifico Tres                                                     | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    298040 | PA      | $308426.69    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                               | InRetail Consumer                                                                | CUSIP: BO5432337<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   1100000 | PA      | $1058366.67   | 0.07%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                             | NBM US Holdings Inc                                                              | CUSIP: AZ8757330<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | BR        |    500000 | PA      | $500712.50    | 0.03%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                              | JSW Infrastructure Ltd                                                           | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $389907.64    | 0.03%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2627000 | PA      | $2584069.83   | 0.18%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    649000 | PA      | $594038.18    | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                              | Tecta America Corp                                                               | CUSIP: 87876GAN2<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    517400 | PA      | $516145.40    | 0.04%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                | AmWINS Group Inc                                                                 | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    753644 | PA      | $749506.22    | 0.05%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux MPC Sarl                                                   | CUSIP: ZI3801118<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    688000 | PA      | $711639.68    | 0.05%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                | CSN Resources SA                                                                 | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |   1100000 | PA      | $675130.50    | 0.05%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |    222252 | PA      | $6667.56      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                            | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17503 | PA      | $17571.83     | 0.00%             | 2027-08-02      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                        | Team Health Holdings Inc                                                         | CUSIP: 87817JAJ7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    507600 | PA      | $506528.96    | 0.04%             | 2028-06-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: AN8135104<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $396800.00    | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                        | Telefonica Celular del Paraguay SA                                               | CUSIP: AX9193928<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |     95000 | PA      | $94901.20     | 0.01%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $575546.03    | 0.04%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                             | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25713.80     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104000 | PA      | $1088239.19   | 0.08%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2026-FL13 Issuer LLC                                                       | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2516275.00   | 0.17%             | 2043-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2025-3 Ltd                                               | CUSIP: 056914AJ3<br>LEI: 254900F12G9NRZWVR294 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991325.50    | 0.07%             | 2038-07-23      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12987721 | PA      | $603773.17    | 0.04%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518000 | PA      | $525220.82    | 0.04%             | 2058-07-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR21                                                                 | CUSIP: 06644BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35654000 | PA      | $1252642.68   | 0.09%             | 2059-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                  | Bear Stearns ARM Trust 2006-2                                                    | CUSIP: 07388DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746007 | PA      | $644329.24    | 0.04%             | 2036-07-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $879774.91    | 0.06%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust Series 2026-NQM2                                 | CUSIP: 105934AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987644.10    | 0.07%             | 2065-11-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129146.33    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2019-III Ltd                                                        | CUSIP: 12554VBE5<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $991535.70    | 0.07%             | 2038-01-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                              | CAL Funding IV Ltd                                                               | CUSIP: 12807CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528750 | PA      | $509286.06    | 0.04%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                   | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3442490 | PA      | $34.42        | 0.00%             | 2049-05-10      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                  | Crown City CLO VI                                                                | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4017855.60   | 0.28%             | 2037-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                   | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141566 | PA      | $123519.36    | 0.01%             | 2036-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Re                  | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |     80314 | PA      | $67422.06     | 0.00%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Merit                                           | MHP 2021-STOR                                                                    | CUSIP: 55293BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $669833.17    | 0.05%             | 2038-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                            | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | PY        |   1218323 | PA      | $994979.76    | 0.07%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    301736 | PA      | $266659.48    | 0.02%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    172968 | PA      | $173412.12    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    141372 | PA      | $140110.01    | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                           | Blackfin Pipeline LLC                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    513712 | PA      | $517164.65    | 0.04%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: BN7410036<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $615449.01    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                         | Reliance Industries Ltd                                                          | CUSIP: AQ1070327<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $493226.40    | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                        | Virgin Media Bristol LLC                                                         | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |    610000 | PA      | $558470.25    | 0.04%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    646801 | PA      | $647616.26    | 0.04%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259319.75    | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $458926.65    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2639436.84   | 0.18%             | 2035-09-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                      | VASA Trust 2021-VASA                                                             | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $741934.95    | 0.05%             | 2039-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54989.45     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $225567.69    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    296010 | PA      | $313332.08    | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CDK Global II LLC                               | CDK Global II LLC, Senior Secured First Lien Term Loan                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182746 | PA      | $130908.54    | 0.01%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |     33349 | PA      | $32619.70     | 0.00%             | 2031-02-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO I                        | Dynasty Acquisition Co Inc                                                       | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    279708 | PA      | $280179.32    | 0.02%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2                        | ABG Intermediate Holdings 2 LLC                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     54312 | PA      | $54263.35     | 0.00%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | Cotiviti Inc                                                                     | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    144275 | PA      | $133165.83    | 0.01%             | 2032-03-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                 | Alera Group Inc                                                                  | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    205000 | PA      | $198593.75    | 0.01%             | 2033-05-31      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| CROWN FINANCE US INC                            | Crown Finance US Inc                                                             | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    967424 | PA      | $959409.30    | 0.07%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | Alterra Mountain Co                                                              | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    257226 | PA      | $257547.24    | 0.02%             | 2030-05-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CURIUM BIDCO SARL                               | Curium Bidco Sarl                                                                | CUSIP: N/A<br>LEI: 213800P2VV9KG6N9L140       | Long             | LON              | CORP              | LU        |     59192 | PA      | $59154.64     | 0.00%             | 2031-08-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE Inc                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    175000 | PA      | $175218.75    | 0.01%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                     | Opal US LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1192012 | PA      | $1192757.51   | 0.08%             | 2032-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                | CPI Holdco B LLC                                                                 | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665881 | PA      | $662325.30    | 0.05%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERNATIONL SA                        | Ultrapar International SA                                                        | CUSIP: QZ7451151<br>LEI: 222100CXHWBP3H3SK244 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199917.48    | 0.01%             | 2026-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                        | United Natural Foods Inc                                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    141678 | PA      | $142669.26    | 0.01%             | 2031-05-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PYE-BARKER FIRE & SAFETY                        | Pye-Barker Fire & Safety LLC                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    374100 | PA      | $375100.72    | 0.03%             | 2032-12-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |    891592 | PA      | $887134.32    | 0.06%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                          | Columbus McKinnon Corp/NY                                                        | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    644608 | PA      | $642996.25    | 0.04%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                         | BioMarin Pharmaceutical Inc                                                      | CUSIP: N/A<br>LEI: NSLL8ITTRR0J5HEMR848       | Long             | LON              | CORP              | US        |    505000 | PA      | $504371.28    | 0.03%             | 2033-01-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    835000 | PA      | $826650.00    | 0.06%             | 2033-03-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                             | Minejesa Capital BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | ID        |   1053327 | PA      | $1042815.32   | 0.07%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                         | Mong Duong Finance Holdings BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | VN        |    579381 | PA      | $570449.55    | 0.04%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AGROSUPER SA                                    | Agrosuper SA                                                                     | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $189773.00    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                               | Cometa Energia SA de CV                                                          | CUSIP: AS3189436<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    441000 | PA      | $448655.32    | 0.03%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                        | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    410625 | PA      | $332429.99    | 0.02%             | 2039-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                            | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    900000 | PA      | $902544.93    | 0.06%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2024-SFR1 Trust                                                             | CUSIP: 00179CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2775000 | PA      | $2673039.01   | 0.19%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                     | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482459.52    | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2256207.75   | 0.16%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193454.36    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288927.80    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119112.98    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133723.98    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112023.00    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | ZA        |   1200000 | PA      | $1153838.39   | 0.08%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    600000 | PA      | $434640.00    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BYK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7029216 | PA      | $6985254.93   | 0.48%             | 2056-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9831216 | PA      | $1467806.89   | 0.10%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5451148 | PA      | $416318.08    | 0.03%             | 2035-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 31427PWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3786458 | PA      | $3831739.74   | 0.27%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                             | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $300375.00    | 0.02%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $879430.04    | 0.06%             | 2041-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL4 Ltd                                                                | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996914.00    | 0.07%             | 2036-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                        | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $200250.00    | 0.01%             | 2036-04-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                        | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313054.72    | 0.02%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                         | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94641.83     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                          | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20500.00     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1055841.78   | 0.07%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                        | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110242.11    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                         | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159361.35    | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                             | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64852.82     | 0.00%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                   | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116000 | PA      | $1064495.04   | 0.07%             | 2049-09-27      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                              | THL Credit Wind River 2014-2 CLO Ltd                                             | CUSIP: 88432BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1713133.80   | 0.12%             | 2031-01-15      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211762.29    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                  | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240935 | PA      | $2.41         | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                  | Willis Engine Structured Trust IX                                                | CUSIP: 970910AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471559 | PA      | $2485127.50   | 0.17%             | 2050-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XPO INC                                         | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221604.59    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                        | Adani International Container Terminal Pvt Ltd                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    979200 | PA      | $893889.19    | 0.06%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                          | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    255000 | PA      | $256337.61    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                          | StubHub Holdco Sub LLC                                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    271936 | PA      | $268452.74    | 0.02%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                        | Zelis Payments Buyer Inc                                                         | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    743295 | PA      | $721088.67    | 0.05%             | 2031-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Minimax Viking GmbH                             | Minimax Viking GmbH, Senior Secured First Lien Term Loan                         | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159201 | PA      | $159798.00    | 0.01%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | Acrisure LLC                                                                     | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    358200 | PA      | $347677.88    | 0.02%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SPECTRIS                                        | SPECTRIS, Senior Secured First Lien Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    290000 | PA      | $290906.25    | 0.02%             | 2032-12-05      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    435600 | PA      | $434513.18    | 0.03%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                           | Hopper Merger Sub Inc                                                            | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |   1480000 | PA      | $1464186.20   | 0.10%             | 2033-01-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                        | Yinson Bergenia Production BV                                                    | CUSIP: YN7849857<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | BR        |    197340 | PA      | $208888.05    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                        | Adani Transmission Step-One Ltd                                                  | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    532000 | PA      | $465124.31    | 0.03%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    140000 | PA      | $131127.50    | 0.01%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                         | Zayo Group Holdings Inc                                                          | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2014214 | PA      | $1981372.20   | 0.14%             | 2030-03-11      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAF5<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1409791.89   | 0.10%             | 2070-08-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                        | Edelman Financial Engines Center LLC/The                                         | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    405000 | PA      | $402063.75    | 0.03%             | 2028-10-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                               | Emrld Borrower LP                                                                | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    414939 | PA      | $414723.67    | 0.03%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA ANGAMO                        | Empresa Electrica Angamos SA                                                     | CUSIP: EK6194873<br>LEI: 529900PQ7VWZL30RZ733 | Long             | DBT              | CORP              | CL        |    273600 | PA      | $250572.46    | 0.02%             | 2029-05-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1059108.86   | 0.07%             | 2035-06-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE11                                                                 | CUSIP: 04002DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2163242.16   | 0.15%             | 2043-07-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464023 | PA      | $1461461.45   | 0.10%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    906541 | PA      | $908850.52    | 0.06%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1504762.50   | 0.10%             | 2035-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                   | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642492 | PA      | $642040.40    | 0.04%             | 2041-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                  | Bain Capital Credit CLO 2025-1 Ltd                                               | CUSIP: 05686CAJ2<br>LEI: 254900S1SCKP6SJYG009 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $968190.70    | 0.07%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2026-5YR20                                                                 | CUSIP: 06650JAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35011374 | PA      | $1947010.54   | 0.13%             | 2059-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13773000 | PA      | $2207880.77   | 0.15%             | 2062-02-15      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2688000 | PA      | $2800387.43   | 0.19%             | 2058-05-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56111683 | PA      | $660468.18    | 0.05%             | 2055-01-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4661464 | PA      | $193356.60    | 0.01%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10738000 | PA      | $1015149.04   | 0.07%             | 2030-12-15      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29945167 | PA      | $1092037.37   | 0.08%             | 2058-08-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                  | Benefit Street Partners CLO 42 Ltd                                               | CUSIP: 08187LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $491101.80    | 0.03%             | 2038-10-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                            | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2511966.75   | 0.17%             | 2037-07-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C13 Mortgage Trust                                                     | CUSIP: 09664JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268000 | PA      | $264702.69    | 0.02%             | 2058-12-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                  | BRAVO Residential Funding Trust 2026-NQM3                                        | CUSIP: 10571LAJ0<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006156.00   | 0.07%             | 2065-11-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | Brsp 2026-Fl3 Ltd                                                                | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2540000 | PA      | $2549443.72   | 0.18%             | 2043-08-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-CSMO                                           | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1455884.25   | 0.10%             | 2043-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1328000 | PA      | $1322828.37   | 0.09%             | 2043-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2026-ALOHA                                          | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2015025.00   | 0.14%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust                      | CSAB Mortgage-Backed Trust 2006-2                                                | CUSIP: 12627HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    928998 | PA      | $255967.28    | 0.02%             | 2036-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                           | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $195041.43    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    388348 | PA      | $392451.78    | 0.03%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $199572.76    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                     | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | GR        |    230000 | PA      | $233899.19    | 0.02%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                         | DataBank Issuer II LLC                                                           | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2891102.40   | 0.20%             | 2055-09-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3003100.20   | 0.21%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2114926.80   | 0.15%             | 2036-11-16      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H43U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10677328 | PA      | $1864315.89   | 0.13%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17785279 | PA      | $946888.97    | 0.07%             | 2037-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885012 | PA      | $18.85        | 0.00%             | 2049-05-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205191.40    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38380RWA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26041689 | PA      | $1841410.44   | 0.13%             | 2062-12-16      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381HU41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23746969 | PA      | $1564146.36   | 0.11%             | 2064-08-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381HYW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45942442 | PA      | $2396229.11   | 0.17%             | 2064-09-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381J3G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  41719852 | PA      | $2478847.60   | 0.17%             | 2065-07-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MAS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9627558 | PA      | $535499.22    | 0.04%             | 2067-08-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381SDP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25195445 | PA      | $1801272.75   | 0.12%             | 2068-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382HGU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5576387 | PA      | $723937.72    | 0.05%             | 2050-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2925453 | PA      | $472925.16    | 0.03%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4731142 | PA      | $808109.82    | 0.06%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383FKL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  63717024 | PA      | $4472.94      | 0.00%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383R4K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10969668 | PA      | $1324261.67   | 0.09%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384GZ78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3451889 | PA      | $504534.95    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384JX58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2912656 | PA      | $515935.33    | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384TDX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24913044 | PA      | $1788868.70   | 0.12%             | 2067-09-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38384VSK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4731323 | PA      | $715011.23    | 0.05%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38385KLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2741974 | PA      | $2749280.39   | 0.19%             | 2054-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295255.62    | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                             | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    415000 | PA      | $414439.67    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046000 | PA      | $896835.69    | 0.06%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2019-IMC                                            | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $891294.84    | 0.06%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C13 Mortgage Trust                                                     | CUSIP: 09664JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52171577 | PA      | $2545639.07   | 0.18%             | 2058-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261943.73    | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                          | Canyon Capital CLO 2014-1 Ltd                                                    | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1965403.20   | 0.14%             | 2031-01-30      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $77965.77     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                         | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $107247.35    | 0.01%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                 | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140979.16    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 21 Ltd                                         | CUSIP: 38139AAN1<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003867.90   | 0.07%             | 2037-07-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                            | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154093.35    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | Goldentree Loan Management US Clo 28 Ltd                                         | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.28%             | 2039-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                               | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | US        |    688870 | PA      | $689748.99    | 0.05%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |    439502 | PA      | $440542.64    | 0.03%             | 2039-02-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1681443.53   | 0.12%             | 2030-01-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                  | Asset Backed Securities Corp Home Equity Loan Trust Series AMQ 2007-HE2          | CUSIP: 04544TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1449552 | PA      | $1046969.66   | 0.07%             | 2037-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                           | GFL Environmental Holdings US Inc                                                | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $491022.95    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                   | GoldenTree Loan Management US CLO 20 Ltd                                         | CUSIP: 38139MAJ4<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003707.30   | 0.07%             | 2037-07-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381L5N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19452558 | PA      | $1370446.31   | 0.10%             | 2066-07-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                            | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | BR        |     51684 | PA      | $1550.52      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    293863 | PA      | $287436.14    | 0.02%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331715.20    | 0.02%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                         | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66455.81     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1440000 | PA      | $1444767.84   | 0.10%             | 2038-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAY5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1697052.18   | 0.12%             | 2035-01-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25507436 | PA      | $1749208.13   | 0.12%             | 2063-05-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LVJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10365048 | PA      | $791254.26    | 0.05%             | 2065-12-16      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                       | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3463737.55   | 0.24%             | 2034-10-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                    | Marcobre SAC                                                                     | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $193352.00    | 0.01%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                            | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203828.87    | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                      | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  14322267 | NS      | $14322266.75  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217131.30    | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105423.85    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $651945.00    | 0.05%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE/LUXCO 3 SHARES                    | ALTICE FRANCE/LUXCO 3 SHARES                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5652 | NS      | $95543.61     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                        | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: BP8908371<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $551874.92    | 0.04%             | 2031-06-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EAGLE PARENT CORP                               | Eagle Parent Corp                                                                | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |     70270 | PA      | $70496.97     | 0.00%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| EISNER ADVISORY GROUP LL                        | Eisner Advisory Group LLC                                                        | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    878072 | PA      | $838559.21    | 0.06%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    375000 | PA      | $376500.00    | 0.03%             | 2028-08-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381MLU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14065402 | PA      | $777857.51    | 0.05%             | 2067-05-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382JXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23611186 | PA      | $310010.15    | 0.02%             | 2050-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381JZ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  45568740 | PA      | $2536110.00   | 0.18%             | 2065-10-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8404586 | PA      | $508024.47    | 0.04%             | 2065-10-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38383DWN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5027275 | PA      | $941499.60    | 0.07%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1487000 | PA      | $1488898.90   | 0.10%             | 2036-10-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                        | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137731.44    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                         | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $210843.20    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                               | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196283.71    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                           | PK Alift Loan Funding 8 LP                                                       | CUSIP: 72585CAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2660067.00   | 0.18%             | 2043-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5744758.80   | 0.40%             | 2041-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Recei                  | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAF5<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1997633.80   | 0.14%             | 2065-08-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                    | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | HK        |    320000 | PA      | $300130.50    | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                             | Sound Point CLO XVIII Ltd                                                        | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $492298.75    | 0.03%             | 2031-01-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Jol Air                                         | JOL Air Ltd                                                                      | CUSIP: 46651NAB0<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | US        |    223547 | PA      | $223775.98    | 0.02%             | 2044-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM XIV LP                                                                       | CUSIP: 50184VAU8<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | US        |   2297477 | PA      | $2297821.01   | 0.16%             | 2031-07-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    300820 | PA      | $242763.36    | 0.02%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    413459 | PA      | $398628.69    | 0.03%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAF1<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006195.20   | 0.14%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                         | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | ZA        |    700000 | PA      | $713866.58    | 0.05%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                               | Clarios Global LP                                                                | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    508575 | PA      | $507621.80    | 0.04%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                              | Ardonagh Group Finco Pty Ltd                                                     | CUSIP: N/A<br>LEI: 254900YP2E642AGM4G32       | Long             | LON              | CORP              | AU        |    390801 | PA      | $382254.62    | 0.03%             | 2031-02-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                | Simpar Europe SA                                                                 | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $509100.00    | 0.04%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                         | Brown Group Holding LLC                                                          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    103077 | PA      | $103367.48    | 0.01%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                   | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $148252.94    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                  | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2556300.80   | 0.18%             | 2037-01-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST                      | APS Resecuritization Trust 2015-3                                                | CUSIP: 00191XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6530442 | PA      | $5747916.49   | 0.40%             | 2046-10-27      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec                  | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10194000 | PA      | $572698.92    | 0.04%             | 2054-10-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64788.21     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000499.20   | 0.14%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                  | Carlyle US CLO 2024-2 Ltd                                                        | CUSIP: 14318VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000565.50   | 0.07%             | 2037-04-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                     | Columbia Cent CLO 27 Ltd                                                         | CUSIP: 19736RAY7<br>LEI: 549300066YASG4MIU864 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493700.25    | 0.03%             | 2035-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484077.79    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                   | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    640000 | PA      | $645413.12    | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                                | Sedgwick Claims Management Services Inc                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    798706 | PA      | $785300.15    | 0.05%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    300533 | PA      | $253200.85    | 0.02%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                          | INEOS US Petrochem LLC                                                           | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287650 | PA      | $205130.72    | 0.01%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     28819 | PA      | $28863.14     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GIP PILOT ACQUISITION PA                        | GIP Pilot Acquisition Partners LP                                                | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    150994 | PA      | $151371.56    | 0.01%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG Investment Intermediate Holdings 2 Inc                                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1450000 | PA      | $1450906.25   | 0.10%             | 2032-07-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                        | Sgh2 LLC                                                                         | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    448875 | PA      | $442141.88    | 0.03%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | Chariot Buyer LLC                                                                | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1360983 | PA      | $1350163.55   | 0.09%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DEEP BLUE OPERATING I LL                        | Deep Blue Operating I LLC                                                        | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $246225.00    | 0.02%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                  | GBT US III LLC                                                                   | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    732200 | PA      | $718654.30    | 0.05%             | 2031-07-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2950000 | PA      | $2951652.00   | 0.20%             | 2036-10-16      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                  | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2658000 | PA      | $2661572.35   | 0.18%             | 2036-10-16      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   1000137 | PA      | $981799.38    | 0.07%             | 2031-03-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                               | Primo Brands Corp                                                                | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    420000 | PA      | $421180.20    | 0.03%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     18636 | PA      | $18664.64     | 0.00%             | 2032-02-26      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                     | Asurion LLC                                                                      | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    443361 | PA      | $438927.42    | 0.03%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: BU6194684<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1350000 | PA      | $1341832.50   | 0.09%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: BJ0501582<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $297300.00    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    620312 | PA      | $614717.28    | 0.04%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                           | Hightower Holding LLC                                                            | CUSIP: 43117LAH6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1567270 | PA      | $1553564.18   | 0.11%             | 2028-04-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                           | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220221.82    | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                         | NYMT Loan Trust 2025-INV2                                                        | CUSIP: 62957JAJ0<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   2354000 | PA      | $2343145.24   | 0.16%             | 2060-10-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                   | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454416.89    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220438.00    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | Applied Systems Inc                                                              | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    125000 | PA      | $123828.13    | 0.01%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Centre, LLC       | The Edelman Financial Engines Centre, LLC, Senior Secured First Lien Term Loan   | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724260 | PA      | $724401.37    | 0.05%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | Green Infrastructure Partners Inc                                                | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    610000 | PA      | $610000.00    | 0.04%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    823422 | PA      | $666284.44    | 0.05%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAJ2<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3210419.23   | 0.22%             | 2065-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                               | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473865.28    | 0.03%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    902738 | PA      | $903735.02    | 0.06%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                            | Cengage Learning Inc                                                             | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    588081 | PA      | $577298.56    | 0.04%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                        | Live Nation Entertainment Inc                                                    | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    590000 | PA      | $590982.35    | 0.04%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                  | EG America LLC                                                                   | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    955000 | PA      | $956910.00    | 0.07%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                        | BCPE Empire Holdings Inc                                                         | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    315000 | PA      | $310670.33    | 0.02%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                 | GNL Quintero SA                                                                  | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    206000 | PA      | $205418.24    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                  | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207454 | PA      | $168903.63    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                        | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92594.07     | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                           | Intercorp Financial Services Inc                                                 | CUSIP: AP5716067<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $792943.76    | 0.05%             | 2027-10-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763095<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $480236.23    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    400000 | PA      | $398400.00    | 0.03%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $645924.50    | 0.04%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                   | United States Treasury Bill                                                      | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42900000 | PA      | $42475290.00  | 2.94%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                 | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6587880 | PA      | $6692229.98   | 0.46%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust                                                     | CUSIP: 91684NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2882854.80   | 0.20%             | 2034-11-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2026-2                                                | CUSIP: 92490GAP3<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |   2925000 | PA      | $2855665.51   | 0.20%             | 2071-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-8                                                | CUSIP: 924930AJ9<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395572.64    | 0.03%             | 2070-09-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139797.54    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                        | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $157005.00    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                        | MITER Brands Acquisition Holdco Inc                                              | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    565051 | PA      | $522435.29    | 0.04%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                          | Mitchell International Inc                                                       | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    145000 | PA      | $131361.30    | 0.01%             | 2032-06-17      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     63063 | PA      | $63159.46     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS                      | Virtus Investment Partners Inc                                                   | CUSIP: 92827RAR9<br>LEI: 549300HWF93HB8BDM648 | Long             | LON              | CORP              | US        |    274312 | PA      | $271569.38    | 0.02%             | 2032-09-27      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                          | Golden State Foods LLC                                                           | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475128 | PA      | $476353.40    | 0.03%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                    | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    145000 | PA      | $145235.63    | 0.01%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: ZP6620006<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $190560.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: EJ5486794<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199095.00    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $344043.97    | 0.02%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                            | JSW Hydro Energy Ltd                                                             | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   1390000 | PA      | $1273289.40   | 0.09%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                  | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523811 | PA      | $149001.63    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47578.15     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                  | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493128 | PA      | $4.93         | 0.00%             | 2058-05-10      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-14                                          | CUSIP: 12544DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232935 | PA      | $118536.28    | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                          | CHL Mortgage Pass-Through Trust 2007-HY1                                         | CUSIP: 12544EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245951 | PA      | $231287.00    | 0.02%             | 2037-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan                   | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464765 | PA      | $418667.31    | 0.03%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CUSIP: 12595XAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37674591 | PA      | $389781.32    | 0.03%             | 2051-08-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83250 | PA      | $0.83         | 0.00%             | 2048-02-10      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                              | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1039391.34   | 0.07%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $458580.22    | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130623.35    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228000 | PA      | $701617.70    | 0.05%             | 2033-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III                  | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504736.85   | 0.10%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175070.59    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                        | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113819.09    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                     | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170000 | PA      | $1168671.35   | 0.08%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                   | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $2250.00      | 0.00%             | 2024-07-24      | None          | 10.25%                | No            |                  2 | On Loan: No      |
| DoubleLine Emerging Markets Lo                  | DoubleLine Emerging Markets Local Currency Bond Fund                             | CUSIP: 258620582<br>LEI: 549300TMOIYY7BVD4747 | Long             | EC               | RF                | US        |   7143002 | NS      | $66572775.14  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAS4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2158717.66   | 0.15%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                  | Government National Mortgage Association                                         | CUSIP: 38382MN21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6766093 | PA      | $928587.45    | 0.06%             | 2051-01-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245752.80    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124715.56    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4601508 | PA      | $5713.69      | 0.00%             | 2049-12-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES               | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049000 | PA      | $977691.08    | 0.07%             | 2032-05-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                             | LCM 26 Ltd                                                                       | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4996174.00   | 0.35%             | 2031-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180000 | PA      | $1173769.60   | 0.08%             | 2042-08-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd                  | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1236500 | PA      | $1238738.07   | 0.09%             | 2038-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Lodi Park CLO Ltd                               | Lodi Park CLO Ltd                                                                | CUSIP: 540364AL0<br>LEI: 391200GQ88V33AWI7H75 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $492676.45    | 0.03%             | 2037-07-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10184942 | PA      | $40267.19     | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2259718.88   | 0.16%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                              | Cosan Overseas Ltd                                                               | CUSIP: EI4473803<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | BR        |    900000 | PA      | $853560.00    | 0.06%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                        | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: AZ7194543<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | PE        |    825295 | PA      | $785070.84    | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                 | MARB BondCo PLC                                                                  | CUSIP: BN5536097<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $354758.84    | 0.02%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: YQ5257270<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    776697 | PA      | $784903.56    | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                   | CoreLogic Inc                                                                    | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    482646 | PA      | $462739.41    | 0.03%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                          | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    298773 | PA      | $285769.15    | 0.02%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    834079 | PA      | $835279.63    | 0.06%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS IN                        | Construction Partners Inc                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    475200 | PA      | $475720.34    | 0.03%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     76050 | PA      | $76166.40     | 0.01%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                      | Kaman Corp                                                                       | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     21021 | PA      | $21053.16     | 0.00%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                     | Creative Artists Agency LLC                                                      | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    696376 | PA      | $696755.13    | 0.05%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       739 | PA      | $678.62       | 0.00%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                         | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    293521 | PA      | $269409.99    | 0.02%             | 2032-08-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    146578 | PA      | $118605.61    | 0.01%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| DAWN BIDCO LLC                                  | Dayforce Bidco LLC                                                               | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1490000 | PA      | $1413428.90   | 0.10%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                                | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    195000 | PA      | $195609.38    | 0.01%             | 2032-06-02      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: ZR7485918<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    950000 | PA      | $892161.82    | 0.06%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** DoubleLine Funds Trust

**Signature:** /s/ Ana Alcantara

**Name of Signer:** DoubleLine Funds Trust

**Title:** Vice President